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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:"The European journal of finance"
~subject:"CAPM"
~type:"article"
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Duffie, Darrell
4
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3
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3
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2
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Discussion papers / CEPR
The European journal of finance
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51
Arbitrage violations and implied valuations : the option market
Ioffe, Ioulia D.
;
Prisman, Eliezer Zeev
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 298-317
Persistent link: https://www.econbiz.de/10010243641
Saved in:
52
Valuing a high-tech growth company : the case of EchoStar Communications Corporation
Trigeorgis, Lenos
;
Ioulianou, Sophocles
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 734-759
Persistent link: https://www.econbiz.de/10010244733
Saved in:
53
Gas storage valuation under limited market liquidity : an application in Germany
Felix, Bastian
;
Woll, Oliver
;
Weber, Christoph
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 715-733
Persistent link: https://www.econbiz.de/10010244737
Saved in:
54
An approach to asset pricing under incomplete and diverse perceptions
Eyster, Erik
;
Piccione, Michele
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1483-1506
Persistent link: https://www.econbiz.de/10009793482
Saved in:
55
Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory
;
Hagmann, Matthias
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
Saved in:
56
Ambiguity, learning, and asset returns
Ju, Nengjiu
;
Miao, Jianjun
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 559-591
Persistent link: https://www.econbiz.de/10009535006
Saved in:
57
Recent evidence on the performance and riskiness of contrarian portfolios
Galariotis, Emilios C.
- In:
The European journal of finance
18
(
2012
)
7/8
,
pp. 603-617
Persistent link: https://www.econbiz.de/10009666534
Saved in:
58
Did expected returns fall? : evidence from UK size portfolios
Vivian, Andrew
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 439-468
Persistent link: https://www.econbiz.de/10009615725
Saved in:
59
Time-varying stock returns and labor income risks in the US and UK
Li, Yuming
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
Saved in:
60
Do heterogeneous beliefs diversify market risk?
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 241-258
Persistent link: https://www.econbiz.de/10009155404
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