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Year of publication
Subject
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Betafaktor 1,938 Beta risk 1,916 CAPM 1,314 Theorie 705 Theory 705 Portfolio selection 616 Portfolio-Management 616 Capital income 615 Kapitaleinkommen 615 Estimation 546 Schätzung 546 Börsenkurs 392 Share price 392 Risk 359 Risiko 358 Aktienmarkt 232 Stock market 225 Risikoprämie 205 Risk premium 203 Volatilität 192 Volatility 191 USA 173 United States 173 Anlageverhalten 135 Behavioural finance 135 Schätztheorie 134 Estimation theory 133 Capital market returns 122 Kapitalmarktrendite 122 Beta 109 Kapitalkosten 102 Cost of capital 97 Deutschland 96 Germany 92 Welt 89 World 89 Prognoseverfahren 79 Forecasting model 78 ARCH model 75 ARCH-Modell 75
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Online availability
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Free 640 Undetermined 479 CC license 35
Type of publication
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Article 1,189 Book / Working Paper 749
Subcategories
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Article in journal 1,120 Working paper 202 Book section 48 Proceedings 3 Case study 1 Guidebook 1 Literature review 1
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Language
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English 1,814 German 119 Undetermined 2 French 1 Hungarian 1 Italian 1 Spanish 1
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Author
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Schwetzler, Bernhard 36 Lahmann, Alexander 34 Reeves, Jonathan J. 23 Faff, Robert W. 20 Hollstein, Fabian 20 Gollier, Christian 19 Brooks, Robert 18 Hammer, Benjamin 18 Prokopczuk, Marcel 17 Bollerslev, Tim 16 Andersen, Torben 12 Bali, Turan G. 12 Campbell, John Y. 12 Engle, Robert F. 11 Knoll, Leonhard 11 Todorov, Viktor 11 Vuolteenaho, Tuomo 11 Zhang, Lu 11 Blitz, David 9 Diebold, Francis X. 9 Polk, Christopher 9 Christoffersen, Peter F. 8 Fabozzi, Frank J. 8 Fournier, Mathieu 8 Welch, Ivo 8 Wese Simen, Chardin 8 Wu, Jin 8 Alexeev, Vitali 7 Bianchi, Francesco 7 Cenesizoglu, Tolga 7 French, Jordan 7 Guvenen, Fatih 7 Kruschwitz, Lutz 7 Kuntz, Laura-Chloé 7 Lunde, Asger 7 Orbe-Mandaluniz, Susan 7 Schulhofer-Wohl, Sam 7 Yogo, Motohiro 7 Bai, Hang 6 Baker, Malcolm 6
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Institution
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National Bureau of Economic Research 19 Rodney L. White Center for Financial Research 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Centre for Actuarial Studies 1 Christian-Albrechts-Universität zu Kiel 1 Eric Cuvillier <Firma> 1 European Commission / Directorate-General for Energy and Transport 1 Federal Reserve Bank of New York 1 Frankfurt School of Finance & Management 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Harvard Institute of Economic Research 1 Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg 1 IDW-Verlag 1 Institut für Schweizerisches Bankwesen <Zürich> 1 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 1 Springer Fachmedien Wiesbaden 1 Technische Universität Braunschweig 1 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 1 University of Chicago / Center for Research in Security Prices 1 Université <Genève> / Section des Hautes Etudes Commerciales 1 Verlagshaus Monsenstein & Vannerdat OHG 1 Weierstraß-Institut für Angewandte Analysis und Stochastik 1
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Published in...
