Asset pricing in a multifactor setting-Reference-Cited by-同舟云学术

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Asset pricing in a multifactor setting

Published:2022-11 Issue:6 Volume:22 Page:1062-1068
ISSN:2214-8450
Container-title:Borsa Istanbul Review
language:en
Short-container-title:Borsa Istanbul Review

Author:

Cayirli Omer^ORCID,Kayalidere Koray,Aktas Huseyin^ORCID

Publisher

Elsevier BV

Subject

General Medicine

Reference17 articles.

1. Investigating ICAPM with dynamic conditional correlations, finance working papers: FIN-07-051;Bali,2007

2. The intertemporal capital asset pricing model with dynamic conditional correlations;Bali;Journal of Monetary Economics,2008

3. The capital asset pricing model: Some empirical tests;Black,1972

4. Global portfolio optimization;Black;Financial Analysts Journal,1992

5. Estimation and test of a simple model of intertemporal capital asset pricing;Brennan;The Journal of Finance,2004

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Asset securitization and bank stock price performance: Bubble increase or risk transfer?;Borsa Istanbul Review;2023-11

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