//--> //--> //-->
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
~type_genre:"Article in journal"
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:"factor premia"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
4
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Capital income
3
Kapitaleinkommen
3
Risikoprämie
3
Risk premium
3
Factor premia
2
factor premia
2
60/40
1
ARCH model
1
ARCH-Modell
1
Asset pricing
1
Basis
1
Basis-Momentum
1
Beta risk
1
Betafaktor
1
Commodities
1
Commodity derivative
1
Commodity exchange
1
Commodity market
1
Commodity price
1
Commodity return predictability
1
Equity factor premia
1
Estimation
1
Forecasting model
1
International stock markets
1
Momentum
1
Prognoseverfahren
1
Risk factors
1
Rohstoffderivat
1
Rohstoffmarkt
1
Rohstoffpreis
1
Schätzung
1
Spillover effect
1
Spillover-Effekt
1
Strategic asset allocation
1
Transaction costs
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Cavaglia, Stefano
2
Arnott, Robert D.
1
Blay, Kenneth
1
Fan, John Hua
1
Gupta, Tarun
1
Li, Feifei
1
Linnainmaa, Juhani
1
Sakkas, Athanasios
1
Scott, Louis
1
Shi, Huai-Long
1
Tessaromatis, Nikolaos P.
1
Wang, Zhenping
1
Zhou, Wei-Xing
1
more ...
less ...
Published in...
All
Financial analysts journal : FAJ
2
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Smart rebalancing
Arnott, Robert D.
;
Li, Feifei
;
Linnainmaa, Juhani
- In:
Financial analysts journal : FAJ
80
(
2024
)
2
,
pp. 26-51
Persistent link: https://www.econbiz.de/10014576170
Saved in:
2
Equity factors for multi-asset class portfolios : a strategic asset allocation perspective
Cavaglia, Stefano
;
Scott, Louis
;
Blay, Kenneth
;
Gupta, Tarun
- In:
The journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 100-113
Persistent link: https://www.econbiz.de/10013170935
Saved in:
3
Portable beta and total portfolio management
Cavaglia, Stefano
;
Fan, John Hua
;
Wang, Zhenping
- In:
Financial analysts journal : FAJ
78
(
2022
)
3
,
pp. 49-69
Persistent link: https://www.econbiz.de/10013362700
Saved in:
4
Factor volatility spillover and its implications on
factor
premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
Saved in:
5
Factor based commodity investing
Sakkas, Athanasios
;
Tessaromatis, Nikolaos P.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012489156
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->