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Search: subject_exact:"Beta-Faktor"
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313
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ECONIS (ZBW)
22
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1
Profitability and low-risk anomalies reexamined
Kohls, Tobias
;
Mager, Ferdinand
- In:
Global finance journal
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014478979
Saved in:
2
How do investors price accrual risk during crises?
Alhenawi, Yasser
;
Hassan, M. Kabir
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
Saved in:
3
A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Venkataraman, Sree Vinutha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2683-2695
Persistent link: https://www.econbiz.de/10014327577
Saved in:
4
Duration-adjusted betas
Varela, Oscar
- In:
Review of financial economics : RFE
40
(
2022
)
2
,
pp. 168-173
Persistent link: https://www.econbiz.de/10013185900
Saved in:
5
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
6
Do asymmetries in the Indian equity market exist during the COVID-19?
Bannigidadmath, Deepa
;
Truter, Philippus Albertus
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
10
,
pp. 2838-2851
Persistent link: https://www.econbiz.de/10012607429
Saved in:
7
Nonparametric dynamic conditional beta
Maheu, John M.
;
Zamenjani, Azam Shamsi
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 583-613
Persistent link: https://www.econbiz.de/10012654975
Saved in:
8
Cross-section and GMM/SDF tests of linear factor models
Momani, Mohammad Q. M.
- In:
Applied economics letters
28
(
2021
)
7
,
pp. 590-593
Persistent link: https://www.econbiz.de/10012501545
Saved in:
9
Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael
;
Maxwell, Michael
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 141-153
Persistent link: https://www.econbiz.de/10012001419
Saved in:
10
Beta active hedge fund management
Duanmu, Jun
;
Malachov, Aleksej
;
McCumber, William
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
Saved in:
11
Modified beta and cross-sectional stock returns
Dennis, Steven A.
;
Simlai, Prodosh
;
Smith, William Steven
- In:
Research in finance
33
(
2018
),
pp. 75-104
Persistent link: https://www.econbiz.de/10012227938
Saved in:
12
Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel
;
Van Vuuren, Gary
- In:
Applied economics
50
(
2018
)
9
,
pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
Saved in:
13
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
14
The classical approaches to testing the unconditional CAPM : UK evidence
Laura, Mehnaz Roushan
;
Ul Fahad, Nafiz
- In:
International journal of economics and finance
9
(
2017
)
3
,
pp. 220-232
Persistent link: https://www.econbiz.de/10011642386
Saved in:
15
Negative correlation between stock and futures returns : an unexploited hedging opportunity?
Basu, Parantap
;
Gavin, William T.
- In:
Bulletin of economic research
69
(
2017
)
3
,
pp. 209-215
Persistent link: https://www.econbiz.de/10011743228
Saved in:
16
CAPM estimates : can data frequency and time period lend a hand?
Shahzad, Syed Jawad Hussain
;
Khalid, Saniya
;
Ameer, Saba
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011577135
Saved in:
17
An empirical investigation into the applicability of Fama-French Three Factor Model in explaining portfolio returns : evidence from non-financial firms on the Ghana stock exchange
Acheampong, Prince
;
Swanzy, Sydney Kwesi
- In:
International journal of financial research
7
(
2016
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10011560885
Saved in:
18
Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
Saved in:
19
Which beta is best? : on the information content of option-implied betas
Baule, Rainer
;
Korn, Olaf
;
Saßning, Sven
- In:
European financial management : the journal of the …
22
(
2016
)
3
,
pp. 450-483
Persistent link: https://www.econbiz.de/10011712948
Saved in:
20
An empirical study on the characteristics of K-REITs
Hyun, Jung Won
;
Park, Sang Beom
- In:
International journal of economics and finance
8
(
2016
)
6
,
pp. 231-236
Persistent link: https://www.econbiz.de/10011495043
Saved in:
21
Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Pizzutilo, Fabio
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6277-6283
Persistent link: https://www.econbiz.de/10011457263
Saved in:
22
DCF-valuations of companies in crisis : distress-related leverage, identification of risk positions, discounting techniques, and "beta flips"
Meitner, Matthias
;
Streitferdt, Felix G.
- In:
Journal of business valuation and economic loss analysis
9
(
2014
)
1
,
pp. 145-174
Persistent link: https://www.econbiz.de/10010398903
Saved in:
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