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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~person:"Lee, Cheng F."
~person:"Zinna, Gabriele"
~subject:"CAPM"
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Search: subject_exact:"CAPM"
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CAPM
Theorie
5
Theory
5
Capital income
4
Kapitaleinkommen
4
Estimation
3
Risikoprämie
3
Risk premium
3
Schätzung
3
USA
3
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1961-1985
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Lee, Cheng F.
Zinna, Gabriele
Duffie, Darrell
4
Bartram, Söhnke M.
3
Gagliardini, Patrick
3
Mazouz, Khelifa
3
Ross, Stephen A.
3
Sarno, Lucio
3
Satchell, Stephen
3
Vedolin, Andrea
3
Wei, K. C. John
3
Başak, Suleyman
2
Bessler, Wolfgang
2
Caballero, Ricardo J.
2
Cakici, Nusret
2
Chang, Jow-ran
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Connor, Gregory
2
Cox, John C.
2
Epstein, Larry G.
2
Faia, Ester
2
Feng, Xu
2
Fletcher, Jonathan
2
Grinblatt, Mark
2
Huang, Chi-fu
2
Huang, Lin
2
Hung, Mao-Wei
2
Ingersoll jr., Jonathan E.
2
Jarrow, Robert A.
2
Koijen, Ralph S. J.
2
Kostakis, Alexandros
2
Koutmos, Dimitrios
2
Kubler, Felix
2
Lee, Jack C.
2
Li, Yuming
2
Miao, Jianjun
2
Mills, Terence C.
2
Molavi, Pooya
2
Nam, Kiseok
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion papers / CEPR
Review of quantitative finance and accounting
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of economics & business
2
The quarterly review of economics and business : journal of the Midwest Economics Association
2
Advances in investment analysis and portfolio management : a research annual
1
EMG working paper series
1
Finance and stochastics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
Review of Pacific Basin financial markets and policies
1
Review of finance : journal of the European Finance Association
1
SpringerLink / Bücher
1
Temi di discussione / Banca d'Italia
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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ECONIS (ZBW)
11
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1
Risks and risk premia in the US treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014422634
Saved in:
2
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
Saved in:
3
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014235331
Saved in:
4
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
Saved in:
5
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
Saved in:
6
The evolution of capital asset pricing models
Shih, Yi-cheng
;
Chen, Sheng-syan
;
Lee, Cheng F.
;
Chen, …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 414-448
Persistent link: https://www.econbiz.de/10010391623
Saved in:
7
On a simple econometric approach for utility-based asset pricing model
Lee, Cheng F.
;
Lee, Jack C.
;
Ni, H. F.
;
Wu, C. C.
- In:
Review of quantitative finance and accounting
22
(
2004
)
4
,
pp. 331-344
Persistent link: https://www.econbiz.de/10002145902
Saved in:
8
An intertemporal CAPM approach to evaluate mutual fund performance
Chang, Jow-ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
20
(
2003
)
4
,
pp. 415-433
Persistent link: https://www.econbiz.de/10001773915
Saved in:
9
Alternate approach to unify CAPM and APT
Simaan, Yusif E.
- In:
Review of quantitative finance and accounting
2
(
1992
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001138003
Saved in:
10
Binomial option pricing with stochastic parameters : a beta distribution approach
Lee, Jack C.
- In:
Review of quantitative finance and accounting
1
(
1991
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001120877
Saved in:
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