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subject:"General equilibrium"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"Renault, Eric"
~subject:"CAPM"
~type_genre:"Konferenzschrift"
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General equilibrium
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123
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123
Portfolio selection
43
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19
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19
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14
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Fabozzi, Frank J.
Renault, Eric
Jarrow, Robert A.
27
Madan, Dilip B.
22
Pi, Jiancai
22
Chaudhuri, Sarbajit
19
Hansen, Lars Peter
18
Ferson, Wayne E.
16
Kubler, Felix
16
Robinson, Sherman
16
Zhou, Guofu
16
Schmedders, Karl
15
Cochrane, John H.
14
Duffie, Darrell
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13
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13
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13
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13
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13
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12
Lee, Cheng F.
12
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12
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11
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11
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11
Epstein, Larry G.
11
He, Xue-zhong
11
Hens, Thorsten
11
Hertel, Thomas W.
11
Lioui, Abraham
11
Longstaff, Francis A.
11
McGregor, Peter G.
11
Rutherford, Thomas F.
11
Shanken, Jay
11
Stambaugh, Robert F.
11
Zhang, Pengqing
11
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10
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10
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Journal of financial econometrics
6
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2
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ECONIS (ZBW)
23
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23
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
3
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
4
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
5
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
6
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C.
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Saved in:
7
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
8
Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
Saved in:
9
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
10
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
Saved in:
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