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  • Search: subject:"Multifactor Model"
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Year of publication
Subject
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multifactor model 33 Multifactor model 29 CAPM 24 Portfolio selection 16 Portfolio-Management 16 Capital income 14 Kapitaleinkommen 14 Schätzung 10 Theorie 10 Aktienmarkt 9 Estimation 9 Stock market 9 Multifactor Model 8 Theory 8 Volatilität 8 Risikoprämie 7 Risk premium 7 Volatility 7 Emerging economies 6 Schwellenländer 6 Stochastischer Prozess 6 USA 6 Kreditrisiko 5 Risiko 5 Risk 5 Stochastic process 5 United States 5 Bank risk 4 Bankrisiko 4 Basler Akkord 4 Börsenkurs 4 Credit risk 4 Feedback Effects 4 Financial crisis 4 Finanzkrise 4 Forecasting model 4 Investment Fund 4 Investmentfonds 4 Multivariate Stochastic Volatility 4 Option Pricing 4
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Online availability
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Undetermined 33 Free 32
Type of publication
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Article 61 Book / Working Paper 18
Type of publication (narrower categories)
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Article in journal 39 Aufsatz in Zeitschrift 39 Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 2 Aufsatz im Buch 2 Book section 2 research-article 2
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Language
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English 53 Undetermined 24 Spanish 2
Author
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Asai, Manabu 6 McAleer, Michael 6 Jondeau, Eric 4 Mahakud, Jitendra 4 Bergeron, Claude 3 Bianconi, Marcelo 3 Dash, Saumya Ranjan 3 Galloppo, Giuseppe 3 Aliano, Mauro 2 Christoffersen, Peter 2 Corradi, Valentina 2 Fuster, Andreas 2 Girard, Eric 2 González Sánchez, Mariano 2 Heston, Steven 2 Indergand, Martin 2 Jacobs, Kris 2 Khalilzadeh, Amir 2 Lee, Seul Ki 2 Naughton, Tony 2 Regõs, Gábor 2 Steeves, Geoffrey 2 Swanson, Norman R. 2 Varsányi, Zoltán 2 Veeraraghavan, Madhu 2 Yoshino, Joe Akira 2 Abdul Karim, Zulkefly 1 Acharya, Debashis 1 AlHashfi, Rizqi Umar 1 Alkhareif, Ryadh 1 Andreoli, Alessandro 1 Apergēs, Nikolaos 1 Araújo, Luiz Fernando 1 Arguedas Sanz, Raquel 1 Bakri Abdul Karim 1 Ballestra, Luca Vincenzo 1 Bastin, Jan 1 Birk, Kevin 1 Cheng, Hang 1 Cortazar, Gonzalo 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Rutgers University-New Brunswick 1 Department of Economics, Tufts University 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Institute of Economic Research, Kyoto University 1 Magyar Nemzeti Bank (MNB) 1 School of Economics and Management, University of Aarhus 1 Tinbergen Instituut 1
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Published in...
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Finance research letters 4 Journal of Emerging Market Finance 3 Cogent Economics & Finance 2 Cogent economics & finance 2 Economic research 2 International review of financial analysis 2 Journal of emerging market finance 2 MNB Working Papers 2 MPRA Paper 2 Research in international business and finance 2 Research paper series / Swiss Finance Institute 2 American journal of finance and accounting 1 Asia-Pacific Financial Markets 1 Asia-Pacific journal of financial studies 1 Asian Academy of Management Journal of Accounting and Finance 1 Australian Journal of Management 1 CREATES Research Papers 1 Computational economics 1 Corporate social responsibility and environmental management 1 Cowles Foundation Discussion Papers 1 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 1 Discussion Papers Series, Department of Economics, Tufts University 1 Discussion paper / Tinbergen Institute 1 Documentos de Trabajo del ICAE 1 EconoQuantum : Revista de Economía y Negocios 1 Economy of region 1 Economía teoría y práctica 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Energy economics 1 Environmental & Resource Economics 1 Finance Research Letters 1 International Journal of Emerging Markets 1 International business and economics research journal 1 International journal of economics and finance 1 International journal of financial engineering 1 International journal of hospitality management 1 International review of economics & finance : IREF 1 Journal of Indian Business Research 1 Journal of Indian business research 1 Journal of banking & finance 1
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Source
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ECONIS (ZBW) 45 RePEc 27 EconStor 5 Other ZBW resources 2
Showing 41 - 50 of 79
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Modelo multifactorial APT para el análisis de los factores de riesgo macroeconómico a los que se exponen los hedge funds
Leyva Rayón, Elitania - In: EconoQuantum : Revista de Economía y Negocios 14 (2017) 1, pp. 7-33
Persistent link: https://www.econbiz.de/10011720366
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Autoregressive multifactor APT model for U.S. Equity Markets
Malhotra, Karan - Volkswirtschaftliche Fakultät, … - 2010
Arbitrage Pricing Theory is a one period asset pricing model used to predict equity returns based on a multivariate linear regression. We choose three sets of factors – Market specific, firm specific, and an autoregressive return term to explain returns on twenty U.S. stocks, using monthly...
Persistent link: https://www.econbiz.de/10008564504
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СОЦИАЛЬНАЯ ПОДДЕРЖКА СЕМЬИ И ЕЕ ВЛИЯНИЕ НА РЕПРОДУКТИВНУЮ АКТИВНОСТЬ НАСЕЛЕНИЯ
ГЕННАДЬЕВНА, ЛЕОНТЬЕВА АЛЛА - In: ЭКОНОМИКА РЕГИОНА (2010) 3, pp. 204-209
В статье анализируется проблема репродуктивного поведения населения в условиях демографического кризиса. Доказано, что ухудшение материальных условий...
Persistent link: https://www.econbiz.de/10011230527
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Social support of a family and the effect on the population reproduction
Leontyeva, Alla - In: Economy of region 1 (2010) 4, pp. 204-210
The paper analyzes the problem of reproduction behavior of the population in the context of the demographic crisis. It was proved that deterioration of living conditions causes restriction of reproduction plans of families. By way of example of the Tyumen region quantitative assessment of the...
Persistent link: https://www.econbiz.de/10010601140
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Are there significant premiums in the Saudi stock market?
Alkhareif, Ryadh - In: Finance research letters 18 (2016), pp. 108-115
Persistent link: https://www.econbiz.de/10011656810
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Constructing volatility surfaces for cross FX rates
Yoon, Jungyeon - In: Asia-Pacific journal of financial studies 45 (2016) 4, pp. 646-665
Persistent link: https://www.econbiz.de/10011630767
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The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well
Christoffersen, Peter; Heston, Steven; Jacobs, Kris - School of Economics and Management, University of Aarhus - 2009
; stochastic volatility; equity index options; multifactor model; persistence; a� ne; out-of-sample. Christo�ersen and Jacobs are … estimates one-year out of sample. We �nd that in-sample the implied volatility root mean squared error of the multifactor model …
Persistent link: https://www.econbiz.de/10005037435
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Global risk factors and South African equity indices
Polakow, Daniel Adam; Flint, Emlyn James - In: The South African journal of economics 83 (2015) 4, pp. 598-616
Persistent link: https://www.econbiz.de/10011441959
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Monetary policy shocks and firm stock returns : dynamic panel data evidence in Malaysia
Karim, Zulkefly Abdul - In: Journal of international economic review 8 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011414607
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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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