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Search: subject_exact:"Beta risk estimator"
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Beta risk
9
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Aktienmarkt
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3
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Al-Shayeb, Abdulrahman
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An, Yunbi
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Du, Jiangze
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Hatemi-J, Abdulnasser
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Insana, Alessandra
1
Jayasinghe, Prabhath
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Jiang, Chonghui
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Liow, Kim Hiang
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McNevin, Bruce D.
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Newell, Graeme
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Rizvi, Syed Aun Raza
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Roca, Eduardo
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Economic modelling
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
49
Applied financial economics
25
Applied economics
23
Journal of financial economics
23
International review of financial analysis
20
Finance research letters
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19
The review of financial studies
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International review of economics & finance : IREF
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The journal of portfolio management : a publication of Institutional Investor
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Working paper / National Bureau of Economic Research, Inc.
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Journal of financial and quantitative analysis : JFQA
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NBER working paper series
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The European journal of finance
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NBER Working Paper
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Global finance journal
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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International journal of economics and finance
9
Journal of multinational financial management
9
Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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CREATES research paper
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European financial management : the journal of the European Financial Management Association
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Does systematic risk change when markets close? : an analysis using stocks' beta
Insana, Alessandra
- In:
Economic modelling
109
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013348240
Saved in:
2
Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Saved in:
3
The macroeconomic drivers in hedge fund beta management
Lambert, Marie
;
Platania, Federico
- In:
Economic modelling
91
(
2020
),
pp. 65-80
Persistent link: https://www.econbiz.de/10012429017
Saved in:
4
Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Rizvi, Syed Aun Raza
;
Arshad, Shaista
- In:
Economic modelling
70
(
2018
),
pp. 561-570
Persistent link: https://www.econbiz.de/10012027984
Saved in:
5
The beta heuristic from a time/frequency perspective : a wavelet analysis of the market risk of sectors
McNevin, Bruce D.
;
Nix, Joan
- In:
Economic modelling
68
(
2018
),
pp. 570-585
Persistent link: https://www.econbiz.de/10011936138
Saved in:
6
Real estate global beta and spillovers : an international study
Liow, Kim Hiang
;
Newell, Graeme
- In:
Economic modelling
59
(
2016
),
pp. 297-313
Persistent link: https://www.econbiz.de/10011647847
Saved in:
7
How integrated are real estate markets with the world market? : evidence from case-wise bootstrap analysis
Hatemi-J, Abdulnasser
;
Roca, Eduardo
;
Al-Shayeb, Abdulrahman
- In:
Economic modelling
37
(
2014
),
pp. 137-142
Persistent link: https://www.econbiz.de/10010417225
Saved in:
8
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
9
Conditional market beta for REITs : a comparison of modeling techniques
Zhou, Jian
- In:
Economic modelling
30
(
2013
),
pp. 196-204
Persistent link: https://www.econbiz.de/10009703687
Saved in:
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