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Time variation of CAPM betas across market volatility regimes
Abdymomunov, Azamat; Morley, James C. - In: Applied financial economics 21 (2011) 19/21, pp. 1463-1478
Persistent link: https://www.econbiz.de/10009356092
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Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim; Hacker, Scott - In: Applied financial economics 23 (2013) 13/15, pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
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Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
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A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models
Asgharian, Hossein; Hansson, Björn A. - In: Applied financial economics 15 (2005) 12, pp. 835-848
Persistent link: https://www.econbiz.de/10003070660
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Selecting hedge ratio maximizing utility or adjusting portfolio's beta
Boveroux, Philippe; Minguet, Albert - In: Applied financial economics 9 (1999) 5, pp. 423-432
Persistent link: https://www.econbiz.de/10001454690
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The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi; Franci, Leonardo; Torluccio, Giuseppe - In: Applied financial economics 24 (2014) 19/21, pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
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Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
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Oil prices and the greenback : it takes two to tango
Razgallah, Brahim; Smimou, Kamal - In: Applied financial economics 21 (2011) 7/9, pp. 519-528
Persistent link: https://www.econbiz.de/10009153254
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Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham - In: Applied financial economics 24 (2014) 19/21, pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
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Dynamic asset beta measurement
Chen, Brandon; Reeves, Jonathan J. - In: Applied financial economics 22 (2012) 19/21, pp. 1655-1664
Persistent link: https://www.econbiz.de/10009715938