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Risk and beta anatomy in the hedge fund industry
Savona, Roberto - In: The European journal of finance 20 (2014) 1/3, pp. 1-32
Persistent link: https://www.econbiz.de/10010462222
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Stochastic portfolio theory and the low beta anomaly
Agapova, Anna; Ferguson, Robert; Leistikow, Dean - In: The European journal of finance 25 (2019) 5, pp. 415-434
Persistent link: https://www.econbiz.de/10012206986
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Linear beta pricing with inefficient benchmarks in a given factor structure
Diacogiannis, George P.; Ioannidis, Christos - In: The European journal of finance 25 (2019) 16, pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
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Estimating beta-coefficients of German stock data : a non-parametric approach
Eisenbeiss, Maik; Kauermann, Göran; Semmler, Willi - In: The European journal of finance 13 (2007) 5/6, pp. 503-522
Persistent link: https://www.econbiz.de/10003570594
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Time-varying beta risk of Pan-European industry portfolios : a comparison of alternative modeling techniques
Mergner, Sascha; Bulla, Jan - In: The European journal of finance 14 (2008) 7/8, pp. 771-802
Persistent link: https://www.econbiz.de/10003816568
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The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy; Satchell, Stephen - In: The European journal of finance 20 (2014) 1/3, pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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The cost of equity of Internet stocks : a downside risk approach
Estrada, Javier - In: The European journal of finance 10 (2004) 4, pp. 239-254
Persistent link: https://www.econbiz.de/10002359549
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Time-varying betas and the cross-sectional return-risk relation : evidence from the UK
Fraser, Patricia; Hamelink, Foort; Hoesli, Martin; … - In: The European journal of finance 10 (2004) 4, pp. 255-276
Persistent link: https://www.econbiz.de/10002359594
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Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert; Faff, Robert W.; McKenzie, Michael D. - In: The European journal of finance 8 (2002) 3, pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
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The liquidity premium in equity pricing under a continuous auction system
Rubio, Gonzalo - In: The European journal of finance 4 (1998) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001247522