//--> //--> //--> //-->
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:"Journal of financial and quantitative analysis : JFQA"
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
Performance Evaluation of Glob...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
124
Theorie
65
Theory
65
Capital income
35
Kapitaleinkommen
35
USA
35
United States
35
Estimation
22
Schätzung
22
Portfolio selection
20
Portfolio-Management
20
Derivat
16
Derivative
16
Risikoprämie
14
Risk premium
14
Beta risk
11
Betafaktor
11
Risiko
11
Risk
11
Börsenkurs
10
Share price
10
Capital market returns
9
Kapitalmarktrendite
9
Volatility
9
Volatilität
9
Aktienmarkt
6
Anlageverhalten
6
Behavioural finance
6
Estimation theory
6
Schätztheorie
6
Stock market
6
Yield curve
6
Zinsstruktur
6
Factor analysis
5
Faktorenanalyse
5
Welt
5
World
5
Arbitrage
4
Currency derivative
4
Index futures
4
more ...
less ...
Online availability
All
Undetermined
25
Free
1
Type of publication
All
Article
124
Type of publication (narrower categories)
All
Article in journal
123
Aufsatz in Zeitschrift
123
Language
All
English
124
Author
All
Errunza, Vihang R.
3
Guo, Hui
3
Jarrow, Robert A.
3
Maio, Paulo
3
Bali, Turan G.
2
Balvers, Ronald J.
2
Barry, Christopher Borden
2
Brown, Stephen J.
2
Chang, Eric Chieh
2
Christoffersen, Peter F.
2
Fama, Eugene F.
2
Ferson, Wayne E.
2
Feunou, Bruno
2
Hilliard, Jimmy E.
2
Hull, John
2
Jacobs, Kris
2
Karceski, Jason
2
Nielsen, Lars Tyge
2
Saxena, Konark
2
Simin, Timothy T.
2
Wei, K. C. John
2
White, Alan
2
Ackert, Lucy F.
1
Affleck-Graves, John F.
1
Ahmed, Shamim
1
Ahn, Seung Chan
1
Amin, Gaurav S.
1
Amin, Kaushik I.
1
Ang, Andrew
1
Atanasov, Victoria
1
Bakshi, Gurdip S.
1
Ball, Clifford A.
1
Ballotta, Laura
1
Barone-Adesi, Giovanni
1
Bhushan, Ravi
1
Bizid, Abdelhamid
1
Bodurtha, James N.
1
Botshekan, Mahmoud
1
Boyle, Phelim P.
1
Branger, Nicole
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
MPRA Paper
940
NBER Working Papers
575
NBER working paper series
488
ECB Working Paper
449
CEPR Discussion Papers
393
Working Paper
383
CESifo Working Paper
343
Research paper series / Swiss Finance Institute
337
Working paper / National Bureau of Economic Research, Inc.
331
Journal of financial economics
323
Journal of banking & finance
282
NBER Working Paper
275
IMF Working Paper
274
Economics Papers from University Paris Dauphine
269
CESifo working papers
260
The journal of finance : the journal of the American Finance Association
252
Swiss Finance Institute Research Paper
251
Journal of Banking & Finance
250
The review of financial studies
225
Finance research letters
209
CESifo Working Paper Series
206
Journal of economic dynamics & control
176
Journal of empirical finance
175
Working paper
164
Working paper series / European Central Bank
164
Discussion paper / Tinbergen Institute
152
International review of financial analysis
142
Journal of risk and financial management : JRFM
134
Discussion paper
133
Tinbergen Institute Discussion Paper
132
CFS Working Paper Series
127
Cogent economics & finance
124
Journal of International Financial Markets, Institutions and Money
123
Tinbergen Institute Discussion Papers
121
Management science : journal of the Institute for Operations Research and the Management Sciences
119
SAFE working paper
116
SAFE Working Paper
114
Economics letters
113
Finance
112
more ...
less ...
Source
All
ECONIS (ZBW)
124
Showing
1
-
10
of
124
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Beta
active hedge fund management
Duanmu, Jun
;
Malachov, Aleksej
;
McCumber, William
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2525-2558
Persistent link: https://www.econbiz.de/10012128051
Saved in:
2
A lottery-demand-based explanation of the
beta
anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
3
Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.
;
Sarkissian, Sergei
;
Simin, Timothy T.
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 331-354
Persistent link: https://www.econbiz.de/10003729126
Saved in:
4
The poor predictive performance of asset pricing models
Simin, Timothy T.
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 355-380
Persistent link: https://www.econbiz.de/10003729127
Saved in:
5
Second-order stochastic dominance, reward-risk portfolio selection, and the
CAPM
De Giorgi, Enrico
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
Saved in:
6
Testing international asset pricing models using implied costs of capital
Lee, Charles M. C.
;
Ng, David Tat-chee
;
Swaminathan, …
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003865566
Saved in:
7
Money and the C-
CAPM
Balvers, Ronald J.
;
Huang, Dayong
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 337-368
Persistent link: https://www.econbiz.de/10003865567
Saved in:
8
The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.
;
Weller, Paul A.
;
Ulrich, Joshua M.
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003865573
Saved in:
9
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
Saved in:
10
Probability judgment error and speculation in laboratory asset market bubbles
Ackert, Lucy F.
;
Charupat, Narat
;
Deaves, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 719-744
Persistent link: https://www.econbiz.de/10003887403
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...
//-->