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~isPartOf:"Discussion papers on business and economics"
~language:"eng"
~subject:"CAPM"
~subject:"Messung"
~type_genre:"Graue Literatur"
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CAPM
Messung
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38
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Souza, Thiago de Oliveira
8
Borowiecki, Karol Jan
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Christiansen, Terkel
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Hussain, M. Azhar
2
Häkkinen, Unto
2
Lauridsen, Jørgen
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Discussion papers on business and economics
Fisher College of Business working paper series
39
Working paper
28
Discussion paper / Department of Business and Management Science
25
Discussion paper series / IZA
23
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
CREATES research paper
15
Discussion paper
13
Finance and economics discussion series
13
AFI
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Meddelanden från Svenska Handelshögskolan
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
IFA working paper
11
Discussion paper / University of British Columbia, Department of Economics
10
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9
Economics and finance working paper series
8
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8
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Charles A. Dice Center Working Paper
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6
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6
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
6
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6
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6
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6
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5
Discussion paper / Monash University, Department of Economics
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Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
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Discussion papers in economics, finance and international competitiveness
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ECON PhD dissertations
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ERIM report series research in management
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Discussion paper / The Pensions Institute, Cass Business School, City University
4
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ECONIS (ZBW)
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1
A leverage-based measure of financial stability
Adrian, Tobias
;
Borowiecki, Karol Jan
;
Tepper, Alexander
-
2021
Persistent link: https://www.econbiz.de/10012436783
Saved in:
2
Two out-of-sample forecasting models of the equity premium
Souza, Thiago de Oliveira
-
2020
Persistent link: https://www.econbiz.de/10012383865
Saved in:
3
Observable implications of the conditional CAPM
Souza, Thiago de Oliveira
-
2020
Persistent link: https://www.econbiz.de/10012383870
Saved in:
4
The X-value factor
Souza, Thiago de Oliveira
-
2020
Persistent link: https://www.econbiz.de/10012321736
Saved in:
5
A critique of momentum anomalies
Souza, Thiago de Oliveira
-
2019
Persistent link: https://www.econbiz.de/10011993159
Saved in:
6
Macro-finance and factor timing : time-varying factor risk and price of risk premiums
Souza, Thiago de Oliveira
-
2019
Persistent link: https://www.econbiz.de/10012098285
Saved in:
7
Size-related premiums
Souza, Thiago de Oliveira
-
2018
Persistent link: https://www.econbiz.de/10011870476
Saved in:
8
Red tape asset pricing
Souza, Thiago de Oliveira
-
2018
Persistent link: https://www.econbiz.de/10011952157
Saved in:
9
Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis : a dominance approach
Hussain, M. Azhar
;
Siersbæk, Nikolaj
;
Østerdal, Lars Peter
-
2017
Persistent link: https://www.econbiz.de/10011710153
Saved in:
10
The size premium and intertemporal risk
Souza, Thiago de Oliveira
-
2016
Persistent link: https://www.econbiz.de/10011526301
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