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~isPartOf:"Annals of finance"
~isPartOf:"Quantitative finance"
~subject:"Anlageverhalten"
~subject:"Portfolio selection"
~subject:"United States"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Anlageverhalten
Portfolio selection
United States
CAPM
112
Theorie
61
Theory
61
Portfolio-Management
40
Stochastic process
25
Stochastischer Prozess
25
Option pricing theory
24
Optionspreistheorie
24
Capital income
23
Kapitaleinkommen
23
Risiko
19
Risk
19
Volatility
16
Volatilität
16
Börsenkurs
15
Risikoprämie
15
Risk premium
15
Share price
15
Asset pricing
14
Estimation
12
Schätzung
12
Financial market
10
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Derivat
8
Derivative
8
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8
Prognoseverfahren
8
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7
Arbitrage
7
Erwartungsbildung
7
Expectation formation
7
Financial economics
7
Kapitalmarkttheorie
7
Martingal
7
Martingale
7
Risikoaversion
7
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7
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Article
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46
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Ding, Rui
2
Escobar, Marcos
2
Jarrow, Robert A.
2
Ap Gwilym, Owain
1
Babaei, Esmaeil
1
Bae, Jinho
1
Barbachan, José Santiago Fajardo
1
Belkov, Sergei
1
Bianchi, Michele Leonardo
1
Bottazzi, Giulio
1
Brown, Martin
1
Buckley, Winston
1
Chen, Yu
1
Cheng, Enoch
1
Chung, Munki
1
Clark, Brian
1
Cornell, Bradford
1
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1
Curran, Michael
1
Cvitanić, Jakša
1
Davison, Matt
1
Dentcheva, Darinka
1
Dindo, Pietro
1
Ding, Wenjie
1
Dong, Juan
1
Drokin, Yaroslav
1
Edirisinghe, Chanaka
1
Evstigneev, Igor V.
1
Fabozzi, Frank J.
1
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1
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Annals of finance
Quantitative finance
The journal of finance : the journal of the American Finance Association
134
Working paper / National Bureau of Economic Research, Inc.
131
The review of financial studies
129
Journal of financial economics
112
Journal of banking & finance
99
NBER working paper series
79
Finance research letters
71
Journal of empirical finance
71
International review of financial analysis
55
Journal of financial and quantitative analysis : JFQA
54
International review of economics & finance : IREF
50
Journal of economic dynamics & control
47
NBER Working Paper
47
Management science : journal of the Institute for Operations Research and the Management Sciences
43
The North American journal of economics and finance : a journal of financial economics studies
41
The journal of portfolio management : a publication of Institutional Investor
41
Applied economics
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Research paper series / Swiss Finance Institute
36
The European journal of finance
36
The journal of asset management
36
Review of quantitative finance and accounting
33
Discussion paper / Centre for Economic Policy Research
32
The journal of futures markets
32
Journal of international financial markets, institutions & money
31
Economic modelling
29
Journal of investment management : JOIM
29
Pacific-Basin finance journal
29
Journal of international money and finance
27
Working paper
26
Applied financial economics
24
Discussion papers / CEPR
24
International journal of theoretical and applied finance
24
The financial review : the official publication of the Eastern Finance Association
23
Advances in futures and options research : a research annual
22
European journal of operational research : EJOR
22
Journal of political economy
22
Swiss Finance Institute Research Paper
21
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ECONIS (ZBW)
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1
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil
- In:
Annals of finance
20
(
2024
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
5
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
6
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
7
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
8
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
9
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
10
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
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