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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Regression analysis"
~subject:"Risikoprämie"
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Regression analysis
Risikoprämie
CAPM
60
Portfolio selection
35
Portfolio-Management
35
Theorie
27
Theory
27
Capital income
17
Kapitaleinkommen
17
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13
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Lee, Wai
2
Arnott, Robert D.
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Baltas, Nick
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Carvalho, Raul Leote de
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Cheng, Eddie
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Ciliberti, Stefano
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The journal of portfolio management : a publication of Institutional Investor
Journal of financial economics
106
NBER working paper series
73
Journal of banking & finance
72
Finance research letters
59
Working paper / National Bureau of Economic Research, Inc.
58
NBER Working Paper
48
Journal of empirical finance
37
The review of financial studies
36
International review of economics & finance : IREF
35
Journal of economic dynamics & control
34
International review of financial analysis
31
The journal of finance : the journal of the American Finance Association
29
Economics letters
24
Journal of international money and finance
24
Research paper series / Swiss Finance Institute
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of monetary economics
23
Discussion papers / CEPR
21
Economic modelling
21
Journal of international financial markets, institutions & money
21
Applied economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Pacific-Basin finance journal
20
Working paper
20
CESifo working papers
19
Journal of econometrics
17
Review of quantitative finance and accounting
17
Discussion paper / Centre for Economic Policy Research
16
Journal of financial and quantitative analysis : JFQA
16
Journal of political economy
16
Review of finance : journal of the European Finance Association
16
Applied financial economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Finance and economics discussion series
14
Journal of financial markets
14
Journal of risk and financial management : JRFM
14
The journal of asset management
14
International journal of theoretical and applied finance
13
Research in international business and finance
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Staff reports / Federal Reserve Bank of New York
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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
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:
5
The Black-Litterman approach and views from predictive regressions : theory and implementation
Geyer, Alois
;
Lučivjanská, Katarína
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 38-48
Persistent link: https://www.econbiz.de/10011686085
Saved in:
6
Can alpha be captured by risk premia?
Bender, Jennifer
;
Hammond, P. Brett
;
Mok, William
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 18-29
Persistent link: https://www.econbiz.de/10010365124
Saved in:
7
Demystifying equity risk-based strategies : a simple alpha plus beta description
Carvalho, Raul Leote de
;
Lu, Xiao
;
Moulin, Pierre
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 56-70
Persistent link: https://www.econbiz.de/10009669691
Saved in:
8
Value premium across countries
Kim, Tae-hwan
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 75-86
Persistent link: https://www.econbiz.de/10009670257
Saved in:
9
Valuation-indifferent weighting for bonds
Arnott, Robert D.
;
Hsu, Jason C.
;
Li, Feifei
;
Shepherd, …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 117-130
Persistent link: https://www.econbiz.de/10003980054
Saved in:
10
What price growth? : A paradox revisited
Durand, David
- In:
The journal of portfolio management : a publication of …
19
(
1992
)
1
,
pp. 84-91
Persistent link: https://www.econbiz.de/10001132239
Saved in:
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