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CAPM
Entwicklungsländer
101,288
Developing countries
76,506
Portfolio-Management
43,795
Portfolio selection
43,451
Volatility
40,653
Volatilität
40,384
Theorie
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18,696
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18,369
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13,020
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12,585
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11,650
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11,489
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10,339
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9,260
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9,115
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8,714
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8,457
Aktienmarkt
8,144
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8,040
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7,584
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7,559
Risk
7,044
Risiko
7,033
ARCH-Modell
6,740
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6,669
Anlageverhalten
6,365
Behavioural finance
6,258
Wechselkurs
5,383
Entwicklungsplanung
5,377
Schwellenländer
5,313
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5,240
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5,082
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5,069
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5,035
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Fabozzi, Frank J.
42
Zaremba, Adam
32
Bekaert, Geert
27
Ferson, Wayne E.
20
Hens, Thorsten
20
Lo, Andrew W.
19
Ang, Andrew
18
Kelly, Bryan T.
18
Blitz, David
17
He, Xue-zhong
17
Bansal, Ravi
15
Cochrane, John H.
15
Barro, Robert J.
14
Bossaerts, Peter L.
14
Campbell, John Y.
14
Jarrow, Robert A.
14
Satchell, Stephen
14
Stambaugh, Robert F.
14
Evstigneev, Igor V.
13
Lioui, Abraham
13
Platen, Eckhard
13
Uppal, Raman
13
Bottazzi, Giulio
12
Chiarella, Carl
12
Lee, Cheng F.
12
Longstaff, Francis A.
12
Siegel, Andrew F.
12
Yogo, Motohiro
12
Zhang, Lu
12
Christoffersen, Peter F.
11
Engstrom, Eric
11
Guidolin, Massimo
11
Guo, Hui
11
Jagannathan, Ravi
11
Kakushadze, Zura
11
Pedersen, Lasse Heje
11
Prokopczuk, Marcel
11
Pástor, Ľuboš
11
Bali, Turan G.
10
Bodie, Zvi
10
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
3
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3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Nationalekonomiska Institutionen <Lund>
2
University of California Los Angeles / Department of Economics
2
Western Finance Association
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Association for Investment Management and Research
1
Australian National University / Faculty of Economics and Commerce
1
Bonn Graduate School of Economics
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
David Eccles School of Business
1
Deutsche Forschungsgemeinschaft
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
1
Friedrich-Schiller-Universität Jena
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Graduate School of Business Administration, Seattle, Wash.
1
Gruppo IMI <Rom>
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institut for Finansiering <Frederiksberg>
1
Institut für Höhere Studien
1
Institut für Wirtschaftswissenschaften <Wien>
1
Instituto Valenciano de Investigaciones Económicas
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
International Workshop on Financial Engineering <2009, Tokio>
1
Internationaler Währungsfonds / Policy Development and Review Department
1
Københavns Universitet / Økonomisk Institut
1
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Journal of financial economics
89
NBER working paper series
88
Journal of banking & finance
86
Finance research letters
77
Working paper / National Bureau of Economic Research, Inc.
73
Journal of empirical finance
67
NBER Working Paper
60
Management science : journal of the Institute for Operations Research and the Management Sciences
53
International review of economics & finance : IREF
52
The review of financial studies
51
International review of financial analysis
46
Journal of economic dynamics & control
46
Economic modelling
38
The journal of finance : the journal of the American Finance Association
38
The journal of portfolio management : a publication of Institutional Investor
37
Applied economics
36
Research paper series / Swiss Finance Institute
35
International journal of theoretical and applied finance
34
The journal of asset management
34
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of econometrics
31
The European journal of finance
30
Journal of international financial markets, institutions & money
29
Journal of investment management : JOIM
29
Annals of finance
28
Journal of financial and quantitative analysis : JFQA
27
European journal of operational research : EJOR
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Pacific-Basin finance journal
25
Quantitative finance
25
Finance and stochastics
24
Swiss Finance Institute Research Paper
23
Discussion papers / CEPR
22
Economics letters
22
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of financial markets
21
Discussion paper / Centre for Economic Policy Research
20
Journal of economic theory
20
Review of quantitative finance and accounting
20
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Source
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ECONIS (ZBW)
5,073
EconStor
22
RePEc
11
OLC EcoSci
5
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1
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1
Political beta
Fisman, Raymond
;
Knill, April M.
;
Mityakov, Sergey
; …
-
2020
-
This version: March 28, 2020
Persistent link: https://www.econbiz.de/10012230299
Saved in:
2
A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management
Ko, Hyungjin
;
Son, Bumho
;
Lee, Jaewook
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
Saved in:
3
Does idiosyncratic
volatility
matter in the emerging markets? : Istanbul Stock Exchange evidence
Gökgöz, Fazıl
;
Altintaş, Ipek
- In:
Economic research
26
(
2013
)
3
,
pp. 133-150
Persistent link: https://www.econbiz.de/10010197022
Saved in:
4
A fundamental misunderstanding of risk : the bias associated with the annualized calculation of standard deviation
Burkett, Matthew W.
;
Scherer, William T.
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-7
Quantifiable, measurable risk is of critical importance when making data-driven decisions in finance and investment management, but what if the generally accepted practice of the investment industry for calculating risk possessed incorrect mathematical assumptions and embedded biases? This piece...
Persistent link: https://www.econbiz.de/10013179703
Saved in:
5
The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
Network connectivity, systematic and systemic risk
,
(pp. 9-51)
.
2018
Persistent link: https://www.econbiz.de/10012305837
Saved in:
6
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
7
The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
-
2017
-
This version: October 2016
This paper extends the classic factor-based asset pricing model by including network linkages in linear factor models. We assume that the network linkages are exogenously provided. This extension of the model allows a better understanding of the causes of systematic risk and shows that (i)...
Persistent link: https://www.econbiz.de/10011598385
Saved in:
8
Current
volatility
as a measure of market risk
Kussy, Mikhail
- In:
International journal of risk assessment and management …
20
(
2017
)
4
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011859119
Saved in:
9
Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana
;
Slišković, Marina
- In:
International journal of economics and business …
19
(
2020
)
3
,
pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
Saved in:
10
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
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