Jörg Seidel

University of Hamburg - Faculty of Economics and Business Administration, Chair of Corporate and Ship Finance

Ph.D. candidate

Von-Melle-Park 5

Hamburg, 20146

Germany

http://www.iff-uhh.de/en/team/usf/joerg-seidel.html

SCHOLARLY PAPERS

3

DOWNLOADS

252

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Leveraged CAPM

Number of pages: 38 Posted: 15 Jan 2010 Last Revised: 23 Aug 2010
Jörg Seidel
University of Hamburg - Faculty of Economics and Business Administration, Chair of Corporate and Ship Finance
Downloads 158 (194,718)

Abstract:

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CAPM, beta, leverage, size effect, contrarian effect, anomaly

2.

Leverage, Beta Estimation, and the Size Effect

Number of pages: 46 Posted: 03 Aug 2014
Wolfgang Drobetz, Iwan Meier and Jörg Seidel
University of Hamburg, HEC Montreal - Department of Finance and University of Hamburg - Faculty of Economics and Business Administration, Chair of Corporate and Ship Finance
Downloads 94 (286,938)
Citation 1

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Size effect, capital asset pricing model, leverage, estimation

3.

Ship Funds as a New Asset Class: An Empirical Analysis of the Relationship between Spot and Forward Prices in Freight Markets

Journal of Asset Management, Vol. 9, No. 2, pp. 102-120, 2008
Posted: 26 Jul 2008
Justus-Liebig-University Giessen, University of Hamburg and University of Hamburg - Faculty of Economics and Business Administration, Chair of Corporate and Ship Finance

Abstract:

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asset management, ship funds, freight markets, VEC model