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A concave security market line
De Giorgi, Enrico; Post, Thierry; Yalçın, Atakan - In: Journal of banking & finance 106 (2019), pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
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Beta uncertainty
Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 116 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012489243
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The memory of beta
Becker, Janis; Hollstein, Fabian; Prokopczuk, Marcel; … - In: Journal of banking & finance 124 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
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Testing factor models in the cross-section
Hollstein, Fabian; Prokopczuk, Marcel - In: Journal of banking & finance 145 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013538943