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CAPM
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5
Giglio, Stefano
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ECONIS (ZBW)
254
RePEc
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1
Beyond CAPM: an innovative factor model to optimize the risk and return trade-off
Andriotto, Mauro
;
Teti, Emanuele
- In:
Journal of business economics and management
15
(
2014
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10010415337
Saved in:
2
FC approach in portfolio selection of Tehran's stock market
Shadkam, Elham
- In:
Journal of Asian finance, economics and business : JAFEB
1
(
2014
)
2
,
pp. 31-37
Persistent link: https://www.econbiz.de/10011687812
Saved in:
3
Revisiting equity premium puzzles in a data-rich environment
Douch, Mohamed
;
Bouaddi, Mohammed
- In:
Applied economics quarterly
65
(
2019
)
4
,
pp. 257-275
Persistent link: https://www.econbiz.de/10012432446
Saved in:
4
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas
-
1998
Persistent link: https://www.econbiz.de/10000676119
Saved in:
5
Equity risk factor models
Zangari, Peter
- In:
Modern investment management : an equilibrium approach
,
(pp. 334-395)
.
2003
Persistent link: https://www.econbiz.de/10002112281
Saved in:
6
How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit
;
Pérignon, Christophe
;
Villa, Christophe
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10003833349
Saved in:
7
Emergent and spontaneous computation of factor relationships from a large factor set
Wang, Zitian
;
Wang, Lili
;
Tan, Shaohua
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3939-3959
Persistent link: https://www.econbiz.de/10003804809
Saved in:
8
On the use of multifactor models to evaluate mutual fund performance
Huij, Joop
;
Verbeek, Marno
- In:
Financial management
38
(
2009
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10003851324
Saved in:
9
Common risk factors versus a mispricing factor of Tokyo stock exchange firms : inquiries into the fundamental value derived from analyst earnings forecasts
Kubota, Keiichi
;
Suda, Kazuyuki
;
Takehara, Hitoshi
- In:
International review of finance
9
(
2009
)
3
,
pp. 269-294
Persistent link: https://www.econbiz.de/10003893705
Saved in:
10
Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Kolm, Petter N.
-
2010
Persistent link: https://www.econbiz.de/10003898661
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