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Hollstein, Fabian
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1

Predicting the equity premium around the globe: Comprehensi..:

Hollstein, Fabian ; Prokopczuk, Marcel ; Tharann, Björn.
International Journal of Forecasting.  , 2024
Link: https://doi.org/10.1016/..
 
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2

Measuring tail risk:

Dierkes, Maik ; Hollstein, Fabian ; Prokopczuk, Marcel.
Journal of Econometrics.  241 (2024)  2 - p. 105769 , 2024
Link: https://doi.org/10.1016/..
 
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3

Estimating Stock Market Betas via Machine Learning:

Drobetz, Wolfgang ; Hollstein, Fabian ; Otto, Tizian.
Journal of Financial and Quantitative Analysis.  , 2024
Link: https://doi.org/10.1017/..
 
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4

Probability distortions, collectivism, and international st..:

Hollstein, Fabian ; Sejdiu, Vulnet
Journal of Behavioral and Experimental Finance.  39 (2023)  - p. 100836 , 2023
Link: https://doi.org/10.1016/..
 
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5

Which Factors for Corporate Bond Returns?:

Dang, Thuy Duong ; Hollstein, Fabian ; Prokopczuk, Marcel.
The Review of Asset Pricing Studies.  13 (2023)  4 - p. 615-652 , 2023
Link: https://doi.org/10.1093/..
 
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6

Market power and systematic risk:

Hollstein, Fabian ; Prokopczuk, Marcel ; Würsig, Christoph Matthias
Financial Management.  53 (2023)  2 - p. 233-266 , 2023
Link: https://doi.org/10.1111/..
 
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7

Managing the Market Portfolio:

Hollstein, Fabian ; Prokopczuk, Marcel
Management Science.  69(6) (2022)  - p. 3675-3696 , 2022
Link: https://ssrn.com/abstrac..
 
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8

Testing Factor Models in the Cross-Section:

Hollstein, Fabian ; Prokopczuk, Marcel
Journal of Banking & Finance.  145 (2022)  - p. 106626 , 2022
Link: https://doi.org/10.1016/..
 
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9

How do corporate bond investors measure performance? Eviden..:

Dang, Thuy Duong ; Hollstein, Fabian ; Prokopczuk, Marcel
Journal of Banking & Finance.  142 (2022)  - p. 106553 , 2022
Link: https://doi.org/10.1016/..
 
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10

The world of anomalies: Smaller than we think?:

Hollstein, Fabian
Journal of International Money and Finance.  129 (2022)  - p. 102741 , 2022
Link: https://doi.org/10.1016/..
 
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11

"Empirical Asset Pricing" by Wayne Ferson:

Hollstein, Fabian
Financial Markets and Portfolio Management.  36 (2021)  1 - p. 119-121 , 2021
Link: https://doi.org/10.1007/..
 
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12

The memory of beta:

Becker, Janis ; Hollstein, Fabian ; Prokopczuk, Marcel.
Journal of Banking & Finance.  124 (2021)  - p. 106026 , 2021
Link: https://doi.org/10.1016/..
 
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13

Predictability in commodity markets: Evidence from more tha..:

Hollstein, Fabian ; Prokopczuk, Marcel ; Tharann, Björn.
Journal of Commodity Markets.  24 (2021)  - p. 100171 , 2021
Link: https://doi.org/10.1016/..
 
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14

Local, Regional, or Global Asset Pricing?:

Hollstein, Fabian
Journal of Financial and Quantitative Analysis.  57 (2021)  1 - p. 291-320 , 2021
Link: https://doi.org/10.1017/..
 
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15

The conditional capital asset pricing model revisited 

, In: Management science
evidence from high-frequency betas 
Hollstein, Fabian ; Prokopczuk, Marcel ; Wese Simen, Chardin. (2020)  6 - p. 2474-2494
Copies: Zentrale;
 
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