News of the Institute for Finance and Commodity Markets

The Working Paper "The Conditional CAPM Revisited: Evidence from High-Frequency Betas" authored by … The Working Paper "The Conditional CAPM Revisited: Evidence from …

The Working Paper "Estimating Beta: Forecast Adjustments and the Impact of Stock Characteristics for a Broad … The Working Paper "Estimating Beta: Forecast Adjustments and the …

The Working Paper "The Risk Premium of Gold" authored by Duc Binh Benno Nguyen, Marcel Prokopczuk and … The Working Paper "The Risk Premium of Gold" authored by Duc …

The Working Paper "International Tail Riks and World Fear" authored by Fabian Hollstein, Duc Binh Benno … The Working Paper "International Tail Riks and World Fear"  …

The Working Paper "The Memory of Stock Return Volatility: Asset Pricing Implications" authored by Duc … The Working Paper "The Memory of Stock Return Volatility: Asset …

The Working Paper "Is Commodity Index Investing Profitable?" authored by Tobias Fethke and Marcel … The Working Paper "Is Commodity Index Investing Profitable?"  …

The Working Paper "Predicting the Equity Market with Option-Implied Variables" authored by Fabian … The Working Paper "Predicting the Equity Market with Option-Implied …

The Working Paper "The Term-Structure of Systematic and Idiosyncratic Risk" authored by Fabian … The Working Paper "The Term-Structure of Systematic and Idiosyncratic …

The dissertation of Dr. Duc Binh Benno Nguyen has been awarded with the sponsorship … The dissertation of Dr. Duc Binh Benno Nguyen has …