| Dokumenttyp | Erscheinungsjahr | Titel | Autoren | Herausgeber |
|---|
| article | 2024 | Predicting the equity premium around the globe: Comprehensive evidence from a large sample | Hollstein, Fabian; Prokopczuk, Marcel; Tharann, Björn; Wese Simen, Chardin | |
| article | 2024 | Estimating Stock Market Betas via Machine Learning | Drobetz, Wolfgang; Hollstein, Fabian; Otto, Tizian; Prokopczuk, Marcel | |
| article | 2024 | Measuring tail risk | Dierkes, Maik; Hollstein, Fabian; Prokopczuk, Marcel; Würsig, Christoph Matthias | |
| article | 2023 | Market power and systematic risk | Hollstein, Fabian; Prokopczuk, Marcel; Würsig, Christoph Matthias | |
| article | 2023 | Probability distortions, collectivism, and international stock prices | Hollstein, Fabian; Sejdiu, Vulnet | |
| article | 2023 | How Robust are Empirical Factor Models to the Choice of Breakpoints? | Hollstein, Fabian; Prokopczuk, Marcel; Voigts, Victoria | |
| article | 2023 | Which Factors for Corporate Bond Returns? | Dang, Thuy Duong; Hollstein, Fabian; Prokopczuk, Marcel | |
| article | 2022 | Testing Factor Models in the Cross-Section | Hollstein, Fabian; Prokopczuk, Marcel | |
| article | 2022 | How do corporate bond investors measure performance? Evidence from mutual fund flows | Dang, Thuy Duong; Hollstein, Fabian; Prokopczuk, Marcel | |
| article | 2022 | The world of anomalies: Smaller than we think? | Hollstein, Fabian | |
https://orcid.org/0000-0002-0838-1544