All Stories

  1. Five Concerns with the Five-Factor Model

    Article • The Journal of Portfolio Management, March 2018, Institutional Investor Journals

    Dr Matthias X. Hanauer

  2. 25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen

    Article • Perspektiven der Wirtschaftspolitik, June 2017, De Gruyter

    Dr Matthias X. Hanauer, Christoph Kaserer

  3. The performance and replication success of synthetic hedge funds

    Article • Review of Financial Economics, April 2016, Wiley

    Dr Matthias X. Hanauer

  4. Size, Value, and Momentum in Emerging Market Stock Returns: Integrated or Segmented Pricing?

    Article • Asia-Pacific Journal of Financial Studies, April 2015, Wiley

    Dr Matthias X. Hanauer

  5. Is Japan Different? Evidence on Momentum and Market Dynamics

    Article • International Review of Finance, March 2014, Wiley

    Dr Matthias X. Hanauer

  6. Special Situation Funds

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Dr Matthias X. Hanauer

  7. A New Look at the Fama-French-Model: Evidence Based on Expected Returns

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Dr Matthias X. Hanauer

  8. Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Dr Matthias X. Hanauer