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  • Search: subject:"Multifactor Models"
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Year of publication
Subject
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CAPM 46 Multifactor models 36 multifactor models 35 Kapitaleinkommen 32 Capital income 31 Asset pricing 26 Portfolio selection 25 Portfolio-Management 25 Risikoprämie 19 Risk premium 19 Börsenkurs 18 Share price 18 asset pricing 17 Theorie 14 Risiko 13 Schätzung 13 Theory 13 Estimation 12 Multifactor Models 12 Risk 12 Capital market returns 9 Kapitalmarktrendite 9 Aktienmarkt 8 Stock market 8 risk factors 8 stock returns 8 GMM 7 momentum 7 Asset Pricing 6 Germany 6 Mutual fund performance 6 REITs 6 Capital market theory 5 Emerging economies 5 Forecasting model 5 Immobilienfonds 5 Investment Fund 5 Investmentfonds 5 Kapitalmarkttheorie 5 Prognoseverfahren 5
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Online availability
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Undetermined 37 Free 36 CC license 4
Type of publication
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Article 72 Book / Working Paper 23 Other 1
Type of publication (narrower categories)
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Article in journal 46 Aufsatz in Zeitschrift 46 Working Paper 7 Article 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 research-article 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1 Thesis 1
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Language
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English 69 Undetermined 26 Spanish 1
Author
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Coën, Alain 7 Maio, Paulo 5 Hammami, Yacine 4 Jilani, Faouzi 4 Karahan, Cenk C. 4 Artmann, Sabine 3 Candemir, Işıl 3 Desfleurs, Aurélie 3 Finter, Philipp 3 Girma, Sourafel 3 Kempf, Alexander 3 Lutzenberger, Fabian 3 Oueslati, Abdelmonem 3 Petr, Dalibor 3 Trecroci, Carmine 3 Veeraraghavan, Madhu 3 Williams, Jonathan 3 Aktas, Huseyin 2 Alonso-Conde, Ana Belén 2 Ben Ammar, Semir 2 Carmichael, Benoît 2 Cayirl, Omer 2 Correia, Maria Carmo 2 Drew, Michael E. 2 Elhusseiny, Mahdy F. 2 Eling, Martin 2 Girard, Eric 2 Guardiola, Philippe 2 Hoesli, Martin 2 Islam, Mazhar M. 2 Kayalidere, Koray 2 Kiesel, Florian 2 Leite, Paulo 2 Lübbering, Andreas 2 Milidonis, Andreas 2 Nitschka, Thomas 2 Novak, Jiri 2 Okhrin, Ostap 2 Rojo-Suárez, Javier 2 Salotti, Simone 2
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Institution
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Bangor Business School, Bangor University 2 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 2 School of Economics and Finance, Business School 2 Banco de España 1 EconWPA 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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Journal of banking & finance 7 Finance research letters 4 Research in international business and finance 3 American Journal of Finance and Accounting 2 Borsa Istanbul Review 2 Borsa İstanbul Review 2 CFR Working Papers 2 Czech Journal of Economics and Finance (Finance a uver) 2 Journal of Banking & Finance 2 Journal of financial economics 2 Research in International Business and Finance 2 School of Economics and Finance Discussion Papers and Working Papers Series 2 Swiss Finance Institute Research Paper Series 2 Working Papers / Bangor Business School, Bangor University 2 ZEW Discussion Papers 2 Banco de España Working Papers 1 Business analyst journal : BAJ 1 CFR Working Paper 1 Credit and Capital Markets – Kredit und Kapital 1 Credit and capital markets : Kredit und Kapital 1 Eastern European economics 1 Economics Bulletin 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Energy economics 1 European financial management : the journal of the European Financial Management Association 1 Finance 1 Finance : revue de l'Association Française de Finance 1 Finance a úvěr 1 Global Journal of Business Research 1 Global business & economics review 1 IES Working Paper 1 International Journal of Business and Economics 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International finance 1 International journal of banking, accounting and finance 1 International journal of emerging markets 1 International journal of finance & economics : IJFE 1 Journal of International Financial Markets, Institutions and Money 1
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Source
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ECONIS (ZBW) 52 RePEc 32 EconStor 8 BASE 2 Other ZBW resources 2
Showing 11 - 20 of 96
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Determinants of time-varying equity risk premia in an emerging market
Candemir, Işıl; Karahan, Cenk C. - In: International journal of emerging markets 19 (2024) 6, pp. 1492-1520
Persistent link: https://www.econbiz.de/10014575537
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The relative importance of economic policy uncertainty and geopolitical risk on U.S. REITs returns
Coën, Alain; Desfleurs, Aurélie - In: Journal of property investment & finance 42 (2024) 6, pp. 576-590
Persistent link: https://www.econbiz.de/10015404061
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Geopolitical risk and the dynamics of REITs returns
Coën, Alain; Desfleurs, Aurélie - In: Finance research letters 64 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014531761
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The relative importance of economic policy uncertainty and geopolitical risk on U.S. REITs returns
Coën, Alain; Desfleurs, Aurélie - In: Journal of Property Investment & Finance 42 (2024) 6, pp. 576-590
Purpose Our aim in this study is to investigate the relative importance of the economic policy uncertainty and of the geopolitical risk on U.S. REITs (Real Estate Investment Trusts) returns with a special focus on the different real estate sectors. Design/methodology/approach We use an augmented...
Persistent link: https://www.econbiz.de/10015352267
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Can mutual fund characteristics predict future performance? Evidence from Portugal
Sá, Maria Inês; Leite, Paulo; Correia, Maria Carmo - In: Studies in Economics and Finance 41 (2024) 5, pp. 1106-1118
Purpose This paper aims to investigate not only the performance of Portuguese mutual funds investing in domestic and international equities but also which fund characteristics, such as age, size, family size, expense ratios and flows, influence future performance. Design/methodology/approach...
Persistent link: https://www.econbiz.de/10015356138
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Data envelopment analysis and multifactor asset pricing models
Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: International Journal of Financial Studies : open … 8 (2020) 2/24, pp. 1-18
(DEA) techniques can help improve the performance of multifactor models. Specifically, we test the explanatory power of the …
Persistent link: https://www.econbiz.de/10012239304
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Data envelopment analysis and multifactor asset pricing models
Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: International Journal of Financial Studies 8 (2020) 2, pp. 1-18
(DEA) techniques can help improve the performance of multifactor models. Specifically, we test the explanatory power of the …
Persistent link: https://www.econbiz.de/10013200271
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Investment Valuation and Asset Pricing : Models and Methods
Kolari, James W.; Pynnönen, Seppo - 2023
-- Chapter 7: Arbitrage Pricing Theory -- Chapter 8: Multifactor Models -- Chapter 9: A Special Case of Zero-Beta CAPM -- Chapter …
Persistent link: https://www.econbiz.de/10013504695
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What does the cross-section tell about itself? : explaining equity risk premia with stock return moments
Cooper, Ilan; Ma, Liang; Maio, Paulo - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 73-118
Persistent link: https://www.econbiz.de/10012819566
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Capital asset prices in V4 countries
Bóta, Gábor; Nagy, László; Ormos, Mihály - In: Sustainable Finance in the Green Economy : The 3rd …, (pp. 1-18). 2022
Persistent link: https://www.econbiz.de/10013365027
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