//--> //--> //--> //-->
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
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~subject:"Betafaktor"
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
Search: subject:"CAPM"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Betafaktor
CAPM
110
Theorie
58
Theory
58
Capital income
33
Kapitaleinkommen
33
Estimation
29
Schätzung
29
Volatility
26
Volatilität
26
Estimation theory
23
Schätztheorie
23
Portfolio selection
21
Portfolio-Management
21
Risikoprämie
21
Risk premium
21
Börsenkurs
18
Share price
18
Time series analysis
15
Zeitreihenanalyse
15
Risiko
13
Risk
13
Beta risk
11
Forecasting model
9
Prognoseverfahren
9
Aktienmarkt
8
Factor analysis
8
Faktorenanalyse
8
Stock market
8
Method of moments
7
Momentenmethode
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Stochastic process
7
Stochastischer Prozess
7
Asset pricing
6
Market microstructure
5
Marktmikrostruktur
5
Modellierung
5
Scientific modelling
5
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Todorov, Viktor
2
Alhenawi, Yasser
1
Alonso-Conde, Ana Belén
1
Aït-Sahalia, Yacine
1
Bandi, Federico M.
1
Bollerslev, Tim
1
Darolles, Serge
1
Dobbs, Ian M.
1
Ferrero-Pozo, Ricardo
1
Francq, Christian
1
Hassan, M. Kabir
1
Huang, Ho-chuan
1
Huang, MeiChi
1
Kalnina, Ilze
1
Laurent, Sébastien
1
Li, Jia
1
Renò, Roberto
1
Rojo-Suárez, Javier
1
Tauchen, George Eugene
1
Venkataraman, Sree Vinutha
1
Xiu, Dacheng
1
Zhang, Congshan
1
more ...
less ...
Published in...
All
International journal of finance & economics : IJFE
Journal of econometrics
Journal of financial economics
22
Journal of empirical finance
17
Applied economics
16
International review of financial analysis
16
Applied financial economics
15
Finance research letters
13
International review of economics & finance : IREF
13
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
12
The journal of portfolio management : a publication of Institutional Investor
12
Journal of financial and quantitative analysis : JFQA
11
The journal of investing
11
Review of quantitative finance and accounting
9
Economic modelling
8
International journal of economics and finance
8
Investment management and financial innovations
8
Journal of banking & finance
8
Journal of international financial markets, institutions & money
8
The European journal of finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
Journal of emerging market finance
7
Journal of investment management : JOIM
7
NBER working paper series
7
Research paper series / Swiss Finance Institute
7
European financial management : the journal of the European Financial Management Association
6
Journal of risk and financial management : JRFM
6
NBER Working Paper
6
The empirical economics letters : a monthly international journal of economics
6
The journal of asset management
6
The journal of real estate finance and economics
6
Working paper / National Bureau of Economic Research, Inc.
6
Emerging markets, finance and trade : EMFT
5
Gabler Edition Wissenschaft
5
Global finance journal
5
International Journal of Financial Studies : open access journal
5
Journal of international money and finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How do investors price accrual risk during crises?
Alhenawi, Yasser
;
Hassan, M. Kabir
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
Saved in:
2
A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Venkataraman, Sree Vinutha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2683-2695
Persistent link: https://www.econbiz.de/10014327577
Saved in:
3
Liquidity, time-varying betas and anomalies : is the high trading activity enhancing the validity of the
CAPM
in the UK equity market?
Rojo-Suárez, Javier
;
Alonso-Conde, Ana Belén
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012814339
Saved in:
4
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
5
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
6
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
7
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
8
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
9
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
10
Tests of
CAPM
with nonstationary beta
Huang, Ho-chuan
- In:
International journal of finance & economics : IJFE
6
(
2001
)
3
,
pp. 255-270
Persistent link: https://www.econbiz.de/10001607413
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->