//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of finance"
~isPartOf:"International review of financial analysis"
~person:"Vendrame, Vasco"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CAPM-Kapitalmarktmodell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
3
Estimation
2
Schätzung
2
Theorie
2
Theory
2
Aktienmarkt
1
Asset pricing
1
Bear market
1
Bull market
1
Capital income
1
Conditional CAPM
1
Conditional models
1
Cross-section
1
Higher moments
1
Higher-moments
1
Individual assets
1
Kapitaleinkommen
1
Kurtosis
1
Markov chain
1
Markov-Kette
1
Portfolio selection
1
Portfolio-Management
1
Regime switching
1
Regime-switching
1
Skewness
1
Statistical distribution
1
Statistische Verteilung
1
Stock market
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Vendrame, Vasco
Madan, Dilip B.
8
Zaremba, Adam
5
Zhong, Angel
5
Guermat, Cherif
4
Brooks, Chris
3
Tucker, Jon
3
Anderson, Keith
2
Bartholdy, Jan
2
Bottazzi, Giulio
2
Cho, Sungjun
2
Dieci, Roberto
2
Escobar, Marcos
2
Evstigneev, Igor V.
2
Fieberg, Christian
2
Gray, Philip K.
2
Jarrow, Robert A.
2
Li, Kai
2
Li, Youwei
2
Mandal, Anandadeep
2
O'Sullivan, Niall
2
Peare, Paula
2
Peat, Maurice
2
Poshakwale, Sunil S.
2
Qadan, Mahmoud
2
Sarantsev, Andrey
2
Schoutens, Wim
2
Siu, Tak Kuen
2
Smith, Simon C.
2
Suzuki, Masataka
2
Teulon, Frédéric
2
Thijssen, Jacco J. J.
2
Yor, Marc
2
Abad Díaz, David
1
Acheampong, Albert
1
Aharon, David Y.
1
Ahmad, Fawad
1
Ahmed, Shamim
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Alessi, Lucia
1
more ...
less ...
Published in...
All
Annals of finance
International review of financial analysis
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A conditional higher-moment CAPM
Vendrame, Vasco
;
Guermat, Cherif
;
Tucker, Jon
- In:
International review of financial analysis
86
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248411
Saved in:
2
A conditional regime switching CAPM
Vendrame, Vasco
;
Guermat, Cherif
;
Tucker, Jon
- In:
International review of financial analysis
56
(
2018
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012006196
Saved in:
3
Some extensions of the CAPM for individual assets
Vendrame, Vasco
;
Tucker, Jon
;
Guermat, Cherif
- In:
International review of financial analysis
44
(
2016
),
pp. 78-85
Persistent link: https://www.econbiz.de/10011623808
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->