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  • Search: subject:"beta coefficient"
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Year of publication
Subject
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beta coefficient 22 CAPM 17 Beta risk 12 Betafaktor 12 Estimation 11 Schätzung 11 Portfolio selection 8 Portfolio-Management 8 Estimation theory 7 Schätztheorie 7 Theorie 7 Theory 7 Beta coefficient 6 Risiko 6 Risk 6 Systemic risk 6 Systemrisiko 6 systematic risk 6 beta-coefficient 5 Beta Coefficient 4 Capital income 4 Kapitaleinkommen 4 Aktienmarkt 3 Börsenkurs 3 Capital Asset Pricing Model (CAPM) 3 Corporate finance 3 ESG 3 Financial market 3 Finanzmarkt 3 Risikomanagement 3 Risk management 3 Share price 3 Stock market 3 Treynor ratio 3 Unternehmensfinanzierung 3 volatility 3 2002-2008 2 ARCH model 2 ARCH-Modell 2 Appraisal ratio 2
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Online availability
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Free 24 Undetermined 13 CC license 3
Type of publication
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Article 36 Book / Working Paper 4 Other 1
Type of publication (narrower categories)
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Article in journal 20 Aufsatz in Zeitschrift 20 Article 4 Aufsatz im Buch 3 Book section 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 32 Undetermined 9
Author
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Lee, Cheng F. 4 Mikołajek-Gocejna, Magdalena 4 Akter, Nahida 2 Bodnar, Taras 2 Chen, Cathy W. S. 2 Doskočil, Radek 2 Gupta, Arjun K. 2 Janková, Zuzana 2 Kozub, Maryna B. 2 Nobi, Ashadun 2 Onour, Ibrahim A. 2 Stavytskyy, Andriy 2 Vitlinskyi, Valdemar 2 Zabolotskyy, Taras 2 ATES, Ismet 1 Alihodžic, Almir 1 BLANAS, George 1 Babayigit, Gokce 1 Bayramoglu, Mehmet Fatih 1 Beaves, Robert 1 Booth, Richard A. 1 Bukvic, Ivana Bestvina 1 Cattaneo, Giacomo 1 Chu, Yun 1 Doganer, Mustafa 1 Dębski, Wiesław 1 Eric, Dejan 1 Feder-Sempach, Ewa 1 Festel, Gunter 1 Finnerty, Joseph 1 Fliess, Michel 1 Flores Delgado, Javier Antonio 1 Flores Sánchez, Edgar Mauricio 1 Hamzacebi, Coskun 1 Hatt, Frédéric 1 Hawawini, Gabriel 1 Hrdý, Milan 1 Join, Cédric 1 KADERLİ, Yusuf 1 Kaderli, Yusuf 1
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Institution
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HAL 1 ToKnowPress 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 World Scientific Publishing Co. Pte. Ltd. 1
Published in...
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European research studies journal : ERSJ 2 Active Citizenship by Knowledge Management & Innovation: Proceedings of the Management, Knowledge and Learning International Conference 2013 1 Anadolu University Journal of Social Sciences 1 Annals of Faculty of Economics 1 Análisis económico 1 Computational economics 1 Economics Bulletin 1 Economy and forecasting : scientific journal 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 Ekonomika 1 Ekonomika : mokslo žurnalas 1 EuroEconomica 1 Folia oeconomica Stetinensia : FOS 1 Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3 1 Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4 1 Interdisciplinary Management Research 1 International journal of business 1 International journal of business and systems research : IJBSR 1 International journal of economics and finance 1 Inventi impact: emerging economies 1 Journal of Banking and Financial Economics (JBFE) 1 Journal of Risk and Financial Management 1 Journal of banking and financial economics 1 Journal of risk and financial management : JRFM 1 MPRA Paper 1 Post-Print / HAL 1 Prague economic papers : a bimonthly journal of economic theory and policy 1 Quantitative finance 1 Review of Pacific Basin financial markets and policies 1 Review of Pacific Basin financial markets and policies : RPBFMP 1 Risks 1 Risks : open access journal 1 Robustness in econometrics 1 The Quarterly Review of Economics and Finance 1 Working paper series / Arab Planning Institute 1 World Scientific Books 1
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Source
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ECONIS (ZBW) 24 RePEc 10 EconStor 4 BASE 3
Showing 1 - 10 of 41
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Application of Chow, Cusum and rolling window in testing stability of systematic risk of companies listed in WIG-ESG in 2019-2022
Mikołajek-Gocejna, Magdalena - In: Journal of banking and financial economics 20 (2023), pp. 1-29
The aim of the article is to analyze the stability of beta coeffi cients of companies listed in WIG-ESG. There are many studies on the stability of companies' systematic risk, but the literature and research lack an analysis of the stability of the beta coeffi cient for ESG companies. We...
Persistent link: https://www.econbiz.de/10014515083
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Application of Chow, Cusum and rolling window in testing stability of systematic risk of companies listed in WIG-ESG in 2019-2022
Mikołajek-Gocejna, Magdalena - In: Journal of Banking and Financial Economics (JBFE) (2023) 20, pp. 1-29
The aim of the article is to analyze the stability of beta coeffi cients of companies listed in WIG-ESG. There are many studies on the stability of companies' systematic risk, but the literature and research lack an analysis of the stability of the beta coeffi cient for ESG companies. We...
Persistent link: https://www.econbiz.de/10015330025
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Spot beta estimation with asynchronous noisy prices
Mancino, Maria Elvira; Mariotti, Tommaso; Toscano, Giacomo - In: Quantitative finance 25 (2025) 5, pp. 733-755
Persistent link: https://www.econbiz.de/10015534146
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Systematic risk of ESG companies listed on the Polish capital market in 2019-2022
Mikołajek-Gocejna, Magdalena - In: European research studies journal : ERSJ 25 (2022) 2, pp. 597-615
Persistent link: https://www.econbiz.de/10013532055
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Risk estimation, diversification, and optimal weights
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015047334
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Single-index model, multiple-index model, and portfolio selection
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015049991
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EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS
Janková, Zuzana; Doskočil, Radek - 2021
Exchange traded funds (ETFs) are one of the most popular and fastest growing classes of financial assets available in today's markets. Due to the significant increase in popularity, ETFs allow investors to diversify their portfolios through a basket of assets from different countries that are...
Persistent link: https://www.econbiz.de/10012426804
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EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS
Janková, Zuzana; Doskočil, Radek - 2021
Exchange traded funds (ETFs) are one of the most popular and fastest growing classes of financial assets available in today's markets. Due to the significant increase in popularity, ETFs allow investors to diversify their portfolios through a basket of assets from different countries that are...
Persistent link: https://www.econbiz.de/10015335820
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Estimation, instability, and non-stationarity of beta coefficients for twenty-four emerging markets in 2005-2021
Mikołajek-Gocejna, Magdalena - In: European research studies journal : ERSJ 24 (2021) 4, pp. 370-395
Persistent link: https://www.econbiz.de/10012667056
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Modeling of economic convergence processes in Eastern Europe countries
Stavytskyy, Andriy; Kozub, Maryna B. - In: Ekonomika : mokslo žurnalas 99 (2020) 2, pp. 6-19
The article describes the features of the processes of economic convergence in the countries of Eastern Europe for the last 10 years. The analysis of β- and σ-convergence was carried out based on a system of macroeconomic indicators with 10 key parameters. The calculation of the direction and...
Persistent link: https://www.econbiz.de/10012318103
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