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subject:"CAPM"
~isPartOf:"Journal of financial economics"
~person:"Barroso, Pedro"
~person:"Pedersen, Lasse Heje"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
Theorie
7
Theory
7
Capital income
5
Kapitaleinkommen
5
Portfolio selection
5
Portfolio-Management
5
Asset pricing
3
Risikoprämie
3
Risk premium
3
Anlageverhalten
2
Behavioural finance
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Estimation
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Forecasting model
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Leverage constraints
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Prognoseverfahren
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Schätzung
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Sentiment
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Transaction costs
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Transaktionskosten
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Aktienmarkt
1
Anomalies
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Arbitrage risk
1
Asset prices
1
Beta
1
Beta risk
1
Betafaktor
1
Betriebliche Liquidität
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Börsenkurs
1
Capital market returns
1
Conditional asset pricing models
1
Consumption predictability
1
Corporate liquidity
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Efficient market hypothesis
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Effizienzmarkthypothese
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Financial market
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Barroso, Pedro
Pedersen, Lasse Heje
Fama, Eugene F.
6
Bakshi, Gurdip S.
5
Bali, Turan G.
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
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.
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
4
Swiss Finance Institute Research Paper
3
Discussion paper / Centre for Economic Policy Research
2
NBER Working Paper
2
NBER working paper series
2
Research paper series / Swiss Finance Institute
2
The journal of finance : the journal of the American Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Foundations and trends in finance
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IFA working paper
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ECONIS (ZBW)
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1
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro
;
Detzel, Andrew
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
Saved in:
2
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
Saved in:
3
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:
4
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:
5
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
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
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:
8
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:
9
Securities lending, shorting, and pricing
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
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