Skip to contents Beaulieu, Marie-Claude [Author]; Dufour, Jean-Marie [Author]; Khalaf, Lynda [Author] Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Dt. Bundesbank, 2003 Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2003,1,engl. Ulschmid, Christoph [Author] Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum CAPM und zur APT für den deutschen Aktienmarkt Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main; Berlin [u.a.]: Lang, 1994 Published in: Europäische Hochschulschriften / 5 ; 1602 Warfsmann, Jürgen [Author] Das Capital Asset Pricing Model in Deutschland : univariate und multivariate Tests für den Kapitalmarkt Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Dt. Univ.-Verl., 1993 Published in: DUV ; Wirtschaftswissenschaft Fabozzi, Frank J. [Author]; Focardi, Sergio M. [Author]; Kolm, Petter N. [Author] ; Focardi, Sergio M. [Other] Financial modeling of the equity market : from CAPM to cointegration Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, N.J.: Wiley, c 2006 Published in: The Frank J. Fabozzi series Bungert, Michael [Author] Termination of price wars : a signaling approach - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Dt. Univ.-Verl., 2003 Published in: Gabler Edition Wissenschaft Rieck, Christian [Author] Märkte, Preise und Koordinationsspiele : theoretische und experimentelle Untersuchungen zum Zusammenhang von Preis und Wert ; mit 28 Tabellen Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Physica-Verl., 1998 Published in: Wirtschaftswissenschaftliche Beiträge ; 157 Knif, Johan [Author] Parameter variability in the single factor market model : an empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Helsinki: Finnish Society of Sciences and Letters, 1989 Published in: Commentationes scientiarum socialium ; 40 Ruppert, David [Author] Statistics and finance : an introduction Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York; Berlin; Heidelberg [u.a.]: Springer, 2004 Published in: Springer texts in statistics He, Ai [Author] ; Huang, Dashan [Other]; Zhou, Guofu [Other] An Economic Specification Test of Asset Pricing Models with A Large Number of Assets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3143752 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Weitz, Sebastian Georg [Author] Analyse von Contingent Convertible Bonds Books View online Schließen > Access https://d-nb.info/1215568797/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Tübingen: Universitätsbibliothek Tübingen, 2020 Benfratello, Luigi [Author]; Piacenza, Massimiliano [Author]; Sacchetto, Stefano [Author] Taste or reputation: what drives market prices in the wine industry? Estimation of a hedonic model for Italian premium wines Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009 Balduzzi, Pierluigi [Author]; Robotti, Cesare [Author] Minimum-variance kernels, economic risk premia, and tests of multi-beta models Books View online Schließen > Links http://hdl.handle.net/10419/100899 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2001 Hoechle, Daniel [Author]; Schmid, Markus M. [Author]; Zimmermann, Heinz [Author] Correcting alpha misattribution in portfolio sorts - [This version: June 2018] Books View online Schließen > Access https://www.alexandria.unisg.ch/254085/1/17_17_Schmid%20et%20al_Correcting%20Alpha%20Misattribution%20in%20Portfolio%20Sorts.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. St. Gallen: School of Finance, University of St. Gallen, June 2018 Published in: Universität St. Gallen: Working papers on finance ; 20171700 Koziol, Christian [Author]; Weitz, Sebastian Georg [Author] Does model complexity improve pricing accuracy? : the case of CoCos Articles View online Schließen > Access https://link.springer.com/content/pdf/10.1007/s11147-021-09178-4.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Review of derivatives research ; 24(2021), 3 vom: Okt., Seite 261-284 Koziol, Christian [Author]; Weitz, Sebastian [Author] Does model complexity improve pricing accuracy? The case of CoCos Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York, NY: Springer US, 2021 Galea, Manuel [Author]; Cademártori Rosso, David [Author]; Curci, Roberto [Author]; Molina, Alonso [Author] Robust inference in the capital asset pricing model using the multivariate t-distribution Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020 Liao, Yuan [Author]; Todorov, Viktor [Author] Changes in the Span of Systematic Risk Exposures Books View online Schließen > Access https://ssrn.com/abstract=4354011 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Malamud, Semyon [Author]; Trojani, Fabio [Author] Variance covariance orders and median preserving [spreads] Books View online Schließen > Access https://ssrn.com/abstract=1392728 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2009 Published in: Swiss Finance Institute: Research paper series ; 2009,13 Gospodinov, Nikolaj [Author]; Kan, Raymond [Author]; Robotti, Cesare [Author] Too good to be true? Fallacies in evaluating risk factor models Books View online Schließen > Links http://hdl.handle.net/10419/200517 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, Ga.: Federal Reserve Bank of Atlanta, 2017 Gospodinov, Nikolay [Author]; Kan, Raymond [Author]; Robotti, Cesare [Author] Chi-squared tests for evaluation and comparison of asset pricing models Books View online Schließen > Links http://hdl.handle.net/10419/70695 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2011
Beaulieu, Marie-Claude [Author]; Dufour, Jean-Marie [Author]; Khalaf, Lynda [Author] Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Dt. Bundesbank, 2003 Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2003,1,engl.