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 51 Journal of financial economics 25 Applied economics 24 Applied financial economics 24 Journal of empirical finance 24 Finance research letters 22 Journal of financial and quantitative analysis : JFQA 19 NBER working paper series 19 The review of financial studies 19 International review of economics & finance : IREF 18 International review of financial analysis 18 The journal of portfolio management : a publication of Institutional Investor 18 Working paper / National Bureau of Economic Research, Inc. 17 The journal of investing 15 Corporate finance / Biz 14 NBER Working Paper 14 The European journal of finance 14 Journal of banking & finance 13 Journal of international financial markets, institutions & money 13 Review of quantitative finance and accounting 13 The journal of finance : the journal of the American Finance Association 12 Global finance journal 11 Journal of asset management 10 Journal of econometrics 10 Journal of investment management : JOIM 10 Management science : journal of the Institute for Operations Research and the Management Sciences 10 Managerial finance 10 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 10 Applied economics letters 9 International journal of economics and finance 9 Journal of multinational financial management 9 Pacific-Basin finance journal 9 Research paper series / Swiss Finance Institute 9 The North American journal of economics and finance : a journal of financial economics studies 9 CREATES research paper 8 Economic modelling 8 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 8 Journal of emerging market finance 8 Research in international business and finance 8 Review of finance : journal of the European Finance Association 8
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Source
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ECONIS (ZBW) 1,923 USB Cologne (EcoSocSci) 10 USB Cologne (business full texts) 5
Showing 1 - 50 of 1,661
 
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Disasters, ambiguity, and crash betas
Meyerheim, Gerrit - 2026 - Original Version: October 2025, This Version: March 2026
This paper develops a tractable consumption-based asset-pricing model in an i.i.d. economy that combines rare consumption disasters with ambiguity aversion implemented as a one-period entropic tilt under CRRA utility. Closed-form expressions for the risk-free rate, equity return moments, and the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614347
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Crypto is coming of age : the case of Bitcoin's rising beta
Drexler, Alejandro H.; Güttler, André; Sun, Angela - 2026
This paper shows that Bitcoin has transitioned from a largely idiosyncratic crypto asset into a risk-on asset with returns resembling that of the broad U.S. stock market. We estimate time-varying Bitcoin betas with respect to a tech-heavy stock index (NASDAQ), a broader economy equity index (Dow...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10016072491
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Intertemporal hedging and the carbon beta premium : insights from Chinese corporate bonds
Wan, Wei; Lee, Chien-Chiang; Liu, Hao - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620667
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Inflation-driven instability in US sectoral betas
Valadkhani, Abbas - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015485833
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Forecasting beta using ultra high frequency data
Zhou, Jian - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374057
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Deleveraging CAPM : asset betas vs. equity betas
Barone, Emilio; Barone, Gaia - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015638216
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Climate news betas and risk premia
Lalwani, Vaibhav - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644730
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When to bet against beta? : ask Google
Piccoli, Pedro - 2025
In this paper, I document that investor attention negatively predicts betting against beta returns. Using Google Search Volumes toward US market indices as my proxy to attention, I find that this relation holds after controlling for competitive factors and different search terminologies and in...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015337410
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Factor investing in real estate : the performance of smart beta strategies
Andronoudis, Dimos; Guidolin, Massimo; Pedio, Manuela - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10016072406
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Tradable risk factors for institutional and retail investors
Johansson, Andreas; Sabbatucci, Riccardo; Tamoni, Andrea - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015357636
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MCMC proposals based on method of moments with an application to finite beta mixtures
Norets, Andriy; Tang, Xun - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10016083164
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Tobin's Q and shareholder value : does "shareholder return" impede investment?
Piluso, Nicolas - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015358755
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Advanced outlier detection methods for enhancing beta regression robustness
Oktsa Dwika Rahmashari; Wuttichai Srisodaphol - 2025
Beta regression is a valuable statistical technique for modeling response variables within the standard unit interval (0, 1), where values represent rates, proportions, or probabilities. However, outliers in beta regression can severely impact parameter estimates and model performance, leading...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015420208
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How smart is the real estate smart beta? : evidence from optimal style factor strategies for REITs
Andronoudis, Dimos; Guidolin, Massimo; Pedio, Manuela - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015466965
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Low beta anomaly in some European emerging markets
Mogilski, Mateusz; Winkler-Drews, Tadeusz - 2025
The aim of the study was to identify the low beta anomaly and analyse the causes of its occurrence in five European emerging markets that were components of the MSCI Emerging Markets Europe index in the period 2010-2019. It was hypothesized that the determinants of the low beta anomaly in the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015447056
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Estimating stock market betas via machine learning
Drobetz, Wolfgang; Hollstein, Fabian; Otto, Tizian; … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015451306
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The risk of clustering of deprivations in Spain : a tale of two crises
García-Gómez, César; Pérez, Ana - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015411670
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Bear factor and hedge fund performance
Ho, Thang; Kagkadis, Anastasios; Wang, Jiaguo - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015432820
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Crypto market betas: the limits of predictability and hedging
Sila, Jan; Mark, Michael; Krištoufek, Ladislav; Weber, … - 2025
This article analyzes the predictability of market betas concerning cryptocurrency assets and evaluates the efficiency of beta-hedged, market-neutral portfolios. We forecast 1-year-ahead market betas using various estimating methods, including ordinary least squares (OLS) and Vasicek's Bayesian...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015557840
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A qualitative parameter for beta changes
