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Global risk premia on international investments

Oertmann, Peter - 1997

Persistent link: https://www.econbiz.de/10000958922

Investing in the asset growth anomaly across the globe

Li, Xi; Sullivan, Rodney N. - In: Journal of investment management : JOIM 13 (2015) 4, pp. 87-107

Persistent link: https://www.econbiz.de/10011640402

Real estate as a common risk factor in the financial sector : international evidence

Carmichael, Benoît; Coën, Alain - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430799

Common Risk Factors in the Returns on Cryptocurrencies

Liu, Weiyi - 2019

This paper identifies three common risk factors in the returns on cryptocurrencies, which are related to cryptocurrency market return, market cap (size) and momentum of cryptocurrencies. Using the empirical data of cryptocurrencies, we find strong evidence that there are anomalous returns that...

Persistent link: https://www.econbiz.de/10012871481

Portfoliooptimierung unter Berücksichtigung höherer Momente

Guse, Frank - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013433016

Journal of financial and quantitative analysis : JFQA

Leonard N. Stern School of Business; Western Finance …; … - New York, NY [u.a.] : Cambridge University Press; … - 1.1966 -Vol. 59, No. 8 (December 2024)

Persistent link: https://www.econbiz.de/10000356983

Journal of financial and quantitative analysis : JFQA

University of Washington / Graduate School of Business … - Seattle, Wash. : [Verlag nicht ermittelbar]; Cambridge … - 1.1966 -

Persistent link: https://www.econbiz.de/10001460487

Global risk premia on international stock and bond markets

Oertmann, Peter - 1997

Persistent link: https://www.econbiz.de/10000621233

The economics of financial markets

Bailey, Roy E. - 2005

asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the … APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the … volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an …

Persistent link: https://www.econbiz.de/10011479686

Macro trading and investment strategies : macroeconomic arbitrage in global markets

Burstein, Gabriel - 1999

Persistent link: https://www.econbiz.de/10000670859