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~person:"Fletcher, Jonathan"
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Search: subject_exact:"Arbitrage pricing"
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Arbitrage Pricing
7
Arbitrage pricing
7
Capital income
6
Großbritannien
6
Kapitaleinkommen
6
United Kingdom
6
CAPM
4
Investment Fund
3
Investmentfonds
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Theorie
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Theory
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Arbitrage
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Benchmarking
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1955-1995
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1982-1996
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Benchmark models of expected returns
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Börsenkurs
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Erwartungsbildung
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Expectation formation
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Factor analysis
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Faktorenanalyse
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Fiduciary
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Financial investment
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Forecast
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Index-based models
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No arbitrage
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Performance-Messung
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Portfolio selection
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Prognose
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Prognoseverfahren
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Regressionsanalyse
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English
7
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Fletcher, Jonathan
Vayanos, Dimitri
17
Platen, Eckhard
16
Rudebusch, Glenn D.
16
Björk, Tomas
15
Diebold, Francis X.
14
Le Van, Cuong
13
Christensen, Jens H. E.
10
Kabanov, Jurij M.
10
Gromb, Denis
9
Jouini, Elyès
9
Sun, Yeneng
9
Entorf, Horst
8
Jamin, Gösta
8
Page, Frank H.
8
Rásonyi, Miklós
8
Wilhelm, Jochen
8
Dana, Rose-Anne
7
Herings, Peter Jean-Jacques
7
Khan, Ali
7
Kondor, Péter
7
Lepinette, Emmanuel
7
Nietert, Bernhard
7
Pagano, Marco
7
Pesaran, M. Hashem
7
Schachermayer, Walter
7
Chamberlain, Gary
6
Friberg, Richard
6
Rothschild, Michael
6
Wooders, Myrna Holtz
6
Beißner, Patrick
5
Bodie, Zvi
5
Cassese, Gianluca
5
Cauchie, Séverine
5
Croitoru, Benjamin
5
Delbaen, Freddy
5
Evstigneev, Igor V.
5
Fontana, Claudio
5
Hahn, Guangsug
5
Hoesli, Martin
5
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International review of economics & finance : IREF
2
Journal of business finance & accounting : JBFA
1
Journal of economics & business
1
Journal of empirical finance
1
Review of quantitative finance and accounting
1
The financial review : the official publication of the Eastern Finance Association
1
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ECONIS (ZBW)
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1
Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Fletcher, Jonathan
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 30-46
Persistent link: https://www.econbiz.de/10010431513
Saved in:
2
Arbitrage and the evaluation of linear factor models in UK stock returns
Fletcher, Jonathan
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 449-468
Persistent link: https://www.econbiz.de/10003974102
Saved in:
3
Arbitrage bounds and UK unit trust performance
Fletcher, Jonathan
;
Ntozi-Obwale, Patricia
- In:
Journal of business finance & accounting : JBFA
35
(
2008
)
3/4
,
pp. 580-600
Persistent link: https://www.econbiz.de/10003715221
Saved in:
4
An examination of the economic significance of stock return predictability in UK stock returns
Fletcher, Jonathan
;
Hillier, Joe
- In:
International review of economics & finance : IREF
11
(
2002
)
4
,
pp. 373-392
Persistent link: https://www.econbiz.de/10001719424
Saved in:
5
An exploration of the persistence of UK unit trust performance
Fletcher, Jonathan
;
Forbes, David
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 475-493
Persistent link: https://www.econbiz.de/10001711984
Saved in:
6
An examination of predictable risk and return in UK stock returns
Fletcher, Jonathan
- In:
Journal of economics & business
53
(
2001
)
6
,
pp. 527-546
Persistent link: https://www.econbiz.de/10001620379
Saved in:
7
An examination of UK unit trust performance within the Arbitrage Pricing Theory framework
Fletcher, Jonathan
- In:
Review of quantitative finance and accounting
8
(
1997
)
2
,
pp. 91-107
Persistent link: https://www.econbiz.de/10001590881
Saved in:
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