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Number of items: 6.

Bektic, D. and Wenzler, J.-S. and Schiereck, D. and Spielmann, T. (2019):
Extending Fama-French Factors to Corporate Bond Markets.
In: Journal of Portfolio Management, Quantitative Special Issue, pp. 141-158, (45), [Article]

Bektic, D. (2019):
Residual Equity Momentum Spillover in Global Corporate Bond Markets.
In: The Journal of Fixed Income, Institutional Investor, pp. 46-54, 28, (3), ISSN 1059-8596,
[Article]

Bektic, D. (2018):
The Low Beta Anomaly: A Corporate Bond Investor’s Perspective.
In: Review of Financial Economics, pp. 300-306, 36, (4), [Article]

Bektic, D. and Regele, T. (2018):
Exploiting Uncertainty with Market Timing in Corporate Bond Markets.
In: Journal of Asset Management, Palgrave Macmillan, pp. 79-92, 19, (2), ISSN 1470-8272,
[Online-Edition: https://doi.org/10.1057/s41260-017-0063-6],
[Article]

Bektic, D. (2017):
ESG Factors in Corporate Bond Returns: Perspectives for Academic Research and Investors.
In: Zeitschrift für Umweltpolitik und Umweltrecht, Deutscher Fachverlag, pp. 293-298, 40, (4), ISSN 0931-0983,
[Article]

Bektic, D. and Neugebauer, U. and Wegener, M. and Wenzler, J.-S.
Jurczenko, E. (ed.) (2017):
Common Equity Factors in Corporate Bond Markets.
In: Factor Investing, London, ISTE Press - Elsevier, pp. 207-226, [Book Section]

This list was generated on Tue Jul 16 02:13:35 2019 CEST.