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~isPartOf:"Applied financial economics"
~subject:"Portfolio-Management"
~subject:"United States"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Portfolio-Management
United States
CAPM
77
Capital income
27
Kapitaleinkommen
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Theorie
23
Theory
23
Estimation
22
Schätzung
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Berger, Dave
2
Andreu Sugranyes, Jordi
1
Asgharian, Hossein
1
Booth, G. Geoffrey
1
Chen, Brandon
1
Dean, Warren G.
1
Dorfman, Jeffrey H.
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Dunis, C. L.
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Duqi, Andi
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Ernstberger, Jürgen
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Applied financial economics
The journal of finance : the journal of the American Finance Association
129
The review of financial studies
127
Working paper / National Bureau of Economic Research, Inc.
125
Journal of financial economics
97
Journal of banking & finance
88
Journal of empirical finance
69
NBER working paper series
69
Finance research letters
62
Journal of financial and quantitative analysis : JFQA
52
International review of economics & finance : IREF
44
International review of financial analysis
44
The journal of portfolio management : a publication of Institutional Investor
41
NBER Working Paper
40
Journal of economic dynamics & control
39
Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of asset management
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Applied economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
The European journal of finance
32
The journal of futures markets
32
Journal of international financial markets, institutions & money
29
Journal of investment management : JOIM
29
Research paper series / Swiss Finance Institute
29
The North American journal of economics and finance : a journal of financial economics studies
28
Discussion paper / Centre for Economic Policy Research
27
Economic modelling
27
Review of quantitative finance and accounting
26
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26
International journal of theoretical and applied finance
24
Journal of international money and finance
24
Annals of finance
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Advances in futures and options research : a research annual
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European journal of operational research : EJOR
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Journal of political economy
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Quantitative finance
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The financial review : the official publication of the Eastern Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
2
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
3
Achieving superior performance with the Morningsstar's Tortoise and Hare portfolios
Kenny, Peppi M.
;
Johnson, Don T.
;
Kunkel, Robert A.
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1865-1870
Persistent link: https://www.econbiz.de/10010337246
Saved in:
4
Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 551-560
Persistent link: https://www.econbiz.de/10009750714
Saved in:
5
Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
Saved in:
6
Financial turbulence and beta estimation
Berger, Dave
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009718964
Saved in:
7
Testing for contagion in US industry portfolios : a four-factor pricing approach
Milunovich, George
;
Tan, Antony
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 15-26
Persistent link: https://www.econbiz.de/10009719046
Saved in:
8
Dynamic asset beta measurement
Chen, Brandon
;
Reeves, Jonathan J.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1655-1664
Persistent link: https://www.econbiz.de/10009715938
Saved in:
9
Building proxies that capture time-variation in expected returns using a VAR approach
Sousa, Ricardo M.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 147-163
Persistent link: https://www.econbiz.de/10009124657
Saved in:
10
Feedback trading and the behavioural ICAPM : multivariate evidence across international equity and bond markets
Dean, Warren G.
;
Faff, Robert W.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1665-1678
Persistent link: https://www.econbiz.de/10009385058
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