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CAPM
Börsenkurs
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Knif, Johan
6
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4
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2
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2
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1
Christofi, Andreas C.
1
Cline, Brandon N.
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1
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Meddelanden från Svenska Handelshögskolan
2
Advances in futures and options research : a research annual
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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Higher co-moment CAPM and hedge fund returns
Knif, Johan
;
Koutmos, Dimitrios
;
Koutmos, Gregory
- In:
Atlantic economic journal : AEJ
48
(
2020
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10012222460
Saved in:
2
Parameter variability in the single factor market model : an empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange
Knif, Johan
-
1989
Persistent link: https://www.econbiz.de/10013277883
Saved in:
3
The unexplainable nature of momentum portfolio returns
Moore, David J.
;
Philippatos, George C.
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 135-147
Persistent link: https://www.econbiz.de/10010400124
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4
Equilibrium pricing functions of foreign exchange forward, futures, and option contracts
Puri, Tribhuvan N.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 217-235
Persistent link: https://www.econbiz.de/10001145842
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5
A reexamination of Arbitrage Pricing Theory (APT) under common knowledge beliefs
Guth, Michael A.
- In:
Rivista internazionale di scienze economiche e …
36
(
1989
)
8
,
pp. 729-746
Persistent link: https://www.econbiz.de/10001075573
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6
An intertemporal foreign exchange pricing model: implications for financial institutions
Christofi, Andreas C.
- In:
Spudai / University of Piraeus : journal of economics …
37
(
1987
)
3
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001066319
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7
Time varying risk and capm-tests on data from a small stock market
Berglund, Tom
-
1992
Persistent link: https://www.econbiz.de/10000136340
Saved in:
8
Exchange risk and universal returns : a test of international arbitrage pricing theory
Armstrong, Will J.
;
Knif, Johan
;
Kolari, James W.
; …
- In:
Pacific-Basin finance journal
20
(
2012
)
1
,
pp. 24-40
Persistent link: https://www.econbiz.de/10009629180
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9
The impact of volatility development on the pricing of equity : an empirical study covering a period of market deregulations in Finland
Högholm, Kenneth
;
Knif, Johan
;
Rönnholm, Tina
-
1999
Persistent link: https://www.econbiz.de/10001543683
Saved in:
10
Accounting for the accuracy of beta estimates in CAPM tests on assets with time-varying risks
Berglund, Tom
;
Knif, Johan
- In:
European financial management : the journal of the …
5
(
1999
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10001365797
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