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  • Search: subject:"Multi-factor Model"
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Year of publication
Subject
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Multi-factor model 21 multi-factor model 20 CAPM 16 Portfolio selection 15 Portfolio-Management 15 Theorie 15 Theory 14 Stochastic process 10 Stochastischer Prozess 10 Capital income 9 Kapitaleinkommen 9 Aktienmarkt 7 Asset pricing 7 Option pricing theory 7 Optionspreistheorie 7 Risk premium 7 Stock market 7 Börsenkurs 6 Risikoprämie 6 Schätzung 6 Share price 6 Estimation 5 Volatility 5 Financial economics 4 Interest rate derivative 4 Kapitalmarkttheorie 4 Kreditrisiko 4 Volatilität 4 Yield curve 4 Zinsderivat 4 Zinsstruktur 4 Anlageverhalten 3 Behavioural finance 3 China 3 Commodity derivative 3 Credit risk 3 Derivat 3 Derivative 3 Emerging economies 3 Estimation theory 3
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Online availability
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Undetermined 37 Free 17
Type of publication
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Article 45 Book / Working Paper 17
Type of publication (narrower categories)
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Article in journal 29 Aufsatz in Zeitschrift 29 Working Paper 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Conference paper 2 Konferenzbeitrag 2 Article 1 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 43 Undetermined 18 Spanish 1
Author
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Fritz, Andreas 3 Hess, Markus 3 Weber, Christoph 3 Cavalcante Júnior, Elias 2 Chague, Fernando 2 Cotter, John 2 Dash, Saumya Ranjan 2 De-Losso, Rodrigo 2 Düllmann, Klaus 2 Eriksson, Marcus 2 Giovannetti, Bruno 2 Hoesli, Martin 2 Huang, Jian 2 Hunter, John 2 Komatsu, Takahiro 2 Lee, Yong Woong 2 Lempa, Jukka 2 Liu, Huazhang 2 Lyra, Marianna 2 Mahakud, Jitendra 2 Makimoto, Naoki 2 Nilssen, Trygve 2 Salvador, Enrique 2 Sharpe, Chris 2 Souza, Leonardo 2 Veiga, Alvaro 2 Winker, Peter 2 Wu, Feng 2 Yeh, I-Cheng 2 Zhong, Yangfan 2 Aggarwal, Vaishali 1 Ahmad, Nehal 1 Bajeux-Besnainou, Isabelle 1 Becchetti, Leonardo 1 Beyna, Ingo 1 Brix, Anne Floor 1 Chandra, Abhijeet 1 Chauhan, Yash 1 Chiarella, Carl 1 Ciciretti, Rocco 1
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Institution
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COMISEF 1 Deutsche Bundesbank 1 Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen 1 Finance Discipline Group, Business School 1 Geary Institute, University College Dublin 1 Institute for Financial Research (SIFR) 1 Risk Management Institute 1 School of Economics and Finance, Queen Mary 1 Society for Computational Economics - SCE 1 Swiss Finance Institute 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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International journal of theoretical and applied finance 3 Decisions in economics and finance : a journal of applied mathematics 2 International journal of financial engineering 2 Applied Mathematical Finance 1 Applied economics letters 1 Asia-Pacific Financial Markets 1 Asia-Pacific financial markets 1 Asian journal of business and accounting : AJBA 1 Computational Management Science 1 Computational Statistics 1 Computational economics 1 Computing in Economics and Finance 2002 1 Discussion Paper Series 2 1 Discussion Paper Series 2: Banking and Financial Studies 1 EWL Working Paper 1 EWL Working Papers 1 EWL working paper 1 Economic Change and Restructuring 1 Economic Modelling 1 Economic modelling 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Energy economics 1 FAME Research Paper Series 1 Finance research letters 1 IIMB management review 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of economics, finance and management sciences : IJEFM 1 International review of financial analysis 1 Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022 1 Journal of Property Investment & Finance 1 Journal of Risk and Financial Management 1 Journal of empirical finance 1 Journal of financial stability 1 Journal of mathematical finance 1 Journal of risk and financial management : JRFM 1 Margin: The Journal of Applied Economic Research 1 Margin: the journal of applied economic research 1 Mathematical Methods of Operations Research 1 Opsearch : journal of the Operational Research Society of India 1 Pacific-Basin finance journal 1
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Source
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ECONIS (ZBW) 33 RePEc 23 EconStor 5 Other ZBW resources 1
Showing 1 - 10 of 62
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A four-factor model based on factor momentum
Cui, Mengqi; Li, Daye - In: Pacific-Basin finance journal 87 (2024), pp. 1-35
Persistent link: https://www.econbiz.de/10015098465
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Multi-factor style rotation : an empirical study in the US stock market
Yeh, I-Cheng; Lien, Che-Hui - In: Applied economics letters 31 (2024) 5, pp. 375-383
Persistent link: https://www.econbiz.de/10014469258
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Synergy frontier of multi-factor stock selection model
Yeh, I-Cheng - In: Opsearch : journal of the Operational Research Society … 60 (2023) 1, pp. 445-480
Persistent link: https://www.econbiz.de/10014280732
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Mathematical finance with applications
Wong, Wing Keung (contributor); Guo, Xu (contributor);  … - 2020
Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the...
Persistent link: https://www.econbiz.de/10012606040
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Time-varying conditional profitability of momentum strategies in commodity futures market : evidence from India
Jaiswal, Ritika; Uchil, Rashmi - In: Asian journal of business and accounting : AJBA 13 (2020) 2, pp. 245-276
Persistent link: https://www.econbiz.de/10012587261
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Examination and modification of multi-factor model in explaining stock excess return with hybrid approach in empirical study of Chinese stock market
Huang, Jian; Liu, Huazhang - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-30
based on the Fama-French five-factor model to develop a multi-factor model. We evaluated the existing factors in the …
Persistent link: https://www.econbiz.de/10012611107
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US risk premia under emerging markets constraints
Cavalcante Júnior, Elias; Chague, Fernando; De-Losso, … - 2019
Persistent link: https://www.econbiz.de/10012036154
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Examination and modification of multi-factor model in explaining stock excess return with hybrid approach in empirical study of Chinese stock market
Huang, Jian; Liu, Huazhang - In: Journal of risk and financial management : JRFM 12 (2019) 2/91, pp. 1-30
based on the Fama-French five-factor model to develop a multi-factor model. We evaluated the existing factors in the …
Persistent link: https://www.econbiz.de/10012022057
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Graph-based multi-factor asset pricing model
Son, Bumho; Lee, Jaewook - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014494727
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US risk premia under emerging markets constraints
Cavalcante Júnior, Elias; Chague, Fernando; De-Losso, … - In: Journal of empirical finance 67 (2022), pp. 217-230
Persistent link: https://www.econbiz.de/10013464392
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