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1
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date (oldest first)
1
An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr
;
Naumenkova, Svitlana
;
Mishchenko, …
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
Saved in:
2
Robust stock and bond allocation with end-of-horizon effects
Dziecichowicz, Michael
;
Thiele, Aurélie C.
- In:
RAIRO / Operations research
53
(
2019
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012113607
Saved in:
3
Blind to carbon risk? : an analysis of stock market reaction to the Paris Agreement
Monasterolo, Irene
;
De Angelis, Luca
- In:
Ecological economics : the transdisciplinary journal of …
170
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012198071
Saved in:
4
Multifactor conditional equity premium model : evidence from
China
's stock market
Cheng, Hang
;
Guo, Hui
;
Shi, Yongdong
- In:
Journal of banking and finance
161
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015065800
Saved in:
5
A robust test for monotonicity in asset returns
Taufemback, Cleiton Guollo
;
Troster, Victor
;
Shahbaz, …
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013260108
Saved in:
6
Fama-French five-factor asset pricing model : empirical evidence from Indian stock market
Tripathi, Vanita
;
Singh, Pardeep
- In:
International journal of business and globalisation : IJBG
27
(
2021
)
1
,
pp. 70-91
Persistent link: https://www.econbiz.de/10012505788
Saved in:
7
Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca
;
El-Chaarani, Hani
;
Tao, Zhi
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-31
(beta), as indicated by the single-factor Capital Asset Pricing Model (
CAPM
), and the multifactor Fama-French Three …
Persistent link: https://www.econbiz.de/10012872607
Saved in:
8
The
CAPM
, national stock market betas, and macroeconomic covariates : a global analysis
Curran, Michael
;
Velic, Adnan
-
2018
Persistent link: https://www.econbiz.de/10011898916
Saved in:
9
Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros
;
Zapranis, Achilleas
- In:
Applied economics
46
(
2014
)
34/36
,
pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
Saved in:
10
Kapitalmarktmodelle und erwartete Renditen am deutschen
Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
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