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  • Search: subject:"alpha"
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Year of publication
Subject
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Portfolio selection 208 Portfolio-Management 208 Capital income 153 Kapitaleinkommen 153 CAPM 102 Investmentfonds 101 Investment Fund 99 Alpha 78 Theorie 78 Theory 72 alpha 68 Anlageverhalten 64 Behavioural finance 63 Performance measurement 45 Performance-Messung 45 Risiko 44 Risk 44 Hedge fund 37 Hedgefonds 37 Schätzung 37 Estimation 36 Beta risk 34 Betafaktor 34 Volatility 29 Volatilität 29 Financial analysis 27 Finanzanalyse 27 Börsenkurs 24 Share price 24 Financial investment 23 Kapitalanlage 23 Capital market returns 22 Kapitalmarktrendite 22 reliability 21 Jensen's alpha 19 Aktienmarkt 18 Stock market 18 hedge funds 18 Risikoprämie 17 Risk premium 17
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Online availability
All
Undetermined 288 Free 236
Type of publication
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Article 445 Book / Working Paper 173 Other 14
Type of publication (narrower categories)
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Article in journal 273 Aufsatz in Zeitschrift 273 Working Paper 56 Arbeitspapier 32 Graue Literatur 31 Non-commercial literature 31 Article 21 Thesis 8 research-article 6 Hochschulschrift 5 Aufsatz im Buch 4 Book section 4 Collection of articles of several authors 2 Sammelwerk 2 Aufsatzsammlung 1 Bibliografie enthalten 1 Bibliography included 1 Collection of articles written by one author 1 Dissertation u.a. Prüfungsschriften 1 Guidebook 1 Ratgeber 1 Sammlung 1 technical-paper 1
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Language
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English 391 Undetermined 210 German 14 Spanish 9 Italian 3 Portuguese 2 Indonesian 1 Lithuanian 1 Serbian 1
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Author
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Kakushadze, Zura 11 Yamagata, Takashi 9 Pesaran, M. Hashem 7 Swinkels, Laurens 6 Bu, Qiang 5 Green, Tracy Clifton 5 Heinrich, Lars 5 Lei, Qin 5 Rajan, Murli 5 Wang, Xuewu 5 Zurek, Martin 5 Agarwal, Vikas 4 Cremers, Heinz 4 Pace, Noemi 4 Pang, Juan 4 Riley, Timothy B. 4 Yang, Fan 4 Yu, Willie 4 Ang, Andrew 3 Becchetti, Leonardo 3 Becker, Johannes Gerd 3 Blitz, David 3 Christmann, Andreas 3 Ciciretti, Rocco 3 Elyasiani, Elyas 3 Feldt, Leonard 3 Gooijer, Jan G. de 3 Green, Jesse 3 Günay, Samet 3 Havránek, Tomáš 3 Havránková, Zuzana 3 Herzel, Stefano 3 Hey, John 3 Hey, John D 3 Hühn, Hannah Lea 3 Konstantinov, Gueorgui 3 Lange, Tatjana 3 Lombardi, Marco J. 3 Martí Ballester, Carmen Pilar 3 Mosler, Karl 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 C.E.P.R. Discussion Papers 5 Department of Economics and Related Studies, University of York 4 EconWPA 4 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 4 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 3 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 3 HAL 3 Henley Business School, University of Reading 3 Birkbeck, Department of Economics, Mathematics & Statistics 2 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Department of Economics, Leicester University 2 Department of Economics, Trinity College Dublin 2 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Frankfurt School of Finance and Management 2 London School of Economics (LSE) 2 National Research University Higher School of Economics 2 Université Paris-Dauphine (Paris IX) 2 Adis International Limited 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 Bundesanstalt für Arbeitsschutz 1 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Cowles Foundation for Research in Economics, Yale University 1 Departament d'Economia, Facultat de Ciències Econòmiques i Empresarials 1 Department of Economics, Oxford University 1 Deutsche Bundesbank 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Econometric Society 1 Economics Department, European Investment Bank (EIB) 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Faculty of Economics, University of Cambridge 1 Institut für Weltwirtschaft (IfW) 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1
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Published in...
