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Displaying results 1 to 4 of 4.

  1. Investor sentiment in asset pricing models
    a review
    Author: Lis, Szymon
    Published: 2022
    Publisher:  University of Warsaw, Faculty of Economic Sciences, Warsaw

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Nicht speichern
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / University of Warsaw, Faculty of Economic Sciences ; no. 2022, 14 = 390
    Subjects: Investor sentiment; Asset pricing; Multifactor models; Behavioral finance; Risk factors; stock market behavior
    Scope: 1 Online-Ressource (circa 57 Seiten)
  2. Risk factor centrality and the cross-section of expected returns
    Author: Moraes, Fernando Tassinari; De-Losso, Rodrigo
    Published: [2020]
    Publisher:  FEA/USP, [São Paulo]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 532
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Department of Economics-FEA/USP ; no 2020, 17
    Subjects: Risk factors; factor zoo; graph lasso; network analysis
    Scope: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  3. Risk factors' CPDAG roots and the cross-section of expected returns
    Author: Moraes, Fernando Tassinari; De-Losso, Rodrigo
    Published: [2020]
    Publisher:  FEA/USP, [São Paulo]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 532
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Department of Economics-FEA/USP ; no 2020, 18
    Subjects: Risk factors; factor zoo; DAG; CPDAG
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  4. Identifying risk factors and their premia
    a study on electricity prices
    Author: Wei, Wei; Lunde, Asger
    Published: March 2020
    Publisher:  Monash University, Department of Econometrics and Business Statistics, [Victoria, Australia]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 796
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Monash University, Department of Econometrics and Business Statistics ; 20, 10
    Subjects: Risk factors; Risk premia; Futures; Particle filter; MCMC
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen