//--> //--> //-->
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
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
Narrow search
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
5
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
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:
4
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:
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...
//-->