Messis, Petros; Alexandridis, Antonios K.; Zapranis, … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015482626
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From Factor Investing to Smart Beta : a systematic literature review
Giampaoli, Noemi - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015575534
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Zero-beta risks and required returns : ESG and CAPM
Johnstone, David; Grant, Andrew - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015395995
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Betting against (Bad) beta
Herculano, Miguel C. - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015534167
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Mutual fund performance and flow-performance relationship under ambiguity
Gu, Ariel; Yoo, Hong Il - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10016062975
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When betas meet the cross section : a hybrid risk model for equity portfolios
Vaucher, Benoit; Bagnara, Matteo - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654734
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Opacity and frequency dependence of beta
Ejaz, Sana; Volkov, Vladimir - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015062536
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Asset pricing and the carbon beta of externalities
Edenhofer, Ottmar; Lessmann, Kai; Tahri, Ibrahim - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015069859
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Asset pricing and the carbon beta of externalities
Edenhofer, Ottmar; Lessmann, Kai; Tahri, Ibrahim - 2021
Book / Working Paper
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Asset Pricing and the Carbon Beta of Externalities
Edenhofer, Ottmar; Lessmann, Kai; Tahri, Ibrahim - 2021
Book / Working Paper
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Beta estimation precision and corporate investment efficiency
Biggerstaff, Lee; Goldie, Brad; Kassa, Haimanot - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015440664
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Green-adjusted share prices : a comparison between standard investors and investors with green preferences
Quaye, Enoch Nii Boi; Tunaru, Diana; Tunaru, Radu - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015083513
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Mispricing in linear asset pricing models
Kang, Qiang - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331607
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Smarter beta investing : dollar neutral, less beta, and more performance with traditional and sustainable factors
Bailer, Heiko - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015327267
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The dark side of "flight-to-safety" : evidence from macroeconomic tail risk beta
Yao, Shouyu; Wang, Chunfeng; Fang, Zhenming - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015077688
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Cryptocurrency systematic risk dynamics
Bao Doan; Jayasuriya, Dulani; Lee, John B.; Reeves, … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015077948
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Portable alpha for the (Taxable) masses : can capital-efficient funds live up to the hype?
Crook, Michael; Pickens, Nora - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015327276
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Conditional CAPM relationships in standard and accounting risk approaches
Rutkowska-Ziarko, Anna; Markowski, Lesław; Abdou, … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014534805
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Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects
Luo, Jiawen; Chen, Zhenbiao; Cheng, Mingmian - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015329724
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Market neutrality and beta crashes
Xu, Xia - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015329733
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Enhancing betting against beta with stochastic dominance
Kolokolova, Olga; Xu, Xia - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014491900
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The valuation method based on two cumulative distribution functions with different beta distribution families
Herrerías-Pleguezuelo, Rafael; Herrerías-Velasco, … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015464068
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Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2024
Beta-sorted portfolios-portfolios comprised of assets with similar covariation to selected risk factors-are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their econometric properties in contrast to...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015123509
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Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2023
Book / Working Paper
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Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2023
Book / Working Paper
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Portfolio selection : an approach from random matrix theory
Molero González, Laura; Trinidad Segovia, Juan Evangelista - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015464319
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Cross-sectionnal patterns in Moroccan sock returns : a Fama-French perspective
Benfeddoul, Safae; Taib, Asmâa Alaoui - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015095013
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The empirical performance of the CAPM on NSE Nifty 50 : a study from April 2008 to June 2024 by using the BJS Methodology
Kumar, Sant - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015446993
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Stock price delay and the cross-section of expected returns : a story of night and day
Yang, Ge; Yin, Ximing - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015271597
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Securities markets in which some investors receive information about cash flow betas
Huang, Shiyang; Schneemeier, Jan; Subrahmanyam, Avanidhar; … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015447257
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The welfare cost of ignoring the beta
Gollier, Christian - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015045082
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The welfare cost of ignoring the beta
Gollier, Christian - 2021
Book / Working Paper
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The Welfare Cost of Ignoring the Beta
Gollier, Christian - 2021
Book / Working Paper
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Social media sentiment beta and the cross-section of stock returns : evidence from China
Xu, Guanglong; Li, Helong; Teng, Hongqing - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015447539
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Market power and systematic risk
Hollstein, Fabian; Prokopczuk, Marcel; Würsig, … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014543720
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Exploring the risk dynamics of US green energy stocks : a green time-varying beta approach
Sen, Chitrakalpa; Chakrabarti, Gagari - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015533111
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Smart beta, "smarter" flows
Cao, Jie Jay; Hsu, Jason C.; Song, Linjia; Xiao, Zhanbing; … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015405335
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Smart Beta, 'Smarter' Flows
Cao, Jie Jay - 2020
Book / Working Paper
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