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~accessRights:"free"
~accessRights:"restricted"
~person:"Tamoni, Andrea"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Investment-based asset pricing"
~subject:"Nachhaltigkeit"
~subject:"Volatility"
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CAPM
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Tamoni, Andrea
Gupta, Rangan
148
McAleer, Michael
85
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58
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57
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56
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50
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48
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41
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39
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37
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37
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36
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36
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35
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35
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34
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34
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33
Demirer, Rıza
33
Salisu, Afees A.
32
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31
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31
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30
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29
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27
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26
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24
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23
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23
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
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1
ESG risk and returns implied by demand-based asset pricing models
Zhang, Chi
;
Li, Xinyang
;
Tamoni, Andrea
;
Beek, Misha van
; …
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 203-221
Persistent link: https://www.econbiz.de/10014583393
Saved in:
2
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
3
Dynamic asset (mis)pricing : build-up versus resolution anomalies
Binsbergen, Jules H. van
;
Boons, Martijn
;
Opp, Christian
; …
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 406-431
Persistent link: https://www.econbiz.de/10013549854
Saved in:
4
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
5
When it rains it pours : cascading uncertainty shocks
Diercks, Anthony M.
;
Hsu, Alex
;
Tamoni, Andrea
-
2020
-
This version: August 10, 2020
Persistent link: https://www.econbiz.de/10012389084
Saved in:
6
Expectations and aggregate risk
Bretscher, Lorenzo
;
Malkhozov, Aytek
;
Tamoni, Andrea
- In:
Journal of monetary economics
123
(
2021
),
pp. 91-108
Persistent link: https://www.econbiz.de/10013273698
Saved in:
7
Dynamic asset (mis)pricing : build-up vs. resolution anomalies
Binsbergen, Jules H. van
;
Boons, Martijn
;
Opp, Christian
; …
-
2021
Persistent link: https://www.econbiz.de/10012589585
Saved in:
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