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Style-investing auf europäischen Aktienmärkten : eine empirische Analyse bewertungsrelevanter Fundamentalfaktoren
Paulus, Helmut - 1997
Persistent link: https://www.econbiz.de/10013438293
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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439
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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens - 2000
Persistent link: https://www.econbiz.de/10001511077
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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
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The estimation of multiple factor models and their applications : the Swiss equity market
Beckers, Stan - In: Finanzmarkt und Portfolio-Management 7 (1993) 1, pp. 24-45
Persistent link: https://www.econbiz.de/10001219062
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Empirical testing of arbitrage pricing theory in the Indian stock market : factor analysis approach
Menani, Shikha; Jhamb, H. V. - In: Business analyst : a refereed journal of Shri Ram … 40 (2019) 2, pp. 61-95
Persistent link: https://www.econbiz.de/10013177243
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The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid - In: American journal of finance and accounting 5 (2017) 1, pp. 51-63
Persistent link: https://www.econbiz.de/10011834005
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Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan - 2019
Persistent link: https://www.econbiz.de/10012126157
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Systematic limited arbitrage and the cross-section of stock returns : evidence from exchange traded funds
DeLisle, R. Jared; McTier, Brian C.; Smedema, Adam R. - In: Journal of banking & finance 70 (2016), pp. 118-136
Persistent link: https://www.econbiz.de/10011635135