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ECONIS (ZBW)
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
3
A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management
Ko, Hyungjin
;
Son, Bumho
;
Lee, Jaewook
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
Saved in:
4
Semi-strong factors in asset returns
Connor, Gregory
;
Korajczyk, Robert A.
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 70-93
Persistent link: https://www.econbiz.de/10014526305
Saved in:
5
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 94-118
Persistent link: https://www.econbiz.de/10014526307
Saved in:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
8
Which factor model? : a systematic return covariation perspective
Ahmed, Shamim
;
Bu, Ziwen
;
Symeonidis, Lazaros
; …
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014332349
Saved in:
9
An empirical investigation of performance assessment of Indian healthcare industry
Saleeshya, P. G.
;
Harikumar, Priya
- In:
The international journal of productivity and …
72
(
2023
)
7
,
pp. 2022-2045
Persistent link: https://www.econbiz.de/10014338871
Saved in:
10
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
Saved in:
11
RIM-based value premium and factor pricing using value-price divergence
Cong, Lin William
;
George, Nathan Darden
;
Wang, Guojun
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462562
Saved in:
12
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
13
International factor models
Huber, Daniel
;
Jacobs, Heiko
;
Müller, Sebastian
; …
- In:
Journal of banking & finance
150
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014428949
Saved in:
14
Statistical characterization of managerial risk factors : a case of state-run hospitals in India
Vishnu, C. R.
;
Anilkumar, E. N.
;
Sridharan, R.
;
Kumar, …
- In:
Opsearch : journal of the Operational Research Society …
60
(
2023
)
2
,
pp. 812-834
Persistent link: https://www.econbiz.de/10014383644
Saved in:
15
Interpersonal relationship inventory scale for registered nurses in India : EFA and scale development
Khatri, Puja
;
Debnath, Sumit Kumar
- In:
International journal of business excellence : IJBEX
30
(
2023
)
4
,
pp. 547-558
Persistent link: https://www.econbiz.de/10014389041
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16
On determination of the number of factors in an approximate factor model
Liu, Jinshan
;
Pan, Jiazhu
;
Xia, Qiang
;
Xiao, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 285-298
Persistent link: https://www.econbiz.de/10014372878
Saved in:
17
How robust are empirical factor models to the choice of breakpoints?
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Voigts, Victoria
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
4
,
pp. 1-68
Persistent link: https://www.econbiz.de/10014490274
Saved in:
18
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
19
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
20
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
21
Cryptocurrencies meet equities : risk factors and asset-pricing relationships
Dobrynskaja, V. V.
;
Dubrovskiy, Mikhail
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 95-111)
.
2023
Persistent link: https://www.econbiz.de/10014245454
Saved in:
22
Testing for regime changes in portfolios with a large number of assets : a robust approach to factor heteroskedasticity
Massacci, Daniele
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 316-367
Persistent link: https://www.econbiz.de/10014314751
Saved in:
23
A study of logistics service quality dimensions impacting customer satisfaction in instant food delivery : the Indian perspective
Khan, Mohd Ziyauddin
- In:
International journal of logistics economics and …
10
(
2023
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10014318411
Saved in:
24
Measuring Internet banking service quality : an empirical evidence
Mir, Rouf Ahmad
;
Rameez, Raja
;
Tahir, Nida
- In:
The TQM journal : the international review of …
35
(
2023
)
2
,
pp. 492-518
Persistent link: https://www.econbiz.de/10014321221
Saved in:
25
The global factor structure of exchange rates
Korsaye, Sofonias Alemu
;
Trojani, Fabio
;
Vedolin, Andrea
- In:
Journal of financial economics
148
(
2023
)
1
,
pp. 21-46
Persistent link: https://www.econbiz.de/10014282382
Saved in:
26
Sustainable consumption and mindfulness : analysing knowledge-attitude-practice gap among Indian young professionals
Sharma, Ruchika
;
Chhikara, Deepika
- In:
International journal of sustainable economy : IJSE
15
(
2023
)
3
,
pp. 263-291
Persistent link: https://www.econbiz.de/10014310548
Saved in:
27
