Franz Insam

University of Innsbruck

Universitätsstraße 15

Innsbruck, Innsbruck 6020

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

259

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Return Contributions of Factors and Characteristics in an Integrated Asset Pricing Approach

Number of pages: 56 Posted: 17 Oct 2017 Last Revised: 31 Oct 2017
Matthias Bank and Franz Insam
University of Innsbruck and University of Innsbruck
Downloads 158 (309,296)
Citation 2

Abstract:

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Asset Pricing, Stock Characteristics, Seasonalities

2.

Taste for Characteristics or Risk Factor Aversion? Evidence from Institutional Demand

Number of pages: 75 Posted: 02 May 2022 Last Revised: 28 Oct 2022
Matthias Bank, Franz Insam and Jochen Lawrenz
University of Innsbruck, University of Innsbruck and University of Innsbruck
Downloads 101 (434,025)
Citation 1

Abstract:

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factor models, characteristics, anomalies, institutional investors