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Number of items: 7.

Schiereck, D. and Bektic, D. and Hachenberg, B. (2020):
Factor-based Investing in Government Bond Markets: A Survey of the Current State of Research.
In: Journal of Asset Management, 21 (2), pp. 94-105. Palgrave Macmillan, ISSN 1470-8272,
DOI: 10.1057/s41260-020-00156-3,
[Article]

Bektic, D. and Wenzler, J.-S. and Wegener, D. and Schiereck, D. and Spielmann, T. (2019):
Extending Fama–French Factors to Corporate Bond Markets.
In: Journal of Portfolio Management, 45 (3), pp. 141-158. ISSN 0095-4918,
[Article]

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, (45), pp. 141-158. [Article]

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

Bektic, D. and Regele, T. (2018):
Exploiting Uncertainty with Market Timing in Corporate Bond Markets.
In: Journal of Asset Management, 19 (2), pp. 79-92. Palgrave Macmillan, ISSN 1470-8272,
[Article]

Bektic, D. (2017):
ESG Factors in Corporate Bond Returns: Perspectives for Academic Research and Investors.
In: Zeitschrift für Umweltpolitik und Umweltrecht, 40 (4), pp. 293-298. Deutscher Fachverlag, 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.
1st Edition, In: Factor Investing, pp. 207-226, London, ISTE Press - Elsevier, ISBN 9780081019641,
[Book Section]

This list was generated on Sat Jan 23 02:36:30 2021 CET.