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isPartOf:"MPRA Paper"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
~subject:"appreciation"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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CAPM
appreciation
Volatility
74
Volatilität
74
Capital income
30
Kapitaleinkommen
30
Estimation
24
Schätzung
24
Börsenkurs
22
Share price
22
Option pricing theory
20
Optionspreistheorie
20
Risiko
18
Risk
18
Theorie
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Risikoprämie
17
Risk premium
17
Option trading
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volatility
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asset pricing
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English
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Hasler, Michael
2
Ai, Hengjie
1
Andrei, Daniel
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bekaert, Geert
1
Bikbov, Ruslan
1
Carlin, Bruce Ian
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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MPRA Paper
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial economics
44
Journal of banking & finance
31
Journal of empirical finance
26
Finance research letters
25
Journal of econometrics
24
International review of economics & finance : IREF
21
Journal of economic dynamics & control
20
International review of financial analysis
17
The review of financial studies
17
Economic modelling
15
International journal of theoretical and applied finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics
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Economics letters
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative finance
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Annals of finance
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Applied financial economics
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Quantitative economics : QE ; journal of the Econometric Society
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
7
Journal of monetary economics
7
European journal of operational research : EJOR
6
Journal of economic behavior & organization : JEBO
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Journal of economic theory
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Journal of mathematical finance
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Journal of political economy
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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ECONIS (ZBW)
21
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1
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
2
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
3
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
4
Belief dispersion and convex cost of adjustment in the stock market and in the real economy
Jouini, Elyès
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4190-4209
Persistent link: https://www.econbiz.de/10014338339
Saved in:
5
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
6
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
7
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
Saved in:
8
Risk aversion sensitive real business cycles
Chen, Zhanhui
;
Cooper, Ilan
;
Ehling, Paul
;
Xiouros, Costas
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
Saved in:
9
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
10
Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.
;
Li, Haitao
;
Wang, Shujing
;
Yu, Cindy
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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