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subject:"CAPM"
~isPartOf:"Journal of financial economics"
~person:"Bali, Turan G."
~person:"Pedersen, Lasse Heje"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
Capital income
7
Kapitaleinkommen
7
Theorie
6
Theory
6
Portfolio selection
5
Portfolio-Management
5
Forecasting model
4
Prognoseverfahren
4
Risiko
4
Risikoprämie
4
Risk
4
Risk premium
4
Asset pricing
3
Beta risk
3
Betafaktor
3
Estimation
3
Schätzung
3
Börsenkurs
2
Capital market returns
2
Corporate bond
2
Hedging
2
Kapitalmarktrendite
2
Leverage constraints
2
Return predictability
2
Risikoaversion
2
Risk aversion
2
Share price
2
Systematic risk
2
Time series analysis
2
Unternehmensanleihe
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Aktienmarkt
1
Asset prices
1
Beta
1
Betriebliche Liquidität
1
Corporate bonds
1
Corporate liquidity
1
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English
11
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Bali, Turan G.
Pedersen, Lasse Heje
Fama, Eugene F.
6
Bakshi, Gurdip S.
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Harvey, Campbell R.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ball, Ray
4
Boons, Martijn
4
Ferson, Wayne E.
4
Kelly, Bryan T.
4
Linnainmaa, Juhani
4
Longstaff, Francis A.
4
Moskowitz, Tobias J.
4
Wang, Junbo
4
Avramov, Doron
3
Barroso, Pedro
3
Hou, Kewei
3
Kothari, S. P.
3
Langlois, Hugues
3
Nagel, Stefan
3
Novy-Marx, Robert
3
Pástor, Ľuboš
3
Robotti, Cesare
3
Sadka, Ronnie
3
Santa-Clara, Pedro
3
Timmermann, Allan
3
Wu, Chunchi
3
Zhang, Lu
3
Zhou, Guofu
3
Acharya, Viral V.
2
Adrian, Tobias
2
Ai, Hengjie
2
Amihud, Yakov
2
Andrei, Daniel
2
Bai, Hang
2
Bai, Jennie
2
Bartram, Söhnke M.
2
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Journal of financial economics
Georgetown McDonough School of Business Research Paper
6
Working paper / National Bureau of Economic Research, Inc.
5
Management science : journal of the Institute for Operations Research and the Management Sciences
3
NBER Working Paper
3
NBER working paper series
3
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
Discussion paper / Centre for Economic Policy Research
2
Journal of financial and quantitative analysis : JFQA
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
China finance review international
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and economics discussion series
1
Fisher College of Business Working Paper
1
Foundations and trends in finance
1
IFA working paper
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Koç University - TÜSİAD Economic Research Forum working paper series
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ECONIS (ZBW)
11
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1
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
2
Betting against correlation : testing theories of the low-risk effect
Asness, Cliff
;
Frazzini, Andrea
;
Gormsen, Niels
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012543201
Saved in:
3
Generalized recovery
Jensen, Christian Skov
;
Lando, David
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 154-174
Persistent link: https://www.econbiz.de/10012164075
Saved in:
4
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
5
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
6
Betting against beta
Frazzinia, Andrea
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
Saved in:
7
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
8
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Saved in:
9
The intertemporal relation between expected returns and risk
Bali, Turan G.
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 101-131
Persistent link: https://www.econbiz.de/10003628885
Saved in:
10
Asset pricing with liquidity risk
Acharya, Viral V.
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
77
(
2005
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10003052543
Saved in:
1
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