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CAPM
Theorie
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Portfolio selection
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Sercu, Piet
19
Moor, Lieven de
5
De Moor, Lieven
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Dhaene, Geert
3
Vanpée, Rosanne
3
Vandebroek, Martina
2
Vinaimont, Tom
2
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Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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ECONIS (ZBW)
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1
Measuring the impact of extreme observations on CAPM alphas : some methodological issues
Moor, Lieven de
;
Sercu, Piet
- In:
Finance research letters
15
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011552873
Saved in:
2
On comparing zero-alpha tests across multifactor asset pricing models
Moor, Lieven de
;
Dhaene, Geert
;
Sercu, Piet
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 235-240
Persistent link: https://www.econbiz.de/10011586907
Saved in:
3
The smallest stocks are not just smaller : global evidence
Moor, Lieven de
;
Sercu, Piet
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 51-70
Persistent link: https://www.econbiz.de/10010519976
Saved in:
4
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
5
International portfolio choice and asset pricing with constraints on borrowing and shortselling
Sercu, Piet
-
2001
Persistent link: https://www.econbiz.de/10001640797
Saved in:
6
CAPM tests and alternative factor portfolio composition : getting the alpha's right
Moor, Lieven de
;
Sercu, Piet
-
2005
Persistent link: https://www.econbiz.de/10002724142
Saved in:
7
CAPM tests and alternative factor portfolio composition : getting the alpha's right
De Moor, Lieven
;
Sercu, Piet
- In:
Tijdschrift voor economie en management
49
(
2004
)
4
,
pp. 789-846
Persistent link: https://www.econbiz.de/10002526095
Saved in:
8
Thin-trading effects in beta: bias v. estimation error
Sercu, Piet
;
Vandebroek, Martina
;
Vinaimont, Tom
- In:
Journal of business finance & accounting : JBFA
35
(
2008
)
9/10
,
pp. 1196-1219
Persistent link: https://www.econbiz.de/10003786714
Saved in:
9
Estimating the costs of international equity investments
Sercu, Piet
;
Vanpée, Rosanne
- In:
Review of finance : journal of the European Finance …
12
(
2008
)
4
,
pp. 587-634
Persistent link: https://www.econbiz.de/10003802486
Saved in:
10
Estimating the costs of international equity investments
Sercu, Piet
;
Vanpée, Rosanne
-
2008
Persistent link: https://www.econbiz.de/10009010426
Saved in:
1
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