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Forecasting the correlation structure of German stock returns : a test of firm-specific factor models
Steiner, Manfred; Wallmeier, Martin - In: European financial management : the journal of the … 5 (1999) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10001365922
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How well do classical credit risk pricing models fit swap transaction data?
Cossin, Didier - In: European financial management : the journal of the … 4 (1998) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10001244082
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Investing in systematic factor premiums
Koedijk, Kees; Slager, Alfred; Stork, Philip - In: European financial management : the journal of the … 22 (2016) 2, pp. 193-234
Persistent link: https://www.econbiz.de/10011482056
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Inferring default correlation from equity return correlation
Liu, Sheen; Qi, Howard; Shi, Jian; Xie, Yan Alice - In: European financial management : the journal of the … 21 (2015) 2, pp. 333-359
Persistent link: https://www.econbiz.de/10010516668
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Higher-moment risk exposures in hedge funds
Hübner, Georges; Lambert, Marie; Papageorgiou, Nicolas A. - In: European financial management : the journal of the … 21 (2015) 2, pp. 236-264
Persistent link: https://www.econbiz.de/10010516684
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Investors' judgments, asset pricing factors and sentiment
Shefrin, Hersh - In: European financial management : the journal of the … 21 (2015) 2, pp. 205-227
Persistent link: https://www.econbiz.de/10010516687
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Agency-based asset pricing and the beta anomaly
Blitz, David - In: European financial management : the journal of the … 20 (2014) 4, pp. 770-801
Persistent link: https://www.econbiz.de/10010503540
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European bond ETFs : tracking errors and the sovereign debt crisis
Drenovak, Mikica; Urošević, Branko; Jelic, Ranko - In: European financial management : the journal of the … 20 (2014) 5, pp. 958-994
Persistent link: https://www.econbiz.de/10010504232
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The impact of quantitative methods on hedge fund performance
Chincarini, Ludwig Boris - In: European financial management : the journal of the … 20 (2014) 5, pp. 857-890
Persistent link: https://www.econbiz.de/10010504235
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Portfolio overlapping bias in tests of the Fama-French three-factor model
Tauscher, Kathrin; Wallmeier, Martin - In: European financial management : the journal of the … 22 (2016) 3, pp. 367-393
Persistent link: https://www.econbiz.de/10011711717