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2. Global economic activity as an explicator of emerging market equity returns. (2016). Piljak, Vanja ; Graham, Michael ; Peltomaki, Jarkko.
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3. Far out in the tails – The historical distributions of macro-financial risk factors in Denmark. (2014). Abildgren, Kim.
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4. Echilibrul financiar global şi riscul suveran în perioada post-criză. (2013). Georgescu, George.
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5. Despre tensiunea local – global în economia mondială contemporană. (2013). Georgescu, Marius .
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6. VOLATILITY OF INTERNATIONAL FINANCIAL MARKETS AND PUBLIC DEBT SUSTAINABILITY. (2013). Georgescu, George.
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9. Beta uncertainty. (2020). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese.
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10. Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Bai, YE ; Green, Christopher J.
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11. Factor Investing for the Long Run. (2020). Tarelli, Andrea ; Lioui, Abraham.
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12. PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES. (2020). Cenesizoglu, Tolga ; Ibrushi, Denada.
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13. Measuring the relative return contribution of risk factors. (2019). Pynnonen, Seppo ; Knif, Johan ; Kolari, James W ; Koutmos, Gregory.
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14. The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications. (2019). Basse, Tobias ; Wegener, Christoph.
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15. Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review. (2019). Ma, Tiefeng ; Liu, Shuangzhe ; Sun, Ruili ; Sathye, Milind.
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16. Contribution to the Valuation of BRVM’s Assets: A Conditional CAPM Approach. (2019). Assani, Smael Afolabi ; Toure, Mohamed ; Konte, Mamadou ; Cisse, Mamadou.
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24. Goodness-of-Fit versus Significance: A CAPM Selection with Dynamic Betas Applied to the Brazilian Stock Market. (2017). Maldonado, Wilfredo ; Candido, Osvaldo ; Leiva, Wilfredo Fernando ; de Pinho, Andre Ricardo.
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29. Size and Momentum Profitability in International Stock Markets. (2015). Wagner, Alexander ; Schrimpf, Andreas ; von Arx, Urs ; Schmidt, Peter S ; Ziegler, Andreas.
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41. Seleção de carteiras utilizando o modelo Fama-French-Carhart. (2013). Santos, Andre ; Moura, Guilherme ; Santos, Andre Alves Portela, ; Caldeira, Joo F.
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43. Conditional alphas and realized betas. (2013). Fernandes, Marcelo ; Distaso, Walter ; Corradi, Valentina.
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44. Large global volatility shocks, equity markets and globalisation: 1885-2011. (2013). Mehl, Arnaud.
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45. Systematic and multifactor risk models revisited. (2013). Fliess, Michel ; Join, C'Edric .
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46. A Note on the Impact of Portfolio Overlapping in Tests of the Fama and French Three-Factor Model. (2012). Wallmeier, Martin ; Tauscher, Kathrin.
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47. Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors. (2012). Trecroci, Carmine.
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48. Time variation of CAPM betas across market volatility regimes. (2011). Morley, James ; Abdymomunov, Azamat.
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49. Estimation of oil firms systematic risk via composite time-varying models. (2011). Lee, Pei-Hsuan ; Lu, Jin-Ray ; Chuang, I-Yuan, .
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50. Time-Varying Beta: A Boundedly Rational Equilibrium Approach. (2010). He, Xuezhong (Tony) ; Dieci, Roberto.
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