Ulschmid, Christoph [Author] Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum CAPM und zur APT für den deutschen Aktienmarkt Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main; Berlin [u.a.]: Lang, 1994 Published in: Europäische Hochschulschriften / 5 ; 1602
Warfsmann, Jürgen [Author] Das Capital Asset Pricing Model in Deutschland : univariate und multivariate Tests für den Kapitalmarkt Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Dt. Univ.-Verl., 1993 Published in: DUV ; Wirtschaftswissenschaft
Fabozzi, Frank J. [Author]; Focardi, Sergio M. [Author]; Kolm, Petter N. [Author] ; Focardi, Sergio M. [Other] Financial modeling of the equity market : from CAPM to cointegration Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, N.J.: Wiley, c 2006 Published in: The Frank J. Fabozzi series
Bungert, Michael [Author] Termination of price wars : a signaling approach - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Dt. Univ.-Verl., 2003 Published in: Gabler Edition Wissenschaft
Rieck, Christian [Author] Märkte, Preise und Koordinationsspiele : theoretische und experimentelle Untersuchungen zum Zusammenhang von Preis und Wert ; mit 28 Tabellen Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Physica-Verl., 1998 Published in: Wirtschaftswissenschaftliche Beiträge ; 157
Knif, Johan [Author] Parameter variability in the single factor market model : an empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Helsinki: Finnish Society of Sciences and Letters, 1989 Published in: Commentationes scientiarum socialium ; 40
Ruppert, David [Author] Statistics and finance : an introduction Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York; Berlin; Heidelberg [u.a.]: Springer, 2004 Published in: Springer texts in statistics
He, Ai [Author] ; Huang, Dashan [Other]; Zhou, Guofu [Other] An Economic Specification Test of Asset Pricing Models with A Large Number of Assets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3143752 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Weitz, Sebastian Georg [Author] Analyse von Contingent Convertible Bonds Books View online Schließen > Access https://d-nb.info/1215568797/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Tübingen: Universitätsbibliothek Tübingen, 2020
Benfratello, Luigi [Author]; Piacenza, Massimiliano [Author]; Sacchetto, Stefano [Author] Taste or reputation: what drives market prices in the wine industry? Estimation of a hedonic model for Italian premium wines Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009
Balduzzi, Pierluigi [Author]; Robotti, Cesare [Author] Minimum-variance kernels, economic risk premia, and tests of multi-beta models Books View online Schließen > Links http://hdl.handle.net/10419/100899 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2001
Hoechle, Daniel [Author]; Schmid, Markus M. [Author]; Zimmermann, Heinz [Author] Correcting alpha misattribution in portfolio sorts - [This version: June 2018] Books View online Schließen > Access https://www.alexandria.unisg.ch/254085/1/17_17_Schmid%20et%20al_Correcting%20Alpha%20Misattribution%20in%20Portfolio%20Sorts.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. St. Gallen: School of Finance, University of St. Gallen, June 2018 Published in: Universität St. Gallen: Working papers on finance ; 20171700
> Access https://www.alexandria.unisg.ch/254085/1/17_17_Schmid%20et%20al_Correcting%20Alpha%20Misattribution%20in%20Portfolio%20Sorts.pdf Show more show less
Koziol, Christian [Author]; Weitz, Sebastian Georg [Author] Does model complexity improve pricing accuracy? : the case of CoCos Articles View online Schließen > Access https://link.springer.com/content/pdf/10.1007/s11147-021-09178-4.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Review of derivatives research ; 24(2021), 3 vom: Okt., Seite 261-284
> Access https://link.springer.com/content/pdf/10.1007/s11147-021-09178-4.pdf Full access (via DOI) Show more show less
Koziol, Christian [Author]; Weitz, Sebastian [Author] Does model complexity improve pricing accuracy? The case of CoCos Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York, NY: Springer US, 2021
Galea, Manuel [Author]; Cademártori Rosso, David [Author]; Curci, Roberto [Author]; Molina, Alonso [Author] Robust inference in the capital asset pricing model using the multivariate t-distribution Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020
Liao, Yuan [Author]; Todorov, Viktor [Author] Changes in the Span of Systematic Risk Exposures Books View online Schließen > Access https://ssrn.com/abstract=4354011 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Malamud, Semyon [Author]; Trojani, Fabio [Author] Variance covariance orders and median preserving [spreads] Books View online Schließen > Access https://ssrn.com/abstract=1392728 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2009 Published in: Swiss Finance Institute: Research paper series ; 2009,13
Gospodinov, Nikolaj [Author]; Kan, Raymond [Author]; Robotti, Cesare [Author] Too good to be true? Fallacies in evaluating risk factor models Books View online Schließen > Links http://hdl.handle.net/10419/200517 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, Ga.: Federal Reserve Bank of Atlanta, 2017
Gospodinov, Nikolay [Author]; Kan, Raymond [Author]; Robotti, Cesare [Author] Chi-squared tests for evaluation and comparison of asset pricing models Books View online Schließen > Links http://hdl.handle.net/10419/70695 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2011
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