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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 1 - 10 of 77
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The extreme temperature factor in asset pricing models : evidence from Europe
González Sánchez, Mariano; Arguedas Sanz, Raquel; San … - In: Finance research letters 66 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015057744
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Mutual fund flows and returns dynamics : investor preferences and performance persistence
Galloppo, Giuseppe; Guida, Roberto; Paimanova, Viktoriia - In: Research in international business and finance 71 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015062527
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Do investors incorporate financial materiality? : remapping the environmental information in corporate sustainability reporting
Xie, Jun; Tanaka, Yoshitaka; Keeley, Alexander; Fujii, … - In: Corporate social responsibility and environmental management 30 (2023) 6, pp. 2924-2952
Persistent link: https://www.econbiz.de/10014426723
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Measuring and stress-testing market-implied bank capital
Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022
Persistent link: https://www.econbiz.de/10012815680
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Measuring and stress-testing market-implied bank capital
Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022
We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of equity (market capitalization) a credit-spread-based correction for the value of shareholders' default option. We show that without such a correction, the estimated impact of a...
Persistent link: https://www.econbiz.de/10013168743
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Multifactor conditional equity premium model : evidence from China's stock market
Cheng, Hang; Guo, Hui; Shi, Yongdong - In: Journal of banking and finance 161 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015065800
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Is downside risk priced in cryptocurrency market?
Dobrynskaya, Victoria - In: International review of financial analysis 91 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
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Chasing daily return of socially responsible portfolio : vidence from Indonesian stock exchange
Zusryn, Alyta Shabrina; Rofi, Muhammad; AlHashfi, Rizqi Umar - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 61-82). 2024
Persistent link: https://www.econbiz.de/10014458465
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MuSu : a medium-term investment strategy by integrating Multifactor model with industrial Supply chain
Sun, Yunchuan; Liu, Lu; Fang, Jingyu; Zeng, Xiaoping; … - In: International journal of financial engineering 10 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014304312
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Market sentiments and firm-level equity returns : panel evidence of Malaysia
Abdul Karim, Zulkefly; Fairul Shah Rizat Muhamad Fahmi; … - In: Economic research 35 (2022) 1,5, pp. 5253-5272
Persistent link: https://www.econbiz.de/10014414180
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