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Beta risk
CAPM
19,072
Theorie
9,538
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9,493
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5,116
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5,106
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3,867
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Reeves, Jonathan J.
21
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16
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14
Gollier, Christian
11
Bali, Turan G.
8
Blitz, David
8
Zhang, Lu
8
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7
Kuntz, Laura-Chloé
7
Todorov, Viktor
7
Bianchi, Francesco
6
Cenesizoglu, Tolga
6
Christiansen, Charlotte
6
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6
French, Jordan
6
Jiang, Danling
6
Knoll, Leonhard
6
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6
Wese Simen, Chardin
6
Wu, Haifeng
6
Alexeev, Vitali
5
Bai, Hang
5
Chowdhury, Biplob
5
Engle, Robert F.
5
Estrada, Javier
5
Fournier, Mathieu
5
Hou, Kewei
5
Husmann, Sven
5
Hwang, Soosung
5
Kalesnik, Vitali
5
Kung, Howard
5
Lally, Martin
5
Lee, John B.
5
Murray, Scott
5
Orbe-Mandaluniz, Susan
5
Rutkowska-Ziarko, Anna
5
Vargas, Maria
5
Wang, Weining
5
Welch, Ivo
5
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1
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Journal of financial economics
23
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17
Applied economics
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International review of financial analysis
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Applied financial economics
15
Finance research letters
15
International review of economics & finance : IREF
15
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
12
The journal of portfolio management : a publication of Institutional Investor
12
Journal of financial and quantitative analysis : JFQA
11
The journal of investing
11
Review of quantitative finance and accounting
9
Economic modelling
8
International journal of economics and finance
8
Investment management and financial innovations
8
Journal of banking & finance
8
Journal of international financial markets, institutions & money
8
The European journal of finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
Journal of econometrics
7
Journal of emerging market finance
7
Journal of investment management : JOIM
7
NBER working paper series
7
Research paper series / Swiss Finance Institute
7
European financial management : the journal of the European Financial Management Association
6
International journal of finance & economics : IJFE
6
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6
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6
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6
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Economics letters
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
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ECONIS (ZBW)
1,207
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1
Earnings versus stock market returns : how betas computed on these variables differ
Berglund, Tom
-
1990
Persistent link: https://www.econbiz.de/10000803064
Saved in:
2
Good news, bad news, volatility, and betas
Braun, Phillip A.
;
Nelson, Daniel B.
;
Sunier, Alain M.
-
1990
Persistent link: https://www.econbiz.de/10000809497
Saved in:
3
The conditional
CAPM
and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1996
Persistent link: https://www.econbiz.de/10000588919
Saved in:
4
In search of risk premium : impirical evidence based on generalized consumption; beta model
Yamakawa, Tetsufumi
-
1989
Persistent link: https://www.econbiz.de/10000137860
Saved in:
5
Das
CAPM
mit zeitabhängigen Beta-Faktoren : eine empirische Untersuchung am deutschen Kapitalmarkt
Linnenbrink, Karin
-
1998
-
1. Aufl.
Persistent link: https://www.econbiz.de/10000672629
Saved in:
6
Research design issues in the estimation of beta
Brailsford, Timothy J.
;
Faff, Robert W.
;
Oliver, Barry R.
-
1997
Persistent link: https://www.econbiz.de/10000963237
Saved in:
7
Improved forecasting of mutual fund alphas and betas
Mamaysky, Harry
;
Spiegel, Matthew
;
Zhang, Hong
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
3
,
pp. 359-400
Persistent link: https://www.econbiz.de/10003714241
Saved in:
8
Beta products with complex parameters
Dufresne, Daniel
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632986
Saved in:
9
An arbitrary benchmark
CAPM
: one additional frontier portfolio is sufficient
Ekern, Steinar
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003766442
Saved in:
10
A patent race in a real options setting : investment strategy, valuation,
CAPM
beta, and return volatility
Meng, Rujing
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3192-3217
Persistent link: https://www.econbiz.de/10003775533
Saved in:
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