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Number of items: 6.

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), Palgrave Macmillan, pp. 79-92, 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, 40 (4), Deutscher Fachverlag, pp. 293-298, 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 Sat Apr 4 01:59:30 2020 CEST.