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  • Search: subject:"Factor Investing"
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Year of publication
Subject
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Portfolio selection 31 Portfolio-Management 31 Factor investing 21 factor investing 18 Anlageverhalten 17 Behavioural finance 17 CAPM 17 Theorie 12 Theory 12 Financial investment 11 Kapitalanlage 11 Capital income 8 Kapitaleinkommen 8 Börsenkurs 5 Capital market returns 5 Investment Fund 5 Investmentfonds 5 Kapitalmarktrendite 5 Share price 5 Aktienmarkt 4 Asset pricing 4 Investition 4 Investment 4 Risikoprämie 4 Risk premium 4 Stock market 4 Alpha forecasting 3 Anleihe 3 Artificial intelligence 3 Asset allocation 3 Bond 3 Corporate bond 3 Diversification 3 Efficient market hypothesis 3 Effizienzmarkthypothese 3 Factor analysis 3 Faktorenanalyse 3 Financial analysis 3 Finanzanalyse 3 Information coefficient 3
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Online availability
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Free 45 CC license 7
Type of publication
All
Article 34 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 26 Aufsatz in Zeitschrift 26 Working Paper 9 Article 8 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Hochschulschrift 1
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Language
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English 43 German 1 Undetermined 1
Author
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Heinrich, Lars 3 Vladimirova, Desislava 3 Zurek, Martin 3 Aiolfi, Marco 2 Bessler, Wolfgang 2 Bezuidenhout, John-Morgan 2 Cheong, Mun-Kyung 2 Dapena, José P. 2 Güntner, Jochen 2 Jin, Yiwen 2 Karner, Benjamin 2 Kim, Kyoung-Ha 2 Kim, Yong-Hyeon 2 Krkoska, Eduard 2 Lohre, Harald 2 Schenk-Hoppé, Klaus Reiner 2 Serur, Claudio E. 2 Serur, Juan Andrés 2 Shivarova, Antoniya 2 Siri, Julián R. 2 Taushanov, Georgi 2 Tokat-Acikel, Yesim 2 Van Vuuren, Gary 2 Wolff, Dominik 2 Arroyo, Javier 1 Baixauli-Soler, Juan Samuel 1 Bartram, Söhnke M. 1 Bebel, Arkadiusz 1 Blitz, David 1 Boido, Claudio 1 Brière, Marie 1 Caparrini, Antonio 1 Cheema-Fox, Alex 1 Coqueret, Guillaume 1 Dotsis, George 1 Enow, Samuel Tabot 1 Escayola Mansilla, Jordi 1 Estrada, Javier 1 Fan, Minyou 1 Fang-Klingler, Jieyan 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Journal of Asset Management 4 The journal of asset management : a major new, international quarterly journal for the financial community 3 Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 2 The Journal of finance and data science : JFDS 2 CEB working paper / Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim 1 Charles A. Dice Center Working Paper 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Economics letters 1 Financial analysts journal : FAJ 1 Fisher College of Business working paper series 1 Global Business & Finance Review (GBFR) 1 Global business and finance review 1 IESE Business School Working Paper 1 Intelligent systems in accounting, finance & management 1 International studies of economics 1 Journal of business economics : JBE 1 Journal of empirical finance 1 Journal of sustainable finance & investment 1 MPRA Paper 1 Quantitative finance and economics 1 Research in international business and finance 1 Research paper series / Swiss Finance Institute 1 Risk management : an international journal 1 Risks : open access journal 1 Serie Documentos de Trabajo 1 Serie documentos de trabajo 1 South African journal of economic and management sciences 1 The financial review : the official publication of the Eastern Finance Association 1 The quarterly review of economics and finance 1 Working Paper 1 Working paper / Department of Economics, Johannes-Kepler-Universität of Linz 1 Working papers / Harvard Business School, Division of Research 1
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Source
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ECONIS (ZBW) 34 EconStor 10 RePEc 1
Showing 1 - 10 of 45
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Tradable risk factors for institutional and retail investors
Johansson, Andreas; Sabbatucci, Riccardo; Tamoni, Andrea - 2025
Persistent link: https://www.econbiz.de/10015357636
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Causal network representations in factor investing
Howard, Clint; Lohre, Harald; Mudde, Sebastiaan - In: Intelligent systems in accounting, finance & management 32 (2025) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10015332637
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In the shadow of country risk : asset pricing model of emerging market corporate bonds
Vladimirova, Desislava - In: The journal of asset management : a major new, … 25 (2024) 5, pp. 479-492
Persistent link: https://www.econbiz.de/10015192324
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Factor timing in the Chinese stock market
Wu, Yuxiao - In: International studies of economics 19 (2024) 4, pp. 532-577
I conduct an exploratory study about the feasibility of factor timing in the Chinese stock market, covering 24 representative and well-identified risk factors in 10 categories from the literature. The long-short portfolio of short-term reversal exhibits strong out-of-sample predictability, which...
Persistent link: https://www.econbiz.de/10015194093
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Factor returns and FOMC announcements : the role of sentiment
Dotsis, George; Rosa, Carlo - In: The quarterly review of economics and finance 97 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015187664
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S&P 500 stock selection using machine learning classifiers : a look into the changing role of factors
Caparrini, Antonio; Arroyo, Javier; Escayola Mansilla, Jordi - In: Research in international business and finance 70 (2024) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10015055318
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Combining factors
Reschenhofer, Christoph - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071203
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Bonds with benefits : impact investing in corporate debt
Vladimirova, Desislava; Fang-Klingler, Jieyan - In: Financial analysts journal : FAJ 80 (2024) 1, pp. 41-56
Persistent link: https://www.econbiz.de/10014576150
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Exploiting non-parallel risk premia in the South African sovereign bond market
Hariparsad, Sanveer; Maré, Eben - In: South African journal of economic and management sciences 27 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015046090
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Non-standard errors in asset pricing : mind your sorts
Soebhag, Amar; Vliet, Bart van; Verwijmeren, Patrick - In: Journal of empirical finance 78 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015101621
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