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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 27 CAPM 23 Portfolio selection 15 Portfolio-Management 15 Capital income 13 Kapitaleinkommen 13 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 Multivariate Stochastic Volatility 4 Option Pricing 4 Prognoseverfahren 4 Share price 4
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Online availability
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Undetermined 33 Free 28
Type of publication
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Article 59 Book / Working Paper 18
Type of publication (narrower categories)
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Article in journal 37 Aufsatz in Zeitschrift 37 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 51 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 Cheng, Hang 1 Cortazar, Gonzalo 1 Costa Júnior, Newton C. A. da 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 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 financial analysis 1 Journal of Indian Business Research 1 Journal of Indian business research 1 Journal of banking & finance 1 Journal of banking and finance 1
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Source
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ECONIS (ZBW) 43 RePEc 27 EconStor 5 Other ZBW resources 2
Showing 31 - 40 of 77
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Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724148
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Risk-based investing in the German stock market
Bastin, Jan - In: Prague economic papers : a bimonthly journal of … 27 (2018) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10011895247
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Fund manager performance in emerging market : factor specialisation and financial crisis impact
Galloppo, Giuseppe; Aliano, Mauro - In: Journal of emerging market finance 17 (2018) 1, pp. 130-158
Persistent link: https://www.econbiz.de/10011875628
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Pricing credit default swaps under multifactor reduced-form models : a differential quadrature approach
Andreoli, Alessandro; Ballestra, Luca Vincenzo; … - In: Computational economics 51 (2018) 3, pp. 379-406
Persistent link: https://www.econbiz.de/10011963685
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Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica
Saturnino, Odilon; Saturnino, Valéria; Oliveira, Gois de; … - Volkswirtschaftliche Fakultät, … - 2012
Considering the hypothesis of opposite strategy or overreaction in stock prices, this research deals with this type of the market’s anomaly through an econometric analysis, which aims to get more explanatory model of the overreaction in the Brazilian capital market. The procedure was to...
Persistent link: https://www.econbiz.de/10011257881
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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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Stochastic valuation of energy storage in wholesale power markets
Yu, Nanpeng; Foggo, Brandon - In: Energy economics 64 (2017), pp. 177-185
Persistent link: https://www.econbiz.de/10011758157
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Asian Fund manager performance : factor specialisation and financial crisis impact
Aliano, Mauro; Galloppo, Giuseppe; Previati, Daniele - In: Journal of financial management, markets and institutions 4 (2016) 2, pp. 145-154
Persistent link: https://www.econbiz.de/10011954508
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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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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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