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PharmacoEconomics 24 Psychometrika 19 MPRA Paper 11 Journal of investment management : JOIM 10 Journal of financial economics 9 Journal of Multivariate Analysis 8 The journal of asset management 8 Financial markets and portfolio management 6 CEPR Discussion Papers 5 Journal of empirical finance 5 Management science : journal of the Institute for Operations Research and the Management Sciences 5 Quality & Quantity: International Journal of Methodology 5 The journal of asset management : a major new, international quarterly journal for the financial community 5 China Finance Review International 4 Discussion Papers / Department of Economics and Related Studies, University of York 4 Finance research letters 4 Financial analysts journal : FAJ 4 Frankfurt School - Working Paper Series 4 HSC Research Reports 4 Journal of Risk and Financial Management 4 Journal of financial markets 4 Pacific-Basin finance journal 4 Tinbergen Institute Discussion Paper 4 Working paper 4 Asian Economic and Financial Review 3 Discussion papers / CEPR 3 Disease Management and Health Outcomes 3 ERIM Report Series Research in Management 3 Econometrics 3 Econometrics Working Papers Archive 3 Finance 3 Financial Markets and Portfolio Management 3 ICMA Centre Discussion Papers in Finance 3 International Journal of Financial Studies : open access journal 3 International journal of finance & economics : IJFE 3 International journal of theoretical and applied finance 3 International review of financial analysis 3 Investment management and financial innovations 3 Journal of Asian Scientific Research 3 Journal of Risk and Uncertainty 3
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Source
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ECONIS (ZBW) 324 RePEc 229 EconStor 45 BASE 21 Other ZBW resources 8 USB Cologne (EcoSocSci) 5
Showing 1 - 10 of 632
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The prekernel of cooperative games with alpha-excess
Zhang, Xia; van den Brink, René; Estévez-Fernández, … - 2021
proportional excess. Based on this so-called alpha-excess, we define new solution concepts for cooperative games, such as the alpha …-prenucleolus and the alpha-prekernel. The classical prenucleolus and prekernel are a special case. We characterize the alpha …-prekernel by strong stability and the alpha-balanced surplus property. Also, we show that the payoff vector generated by the alpha …
Persistent link: https://www.econbiz.de/10012797222
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Cover Image
The prekernel of cooperative games with alpha-excess
Zhang, Xia; Brink, René van den; Estévez-Fernández, … - 2021
proportional excess. Based on this so-called alpha-excess, we define new solution concepts for cooperative games, such as the alpha …-prenucleolus and the alpha-prekernel. The classical prenucleolus and prekernel are a special case. We characterize the alpha …-prekernel by strong stability and the alpha-balanced surplus property. Also, we show that the payoff vector generated by the alpha …
Persistent link: https://www.econbiz.de/10012591357
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Where have all the alphas gone? A meta-analysis of hedge fund performance
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2024
We examine the factors influencing published estimates of hedge fund performance. Using a sample of 1,019 intercept terms from regressions of hedge fund returns on risk factors (the "alphas") collected from 74 studies, we document a strong downward trend in the reported alphas. The trend...
Persistent link: https://www.econbiz.de/10014577303
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Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance
Yang, Fan; Havranek, Tomas; Irsova, Zuzana; Novak, Jiri - 2024
We examine the factors influencing published estimates of hedge fund performance. Using a sample of 1,019 intercept terms from regressions of hedge fund returns on risk factors (the alphas) collected from 74 studies, we document a strong downward trend in the reported alphas. The trend persists...
Persistent link: https://www.econbiz.de/10014507462
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Cover Image
Where have all the alphas gone? : a meta-analysis of hedge fund performance
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2024
We examine the factors influencing published estimates of hedge fund performance. Using a sample of 1,019 intercept terms from regressions of hedge fund returns on risk factors (the "alphas") collected from 74 studies, we document a strong downward trend in the reported alphas. The trend...
Persistent link: https://www.econbiz.de/10014521048
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Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem; Yamagata, Takashi - In: Journal of financial econometrics 22 (2024) 2, pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
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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
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Risk-adjusting the returns to private debt funds
Erel, Isil; Flanagan, Thomas; Weisbach, Michael S. - 2024
Persistent link: https://www.econbiz.de/10014529154
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How and why alpha should depend on sample size : a Bayesian-frequentist compromise for significance testing
Wulff, Jesper Nydam; Taylor, Luke - In: Strategic Organization 22 (2024) 3, pp. 550-581
Persistent link: https://www.econbiz.de/10014632880
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Data-driven sustainable investment strategies : integrating ESG, financial data science, and time series analysis for alpha generation
Sorathiya, Afreen; Saval, Pradnya; Sorathiya, Manha - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-23
integration for sustainable investing, the study underscores the potential for alpha generation. Time series analysis further …
Persistent link: https://www.econbiz.de/10014636319
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