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The small firm and other confounding effects in asset pricing data : some evidence from Australian markets
Bollen, Bernard; Dempsey, Michael - In: Investment management and financial innovations 7 (2010) 4, pp. 70-76
Persistent link: https://www.econbiz.de/10008841969
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Time-varying beta risk for the stocks of the Athens Stock Exchange : a multivariate approach
Volis, Argyrios; Diamandis, Panayotis F.; … - In: Investment management and financial innovations 8 (2011) 1, pp. 191-198
Persistent link: https://www.econbiz.de/10009154301
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The vitality of beta in the ASEAN stock markets
Aumeboonsuke, Vesarach - In: Investment management and financial innovations 11 (2014) 3, pp. 81-86
Persistent link: https://www.econbiz.de/10010512180
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The relationship between return, price to earnings ratio, price to book value ratio, size and beta in different data period
Jatmiko, Dadang Prasetyo - In: Investment management and financial innovations 12 (2015) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10010515867
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Analysis of loss given default
Höchstötter, Markus; Nazemi, Abdolreza - In: Investment management and financial innovations 10 (2013) 4, pp. 70-79
Persistent link: https://www.econbiz.de/10010258444
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Beta momentum strategy after extreme market movements
Zhao, Xin; Li, Mingsheng; Liu, Liuling - In: Investment management and financial innovations 15 (2018) 3, pp. 97-110
Persistent link: https://www.econbiz.de/10012055518
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Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael; Maxwell, Michael; Van Vuuren, Gary - In: Investment management and financial innovations 15 (2018) 1, pp. 141-153
Persistent link: https://www.econbiz.de/10012001419
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On the causality analysis of the correlation between financial leverage and systematic risk : evidence from Indonesian Stock Exchange
Qizam, Ibnu - In: Investment management and financial innovations 14 (2017) 4, pp. 73-89
Persistent link: https://www.econbiz.de/10011876260
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An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom; Van Vuuren, Gary - In: Investment management and financial innovations 15 (2018) 4, pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
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Inocme smoothing and market performance : empirical study on manufacturing companies listed in Indonesia stock exchange
Dewi, Kencana; Mukhtaruddin; Prayudha, Iqbal Agung - In: Investment management and financial innovations 15 (2018) 1, pp. 106-119
Persistent link: https://www.econbiz.de/10012001411