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Number of items: 3.


Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin
(2019) The Conditional CAPM Revisited: Evidence From High-Frequency Betas. Management Science.


Hollstein, Fabian and Wese Simen, Chardin
(2019) Variance Risk: A Bird's Eye View. Journal of Econometrics.


Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin
(2019) The term structure of systematic and idiosyncratic risk. JOURNAL OF FUTURES MARKETS, 39 (4). 435 - 460.

This list was generated on Mon Nov 4 10:46:25 2019 GMT.