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~isPartOf:"Computational economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Erwartungsbildung"
~subject:"Portfolio selection"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Erwartungsbildung
Portfolio selection
CAPM
281
Theorie
174
Theory
174
USA
112
United States
112
Capital income
60
Kapitaleinkommen
60
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42
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Ferson, Wayne E.
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Kandel, Shmuel
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1
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1
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1
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1
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1
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1
Dammon, Robert Mark
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Das, Sanjiv R.
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Huang, Ming
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1
Keim, Donald B.
1
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1
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Computational economics
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
70
Journal of financial economics
68
NBER working paper series
68
Finance research letters
61
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
52
Journal of economic dynamics & control
46
The review of financial studies
43
NBER Working Paper
41
International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
39
International review of financial analysis
38
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35
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35
Research paper series / Swiss Finance Institute
31
Applied economics
28
Journal of investment management : JOIM
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Discussion papers / CEPR
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of finance
23
European journal of operational research : EJOR
23
Quantitative finance
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The European journal of finance
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Journal of international financial markets, institutions & money
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Finance and stochastics
21
International journal of theoretical and applied finance
21
Journal of financial and quantitative analysis : JFQA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of economic theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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Financial markets and portfolio management
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Journal of economic behavior & organization : JEBO
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Journal of financial markets
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
46
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1
Market clearing and Krusell-Smith algorithm in an economy with multiple assets
Bakota, Ivo
- In:
Computational economics
62
(
2023
)
3
,
pp. 1007-1045
Persistent link: https://www.econbiz.de/10014382858
Saved in:
2
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
3
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
Saved in:
4
Long-run risk : is it there?
Liu, Yukun
;
Matthies, Ben
- In:
The journal of finance : the journal of the American …
77
(
2022
)
3
,
pp. 1587-1633
Persistent link: https://www.econbiz.de/10013279745
Saved in:
5
Optimal portfolio choice under shadow costs with fixed assets when time-horizon is uncertain
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Computational economics
56
(
2020
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10012272014
Saved in:
6
A new characterization of equilibrium in a multi-period finance economy : a computational viewpoint
Won, Dongchul
- In:
Computational economics
53
(
2019
)
1
,
pp. 367-396
Persistent link: https://www.econbiz.de/10012134686
Saved in:
7
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
8
Contrarian behavior, information networks and heterogeneous expectations in an asset pricing model
Makarewicz, Tomasz
- In:
Computational economics
50
(
2017
)
2
,
pp. 231-279
Persistent link: https://www.econbiz.de/10011762381
Saved in:
9
A mean-variance benchmark for intertemporal portfolio theory
Cochrane, John H.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10010372430
Saved in:
10
Estimation and evaluation of conditional asset pricing models
Nagel, Stefan
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
3
,
pp. 873-910
Persistent link: https://www.econbiz.de/10009160333
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