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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

Finnish beta coefficients empirical evidence of instability

Knif, Johan - In: Liiketaloudellinen aikakauskirja 37 (1988) 1, pp. 3-17

Persistent link: https://www.econbiz.de/10001050197

Use of modern portfolio theory in systematic portofolio strategies

Pynnönen, Seppo - In: Liiketaloudellinen aikakauskirja 44 (1995) 1, pp. 45-58

Persistent link: https://www.econbiz.de/10001181133

Portfolio management and beta stability

Lindqvist, Thomas; Knif, Johan - 1999

Persistent link: https://www.econbiz.de/10001543691

Professional Investment Portfolio Management : Boosting Performance with Machine-Made Portfolios and Stock Market Evidence

Kolari, James W.; Liu, Wei; Pynnönen, Seppo - 2023

Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5:...

Persistent link: https://www.econbiz.de/10014467008

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

Chapter 1: Portfolio Theory and Practice -- Chapter 2: Capital Market Conditions -- Chapter 3: Capital Asset Pricing Model (CAPM) -- Chapter 4: The Market Model -- Chapter 5: The Zero-Beta CAPM -- Chapter 6: Alternative CAPM Specifications -- Chapter 7: Arbitrage Pricing Theory -- Chapter 8:...

Persistent link: https://www.econbiz.de/10013504695

Random models for the instability of market risk : empirical tests on data from the HeSE

Knif, Johan - 1988

Persistent link: https://www.econbiz.de/10000752191

Tests for market model instability : an empirical comparison of tests using recursive residuals

Knif, Johan - 1988

Persistent link: https://www.econbiz.de/10000126783