Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~subject:"asset pricing"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Assessing the risk-return trad...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
asset pricing
Credit risk
64
Kreditrisiko
64
Risikomaß
53
Risk measure
53
Theorie
45
Theory
45
Estimation
33
Schätzung
33
Portfolio selection
29
Portfolio-Management
29
CAPM
24
Capital income
23
Kapitaleinkommen
23
Bank lending
22
Börsenkurs
22
Kreditgeschäft
22
Share price
22
Bank
21
Risiko
21
Risk
21
ARCH model
20
ARCH-Modell
20
Volatility
20
Volatilität
20
Insolvency
18
Insolvenz
18
Financial crisis
17
Finanzkrise
17
Risikomanagement
17
Risk management
17
Risikoprämie
16
Risk premium
16
Forecasting model
15
Multivariate Verteilung
15
Multivariate distribution
15
Prognoseverfahren
15
Statistical distribution
15
Statistische Verteilung
15
Credit derivative
14
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Zaremba, Adam
4
Allen, David E.
1
Altay-Salih, Aslihan
1
Atilgan, Yigit
1
Blau, Benjamin
1
Bollen, Bernard
1
Chen, Pian
1
Demirtas, K. Ozgur
1
Dempsey, Michael
1
Gao, Zhennan
1
Gharghori, Philip
1
Grobys, Klaus
1
Gunaydin, A. Doruk
1
Huy Pham
1
Jiang, Yuexiang
1
Kambouris, George
1
Kolari, James W.
1
Kunsteller, Sebastian
1
Li, Daye
1
Li, Xiaofang
1
Long, Huaigang
1
Maydybura, Alina
1
McAleer, Michael
1
Men, Ming
1
Messis, Petros
1
Müller, Janis
1
Niang, Joachim
1
Posch, Peter N.
1
Ramiah, Vikash
1
Riaz, Yasir
1
Shehzad, Choudhry Tanveer
1
Singh, Abhay Kumar
1
Smith, Aaron D.
1
Tiniç, Murat
1
Umar, Zaghum
1
Umutlu, Mehmet
1
Wang, Yiming
1
Yi, Kefu
1
Zapranis, Achilleas
1
Zhou, Yongguang
1
more ...
less ...
Published in...
All
Applied economics
CEPR Discussion Papers
40
MPRA Paper
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Working Paper
28
Management Science
16
The European journal of finance
15
CESifo Working Paper
12
Journal of Risk and Financial Management
12
ERIM Report Series Research in Management
11
Journal of risk and financial management : JRFM
11
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
11
CESifo working papers
10
ECB Working Paper
10
Finance
10
Applied economics letters
9
CFS Working Paper Series
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
SAFE Working Paper
9
Cogent economics & finance
8
Discussion papers / CEPR
8
Staff Report
8
The European Journal of Finance
8
Working Paper Series / European Central Bank
8
ZEW Discussion Papers
8
Cogent Economics & Finance
7
Discussion paper / Tinbergen Institute
7
SAFE working paper
7
Tinbergen Institute Discussion Papers
7
Working papers / Federal Reserve Bank of Atlanta
7
CFR Working Papers
6
Emerging markets, finance and trade : EMFT
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
International journal of economics and finance
6
Research Paper Series / Finance Discipline Group, Business School
6
The accounting review : a publication of the American Accounting Association
6
Tinbergen Institute Discussion Paper
6
Annual Review of Financial Economics
5
CESifo Working Paper Series
5
Cambridge working papers in economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
2
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam
;
Umutlu, Mehmet
- In:
Applied economics
50
(
2018
)
60
,
pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
Saved in:
3
Liquidity and equity returns in Borsa Istanbul
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Gunaydin, A. Doruk
- In:
Applied economics
48
(
2016
)
52/54
,
pp. 5075-5092
Persistent link: https://www.econbiz.de/10011644805
Saved in:
4
How is β related to asset returns?
Bollen, Bernard
;
Gharghori, Philip
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1925-1935
Persistent link: https://www.econbiz.de/10011590029
Saved in:
5
Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros
;
Zapranis, Achilleas
- In:
Applied economics
46
(
2014
)
34/36
,
pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
Saved in:
6
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Saved in:
7
Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Tiniç, Murat
;
Altay-Salih, Aslihan
- In:
Applied economics
52
(
2020
)
13
,
pp. 1446-1459
Persistent link: https://www.econbiz.de/10012197543
Saved in:
8
Skewness preferences, asset prices and investor sentiment
Blau, Benjamin
- In:
Applied economics
49
(
2017
)
8
,
pp. 812-822
Persistent link: https://www.econbiz.de/10011810895
Saved in:
9
The nonlinear multidimensional relationship between stock returns and the macroeconomy
Chen, Pian
;
Smith, Aaron D.
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 4985-4999
Persistent link: https://www.econbiz.de/10010225854
Saved in:
10
Salience in beta anomaly
Li, Xiaofang
;
Li, Daye
;
Yi, Kefu
;
Men, Ming
- In:
Applied economics
55
(
2023
)
55
,
pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
