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subject:"CAPM"
~person:"Longstaff, Francis A."
~person:"Pedersen, Lasse Heje"
~subject:"Volatilität"
~type:"article"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
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16
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16
Portfolio selection
9
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9
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7
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7
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5
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1926-1985
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Longstaff, Francis A.
Pedersen, Lasse Heje
Zaremba, Adam
66
Fabozzi, Frank J.
36
Jarrow, Robert A.
36
Ferson, Wayne E.
33
Faff, Robert W.
32
Cakici, Nusret
31
Harvey, Campbell R.
29
Madan, Dilip B.
29
Hansen, Lars Peter
27
Zhou, Guofu
24
Hens, Thorsten
23
Lee, Cheng F.
23
Sehgal, Sanjay
23
Campbell, John Y.
21
Rubio, Gonzalo
21
Satchell, Stephen
21
Fama, Eugene F.
20
Fletcher, Jonathan
19
Levy, Haim
19
Cochrane, John H.
18
Duffie, Darrell
18
Kan, Raymond
18
Robotti, Cesare
18
Yang, Chunpeng
18
Bossaerts, Peter L.
17
Brennan, Michael J.
17
He, Xue-zhong
17
Renault, Eric
17
Shanken, Jay
17
Jagannathan, Ravi
16
Zhang, Lu
16
Auer, Benjamin R.
15
Bali, Turan G.
15
Guo, Hui
15
Lo, Andrew W.
15
Löffler, Andreas
15
Hommes, Cars H.
14
Hung, Mao-Wei
14
Li, Bin
14
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Journal of financial economics
10
The journal of finance : the journal of the American Finance Association
4
Advances in futures and options research : a research annual
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
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ECONIS (ZBW)
23
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1
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10
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23
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1
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
Saved in:
2
Asset mispricing
Lewis, Kurt F.
;
Longstaff, Francis A.
;
Petrasek, Lubomir
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 981-1006
Persistent link: https://www.econbiz.de/10012873109
Saved in:
3
The US Treasury floating rate note puzzle : is there a premium for mark-to-market stability?
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 637-658
Persistent link: https://www.econbiz.de/10012588340
Saved in:
4
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:
5
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:
6
Valuing thinly traded assets
Longstaff, Francis A.
- In:
Management science : journal of the Institute for …
64
(
2018
)
8
,
pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055
Saved in:
7
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
Saved in:
8
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:
9
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:
10
Portfolio claustrophobia: asset pricing in markets with illiquid assets
Longstaff, Francis A.
- In:
The American economic review
99
(
2009
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10003896623
Saved in:
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