Customer switching behaviour in Indian retail banking using logit regression
Mehta, Kiran
;
Sharma, Renuka
;
Khanna, Vikas
- In:
International journal of business excellence : IJBEX
29
(
2023
)
4
,
pp. 518-545
Persistent link: https://www.econbiz.de/10014294200
Saved in:
28
Nowcasting inflation in India with daily crowd-sourced prices using dynamic factors and mixed frequency models
Yadav, Varun
;
Das, Abhiman
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10013553042
Saved in:
29
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
30
Evaluating asset pricing models : a revised factor model for China
Li, Zhiyong
;
Rao, Xiao
- In:
Economic modelling
116
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014512286
Saved in:
31
Antecedents of women entrepreneurs' performance : an empirical perspective
Jha, Pooja
;
Alam, Md. Moddassir
- In:
Management decision
60
(
2022
)
1
,
pp. 86-122
Persistent link: https://www.econbiz.de/10012798690
Saved in:
32
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
33
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Saved in:
34
Factor models, machine learning, and asset pricing
Giglio, Stefano
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Annual review of financial economics
14
(
2022
),
pp. 337-368
Persistent link: https://www.econbiz.de/10013461140
Saved in:
35
A common pattern across asset pricing anomalies
Božović, Miloš
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
Saved in:
36
Tactical factor allocation for multifactor portfolios
Kim, Saejoon
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 847-850
Persistent link: https://www.econbiz.de/10013411797
Saved in:
37
Factors driving ecopreneurs in India : an exploration
Sindhu, Shilpa
;
Panghal, Anupama
;
Aggarwal, Gaurav
- In:
International journal of entrepreneurship and small …
46
(
2022
)
3
,
pp. 310-332
Persistent link: https://www.econbiz.de/10013455288
Saved in:
38
Three common factors
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
-
2022
Persistent link: https://www.econbiz.de/10013184880
Saved in:
39
Designing and validating customer loyalty construct for the banking sector (evidence from Pakistan)
Saif, Naveed
;
Khan, Muhammad Tahir
;
Khan, Irfan Ullah
; …
- In:
International journal of business excellence : IJBEX
28
(
2022
)
3
,
pp. 397-418
Persistent link: https://www.econbiz.de/10014234695
Saved in:
40
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
41
The level, slope, and curve factor model for stocks
Clarke, Charles
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 159-187
Persistent link: https://www.econbiz.de/10013350632
Saved in:
42
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
Saved in:
43
Bayesian selection of asset pricing factors using individual stocks
Hwang, Soosung
;
Rubesam, Alexandre
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 716-761
Persistent link: https://www.econbiz.de/10013349152
Saved in:
44
Resolution of non-performing assets of commercial banks : the evidence from banker's perspective in Indian banking sector
Chawla, Sonia
;
Rani, Seema
- In:
The Indian economic journal
70
(
2022
)
4
,
pp. 635-654
Persistent link: https://www.econbiz.de/10013475307
Saved in:
45
Some properties of portfolios constructed from principal components of asset returns
Severini, Thomas A.
- In:
Annals of finance
18
(
2022
)
4
,
pp. 457-483
Persistent link: https://www.econbiz.de/10013489455
Saved in:
46
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
47
Factor models with many assets : strong factors, weak factors, and the two-pass procedure
Anatolyev, Stanislav
;
Mikusheva, Anna
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10013441835
Saved in:
48
Firm characteristics and empirical factor models : a model mining experiment
Tian, Mary
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 6087-6125
Persistent link: https://www.econbiz.de/10012694515
Saved in:
49
A multidimensional measure of system quality : an empirical study in context of mobile banking apps in India
Gupta, Minakshi
;
Bhatt, Kedar
- In:
International journal of business information systems : …
38
(
2021
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012695115
Saved in:
50
Analysis and definition of factors influencing work-life balance of women professionals in information technology enterprises in India
Gupta, Chhavi
;
Rao, K. V. S. Rajeswara
;
Ravishankar, V.
- In:
International journal of Indian culture and business …
24
(
2021
)
2
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pp. 167-188
Persistent link: https://www.econbiz.de/10012695841
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