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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Betafaktor"
~subject:"Risikoprämie"
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Search: subject_exact:"CAPM-Kapitalmarktmodell"
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Betafaktor
Risikoprämie
CAPM
60
Portfolio selection
35
Portfolio-Management
35
Theorie
27
Theory
27
Capital income
17
Kapitaleinkommen
17
USA
13
United States
13
Beta risk
12
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5
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1931-1991
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18
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Lee, Wai
2
Amenc, Noël
1
Anson, Mark J. P.
1
Atilgan, Yigit
1
Bali, Turan G.
1
Baltas, Nick
1
Bender, Jennifer
1
Bouchaud, Jean-Philippe
1
Carvalho, Raul Leote de
1
Chandrashekar, Satyajit
1
Cheng, Eddie
1
Ciliberti, Stefano
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1
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1
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1
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1
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1
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1
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1
Kamara, Avraham
1
Kim, Tae-hwan
1
Korajczyk, Robert A.
1
Lempérière, Yves
1
Lester, Ashley
1
Levy, Kenneth N.
1
Lodh, Ashish
1
Lou, Xiaoxia
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Lu, Xiao
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1
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1
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The journal of portfolio management : a publication of Institutional Investor
Journal of financial economics
118
NBER working paper series
78
Journal of banking & finance
75
Finance research letters
70
Working paper / National Bureau of Economic Research, Inc.
61
NBER Working Paper
53
Journal of empirical finance
47
International review of financial analysis
45
International review of economics & finance : IREF
44
The review of financial studies
40
Journal of economic dynamics & control
36
Applied economics
34
The journal of finance : the journal of the American Finance Association
34
The North American journal of economics and finance : a journal of financial economics studies
31
Research paper series / Swiss Finance Institute
29
Applied financial economics
28
Journal of international financial markets, institutions & money
28
Economic modelling
27
Journal of international money and finance
27
Economics letters
26
Journal of monetary economics
25
Discussion papers / CEPR
24
Review of quantitative finance and accounting
24
Pacific-Basin finance journal
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
CESifo working papers
21
Journal of financial and quantitative analysis : JFQA
21
Working paper
20
Review of finance : journal of the European Finance Association
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
The journal of asset management
18
Discussion paper / Centre for Economic Policy Research
17
Journal of econometrics
17
Journal of political economy
17
Journal of risk and financial management : JRFM
17
International journal of theoretical and applied finance
16
Journal of financial markets
16
Journal of investment management : JOIM
16
The European journal of finance
16
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ECONIS (ZBW)
18
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1
The size premium in equity markets : where is the risk?
Ciliberti, Stefano
;
Sérié, Emmanuel
;
Simon, Guillaume
; …
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 58-68
Persistent link: https://www.econbiz.de/10012116077
Saved in:
2
Multi-asset volatility premiums or anomalies?
Jacobsen, Brian
;
Cheng, Eddie
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 47-57
Persistent link: https://www.econbiz.de/10012016819
Saved in:
3
Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick
;
Scherer, Bernd
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
Saved in:
4
Downside beta and equity returns around the world
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 39-54
Persistent link: https://www.econbiz.de/10012260362
Saved in:
5
Short-horizon beta or long-horizon alpha?
Kamara, Avraham
;
Korajczyk, Robert A.
;
Lou, Xiaoxia
; …
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 96-105
Persistent link: https://www.econbiz.de/10011980688
Saved in:
6
Optimal blending of smart beta and multifactor portfolios
Dopfel, Frederick E.
;
Lester, Ashley
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10011878340
Saved in:
7
LDI-sensitive equity factor portfolios : the ALM perspective to smart beta investing
Simonian, Joseph
;
Sosa, Ognjen
;
Chandrashekar, Satyajit
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 106-112
Persistent link: https://www.econbiz.de/10011878342
Saved in:
8
Smart beta is the gateway drug to risk factor investing
Podkaminer, Eugene
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 130-134
Persistent link: https://www.econbiz.de/10011686340
Saved in:
9
From risk premia to smart betas : a unified framework
Da Silva, Alexandre Schutel
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 44-54
Persistent link: https://www.econbiz.de/10011877512
Saved in:
10
Alpha signals, smart betas, and factor model alignment
Marsh, Terry Alan
;
Pfleiderer, Paul
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 51-66
Persistent link: https://www.econbiz.de/10011686687
Saved in:
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