//--> //--> //-->
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
~subject:"Portfolio selection"
~person:"McKenzie, Michael D."
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
Returns and volatility on the...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Australia
3
Australien
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Beta risk
2
Betafaktor
2
Portfolio-Management
2
1973-1992
1
1974-1990
1
1974-1995
1
Aktienmarkt
1
Börsenkurs
1
Country risk
1
Derivat
1
Derivative
1
Deutschland
1
Devisenmarkt
1
Estimation
1
Exchange rate
1
Financial market
1
Finanzmarkt
1
Foreign exchange market
1
Germany
1
Hong Kong
1
Hongkong
1
Industrie
1
International economy
1
Internationale Wirtschaft
1
Länderrisiko
1
Manufacturing industries
1
Neuseeland
1
New Zealand
1
Schätzung
1
Share price
1
State space model
1
Statistical theory
1
Statistische Methodenlehre
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
McKenzie, Michael D.
Brooks, Robert
21
Faff, Robert W.
4
Chance, Don M.
2
Dimovski, William
2
Do, Hung Xuan
2
Lee, John H. H.
2
Nguyen, Hoa
2
Asadi, Mehrad
1
Bissoondoyal-Bheenick, Emawtee
1
Clark, John M.
1
Hand, John H.
1
Holzhauer, Hunter M.
1
Hooy, Chee Wooi
1
Lee, Meng-Horng
1
Levy, Haim
1
Lloyd, William P.
1
Lu, Xing
1
Nguyen, Thao Thac Thanh
1
Pham, Son Duy
1
Upton, Kate
1
Wang, Jun
1
more ...
less ...
Published in...
All
Australian journal of management
1
Journal of multinational financial management
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
Brooks, Robert
- In:
Australian journal of management
23
(
1998
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001256324
Saved in:
2
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->