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subject:"CAPM"
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Search: subject_exact:"Beta risk estimator"
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CAPM
Behavioural finance
Beta risk
9
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9
Aktienmarkt
5
Stock market
5
Estimation
4
Schätzung
4
Portfolio selection
3
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3
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An, Yunbi
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Jayasinghe, Prabhath
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Jiang, Chonghui
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Lambert, Marie
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Economic modelling
Journal of financial economics
22
Journal of empirical finance
17
Applied economics
16
International review of financial analysis
16
Applied financial economics
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Finance research letters
15
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
13
International review of economics & finance : IREF
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The journal of investing
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8
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8
Journal of emerging market finance
7
Journal of investment management : JOIM
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NBER working paper series
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Research paper series / Swiss Finance Institute
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The review of financial studies
7
European financial management : the journal of the European Financial Management Association
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International journal of finance & economics : IJFE
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NBER Working Paper
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The empirical economics letters : a monthly international journal of economics
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The journal of real estate finance and economics
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Emerging markets, finance and trade : EMFT
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1
Does systematic risk change when markets close? : an analysis using stocks' beta
Insana, Alessandra
- In:
Economic modelling
109
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013348240
Saved in:
2
Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Saved in:
3
The macroeconomic drivers in hedge fund beta management
Lambert, Marie
;
Platania, Federico
- In:
Economic modelling
91
(
2020
),
pp. 65-80
Persistent link: https://www.econbiz.de/10012429017
Saved in:
4
Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Rizvi, Syed Aun Raza
;
Arshad, Shaista
- In:
Economic modelling
70
(
2018
),
pp. 561-570
Persistent link: https://www.econbiz.de/10012027984
Saved in:
5
The beta heuristic from a time/frequency perspective : a wavelet analysis of the market risk of sectors
McNevin, Bruce D.
;
Nix, Joan
- In:
Economic modelling
68
(
2018
),
pp. 570-585
Persistent link: https://www.econbiz.de/10011936138
Saved in:
6
Real estate global beta and spillovers : an international study
Liow, Kim Hiang
;
Newell, Graeme
- In:
Economic modelling
59
(
2016
),
pp. 297-313
Persistent link: https://www.econbiz.de/10011647847
Saved in:
7
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
8
Conditional market beta for REITs : a comparison of modeling techniques
Zhou, Jian
- In:
Economic modelling
30
(
2013
),
pp. 196-204
Persistent link: https://www.econbiz.de/10009703687
Saved in:
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