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~isPartOf:"Applied financial economics"
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CAPM
77
Capital income
27
Kapitaleinkommen
27
Theorie
23
Theory
23
Estimation
22
Schätzung
22
Beta risk
15
Betafaktor
15
Risikoprämie
14
Risk premium
14
Aktienmarkt
13
Portfolio selection
13
Portfolio-Management
13
Stock market
13
Börsenkurs
12
Share price
12
USA
11
United States
11
Risiko
9
Risk
9
Volatility
8
Volatilität
8
Finland
5
Finnland
5
Großbritannien
5
United Kingdom
5
Australia
4
Australien
4
Emerging economies
4
Hong Kong
4
Hongkong
4
Schwellenländer
4
ARCH model
3
ARCH-Modell
3
Corporate bond
3
Method of moments
3
Momentenmethode
3
Schweden
3
South Korea
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Article
77
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77
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77
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English
77
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Faff, Robert W.
4
Berger, Dave
3
Brooks, Robert
2
Cheung, Stephen Y. L.
2
Hwang, Soosung
2
In, Francis Haeuck
2
Morelli, David
2
Abduljader, Sulaiman al-
1
Abdymomunov, Azamat
1
Aktas, Elvan
1
Aménounvé, Edoh Kossi
1
Andreu Sugranyes, Jordi
1
Asgharian, Hossein
1
Asthana, Vinay
1
Auer, Benjamin R.
1
Batten, Jonathan A.
1
Bodeutsch, Denice
1
Bollen, Bernard
1
Booth, G. Geoffrey
1
Byun, Suk Joon
1
Carmichael, B.
1
Cenci, Marisa
1
Chan, Yue-cheong
1
Chen, Brandon
1
Chen, Shyh-wei
1
Chou, Peter Shyan-rong
1
Chou, Pin-huang
1
Cooper, Ian
1
Dean, Warren G.
1
Diop, Ousmane
1
Dorfman, Jeffrey H.
1
Dumas, Edward B.
1
Dunis, C. L.
1
Duqi, Andi
1
Ernstberger, Jürgen
1
Evans, Ben
1
Franci, Leonardo
1
Franses, Philip Hans
1
Fry, Tim R. L.
1
Galagedera, Don U. A.
1
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Applied financial economics
NBER working paper series
389
Working paper / National Bureau of Economic Research, Inc.
330
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
253
The review of financial studies
224
Finance research letters
196
Journal of economic dynamics & control
175
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
109
Pacific-Basin finance journal
104
Discussion paper / Centre for Economic Policy Research
98
Research paper series / Swiss Finance Institute
97
Applied economics
95
International review of economics & finance : IREF
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
The journal of futures markets
77
Working paper
77
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of economic theory
66
Discussion papers / CEPR
65
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
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ECONIS (ZBW)
77
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1
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10
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77
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1
Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.
;
Wu, Ji
;
Liu, Hong Tao
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
Saved in:
2
Size and value effects in Suriname
Bodeutsch, Denice
;
Franses, Philip Hans
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 671-677
Persistent link: https://www.econbiz.de/10010402664
Saved in:
3
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
4
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
Saved in:
5
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
6
Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 551-560
Persistent link: https://www.econbiz.de/10009750714
Saved in:
7
Value premium in the Chinese stock market : free lunch or paid lunch?
Huang, Yujia
;
Yang, Jiawen
;
Zhang, Yongji
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 315-324
Persistent link: https://www.econbiz.de/10009718930
Saved in:
8
Applying the
CAPM
and the Fama-French models to the BRVM stock market
Soumaré, Issouf
;
Aménounvé, Edoh Kossi
;
Diop, Ousmane
; …
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 275-285
Persistent link: https://www.econbiz.de/10009718941
Saved in:
9
Financial turbulence and beta estimation
Berger, Dave
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009718964
Saved in:
10
Testing for contagion in US industry portfolios : a four-factor pricing approach
Milunovich, George
;
Tan, Antony
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 15-26
Persistent link: https://www.econbiz.de/10009719046
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