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Beta Forecasting at Long Horiz...
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Capital income
10
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CAPM
8
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7
Betafaktor
7
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Ankündigungseffekt
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Reeves, Jonathan J.
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Cenesizoglu, Tolga
16
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3
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2
Gregory, Allan W.
2
Ibrushi, Denada
2
Lee, John B.
2
Liu, Qianqiu
2
Papageorgiou, Nicolas A.
2
Parker, Roger
2
Sherris, Michael
2
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2
Triggs, Christopher M.
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2
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1
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International Journal of Forecasting
4
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2
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2
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2
Journal of Financial Research
2
Journal of empirical finance
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
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1
Insurance / Mathematics & economics
1
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1
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1
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1
Beta forecasting at long horizons
Cenesizoglu, Tolga
;
Ribeiro, Fabio de Oliveira Ferrazoli
; …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 936-957
Persistent link: https://www.econbiz.de/10011746930
Saved in:
2
Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga
;
Liu, Qianqiu
;
Reeves, Jonathan J.
; …
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
Saved in:
3
CAPM, components of beta and the cross section of expected returns
Cenesizoglu, Tolga
;
Reeves, Jonathan J.
- In:
Journal of empirical finance
49
(
2018
),
pp. 223-246
Persistent link: https://www.econbiz.de/10012117743
Saved in:
4
The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.
;
Blyth, Conrad Alexander
;
Triggs, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001773101
Saved in:
5
Shifts in beta and the TARP announcement
Phin, Andrew
;
Prono, Todd
;
Reeves, Jonathan J.
;
Saxena, …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553701
Saved in:
6
Betas and the myth of market neutrality
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
;
Xie, Xuan
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 548-558
Persistent link: https://www.econbiz.de/10011597207
Saved in:
7
Targeting market neutrality
Lee, John B.
;
Reeves, Jonathan J.
;
Tjahja, Alice C.
; …
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 437-451
Persistent link: https://www.econbiz.de/10012194663
Saved in:
8
Portfolio management with targeted constant market volatility
Bao Doan
;
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
; …
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 134-147
Persistent link: https://www.econbiz.de/10011944110
Saved in:
9
Beta measurement with high frequency returns
Bao Doan
;
Lee, John B.
;
Liu, Qianqiu
;
Reeves, Jonathan J.
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013459130
Saved in:
10
Portfolio management for insurers and pension funds and COVID-19 : targeting volatility for equity, balanced, and target-date funds with leverage constraints
Bao Doan
;
Reeves, Jonathan J.
;
Sherris, Michael
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 78-101
Persistent link: https://www.econbiz.de/10014519970
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