//--> //--> //--> //-->
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
~isPartOf:"International review of financial analysis"
~subject:"CAPM"
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
The use of the bootstrap metho...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Capital income
502
Kapitaleinkommen
502
Estimation
337
Schätzung
336
Börsenkurs
311
Share price
311
Portfolio selection
287
Portfolio-Management
287
Aktienmarkt
234
Stock market
234
Volatility
232
Volatilität
232
Risk
200
Risiko
189
Theorie
183
Theory
183
Anlageverhalten
134
Behavioural finance
134
Welt
134
World
134
Forecasting model
127
Prognoseverfahren
127
USA
87
United States
87
ARCH model
85
ARCH-Modell
85
China
83
Spillover effect
70
Spillover-Effekt
70
Stock index
66
Aktienindex
65
Investment Fund
63
Investmentfonds
63
Risikomanagement
58
Risk management
58
Financial crisis
57
Finanzkrise
57
Risikoprämie
56
Risk premium
56
more ...
less ...
Online availability
All
Undetermined
72
Free
2
Type of publication
All
Article
95
Type of publication (narrower categories)
All
Article in journal
95
Aufsatz in Zeitschrift
95
Language
All
English
95
Author
All
Zaremba, Adam
5
Zhong, Angel
4
Brooks, Chris
3
Anderson, Keith
2
Fieberg, Christian
2
Gray, Philip K.
2
Guermat, Cherif
2
Li, Youwei
2
Mandal, Anandadeep
2
Peat, Maurice
2
Poshakwale, Sunil S.
2
Qadan, Mahmoud
2
Smith, Simon C.
2
Tucker, Jon
2
Vendrame, Vasco
2
Abad Díaz, David
1
Aharon, David Y.
1
Ahmad, Fawad
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Alessi, Lucia
1
Alonso-Conde, Ana B.
1
Ang, Tze Chuan
1
Arshanapalli, Bala Gangadhar
1
Asgharian, Hossein
1
Azad, A. S. M. Sohel
1
Baradarannia, M. Reza
1
Bathia, Deven
1
Bengitöz, Pelin
1
Berggrun, Luis
1
Bilgin, Mehmet Huseyin
1
Bilson, Chris M.
1
Bradrania, M. Reza
1
Brailsford, Timothy J.
1
Bramante, Riccardo
1
Bredin, Donal
1
Butt, Hilal Anwar
1
Będowska-Sójka, Barbara
1
Cakici, Nusret
1
Cao, Viet Nga
1
Cao, Xing
1
more ...
less ...
Published in...
All
International review of financial analysis
NBER working paper series
201
Journal of financial economics
189
Working paper / National Bureau of Economic Research, Inc.
172
Journal of banking & finance
154
NBER Working Paper
140
Finance research letters
134
The journal of finance : the journal of the American Finance Association
127
Journal of empirical finance
115
The review of financial studies
103
Management science : journal of the Institute for Operations Research and the Management Sciences
86
International review of economics & finance : IREF
77
Pacific-Basin finance journal
75
Applied economics
73
Journal of economic dynamics & control
70
Research paper series / Swiss Finance Institute
68
Journal of financial and quantitative analysis : JFQA
66
Journal of international financial markets, institutions & money
57
The North American journal of economics and finance : a journal of financial economics studies
54
Economic modelling
53
The European journal of finance
53
Applied financial economics
52
Journal of econometrics
50
Economics letters
47
Review of quantitative finance and accounting
47
The journal of portfolio management : a publication of Institutional Investor
45
Discussion paper / Centre for Economic Policy Research
43
Discussion papers / CEPR
42
Journal of risk and financial management : JRFM
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
The journal of asset management
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Swiss Finance Institute Research Paper
40
Journal of international money and finance
39
Journal of investment management : JOIM
38
Quantitative finance
36
Working paper
36
Research in international business and finance
35
Annals of finance
33
Journal of financial markets
33
more ...
less ...
Source
All
ECONIS (ZBW)
95
Showing
1
-
10
of
95
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is gold a Sometime Safe Haven or an Always Hedge for equity investors? : a Markov-Switching CAPM approach for US and UK stock indices
He, Zhen
;
O'Connor, Fergal A.
;
Thijssen, Jacco J. J.
- In:
International review of financial analysis
60
(
2018
),
pp. 30-37
Persistent link: https://www.econbiz.de/10012007458
Saved in:
2
Index tracking and beta arbitrage effects in comovement
Liao, Yixin
;
Coakley, Jerry
;
Kellard, Neil
- In:
International review of financial analysis
83
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013461660
Saved in:
3
Parameter
estimation
risk
in asset pricing and
risk
management : a Bayesian approach
Tunaru, Radu
;
Zheng, Teng
- In:
International review of financial analysis
53
(
2017
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
Saved in:
4
Asset pricing anomalies : liquidity
risk
hedgers or liquidity
risk
spreaders?
Virk, Nader Shahzad
;
Butt, Hilal Anwar
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013410674
Saved in:
5
Hedge fund performance attribution under various market conditions
Stafylas, Dimitrios
;
Anderson, Keith
;
Uddin, Moshfique
- In:
International review of financial analysis
56
(
2018
),
pp. 221-237
Persistent link: https://www.econbiz.de/10012006267
Saved in:
6
Risk
appetite, idiosyncratic volatility and expected returns
Qadan, Mahmoud
- In:
International review of financial analysis
65
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208542
Saved in:
7
Timing the volatility
risk
of beta anomaly : evidence from hedge fund strategies
Ma, Tianyi
;
Tee, Kaihong
;
Li, Baibing
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013395938
Saved in:
8
An equilibrium model of the term structures of bonds and equities
Takamizawa, Hideyuki
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472835
Saved in:
9
Anomalies,
risk
adjustment and seasonality : Australian evidence
Zhong, Angel
;
Limkriangkrai, Manapon
;
Gray, Philip K.
- In:
International review of financial analysis
35
(
2014
),
pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
Saved in:
10
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->