//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
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
Modelling the Risk and Return...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Australia
149
Australien
126
Theorie
67
Capital income
66
Kapitaleinkommen
66
Börsenkurs
55
Share price
55
CAPM
45
Portfolio selection
39
Portfolio-Management
39
Aktienmarkt
38
Stock market
38
Welt
38
World
38
China
37
Estimation
36
Schätzung
36
Volatility
31
Volatilität
27
Anlageverhalten
26
Behavioural finance
26
USA
26
United States
26
Risk
25
Investment Fund
22
Investmentfonds
22
ECONOMETRICS
21
Financial crisis
21
Finanzkrise
20
Risiko
20
Ankündigungseffekt
19
Announcement effect
19
Beta risk
19
Corporate finance
19
ECONOMIC MODELS
19
Betafaktor
18
Unternehmensfinanzierung
18
exponential smoothing
18
Capital structure
17
more ...
less ...
Online availability
All
Undetermined
18
Free
14
Type of publication
All
Article
46
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
67
Author
All
Faff, Robert W.
67
Brailsford, Timothy J.
8
Low, Rand Kwong Yew
8
Tan, Jui Keng
7
Miffre, Joëlle
5
Rad, Hossein
5
Zhou, Qing
5
Alcock, Jamie
3
Balachandran, Balasingham
3
Baruník, Jozef
3
Bevilacqua, Mattia
3
Brooks, Robert
3
Masters, Nicholas
3
McKenzie, Michael D.
3
Oliver, Barry R.
3
Pathan, Shams
3
Theobald, Michael
3
Au Yong, Hue Hwa
2
Benson, Karen
2
Davidson, Sinclair
2
Do, Binh
2
Fernandez, Carlos
2
Marshall, Andrew P.
2
Pan, Zheyao
2
Sirimon Treepongkaruna
2
Van Zijl, Tony
2
Woods, Keegan
2
Zeng, Liujing
2
Zhu, Yushu
2
Brailsford, Timothy
1
Butera, Giovanni
1
Cai, Charlie X.
1
Chen, Jingzhi
1
Dean, Warren G.
1
Fernández Méndez, Carlos
1
Gharghori, Philip
1
Gray, Philip K.
1
Ha, Chang Yong
1
Haghighi, Afshin
1
Hallahan, Terrence
1
more ...
less ...
Published in...
All
Journal of banking & finance
8
Working paper
5
Australian journal of management
4
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Tydskrif vir studies in ekonomie en ekonometrie : SEE
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Applied financial economics
2
Journal of empirical finance
2
Journal of multinational financial management
2
Pacific-Basin finance journal
2
The journal of futures markets
2
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics letters
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Financial risk and financial risk management
1
International review of financial analysis
1
Journal of business ethics : JOBE
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial intermediation
1
Journal of financial management, markets and institutions
1
McGraw-Hill series in advanced finance
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
The journal of corporate finance : contracting, governance and organization
1
The journal of financial research
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W.
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
Saved in:
2
Mickey Mouse and the IDioT principle for assessing research contribution : discussion of "Is the relationship between investment and conditional cash flow volatility ambiguous, asymmetric or both?"
Faff, Robert W.
- In:
Accounting and finance : journal of the Accounting …
53
(
2013
)
4
,
pp. 949-960
Persistent link: https://www.econbiz.de/10010240305
Saved in:
3
Extra-market sensitivity to a gold price factor : evidence from national market portfolios
Davidson, Sinclair
;
Faff, Robert W.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
23
(
1999
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001437502
Saved in:
4
Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W.
;
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
2
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001444767
Saved in:
5
An Australian test of the mean-lower partial moment asset pricing model
Faff, Robert W.
-
1990
Persistent link: https://www.econbiz.de/10000802648
Saved in:
6
A GMM test of the three-moment CAPM in the Australian equity market
Faff, Robert W.
;
Ho, Yew Kee
;
Zhang, Li
-
1995
Persistent link: https://www.econbiz.de/10000912061
Saved in:
7
An analysis of the evaluation of mutually exclusive projects
Faff, Robert W.
;
Brailsford, Timothy J.
-
1991
Persistent link: https://www.econbiz.de/10000857252
Saved in:
8
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
9
Testing the conditional CAPM and the effect of intervaling : a note
Brailsford, Timothy J.
- In:
Pacific-Basin finance journal
5
(
1997
)
5
,
pp. 527-537
Persistent link: https://www.econbiz.de/10001234778
Saved in:
10
A multivariate test of an equilibrium APT with time varying risk premia in the Australian equity market
Faff, Robert W.
- In:
Australian journal of management
17
(
1992
)
2
,
pp. 233-258
Persistent link: https://www.econbiz.de/10001157623
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->