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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of economic theory"
~isPartOf:"Journal of monetary economics"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"USA"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
357
Theorie
218
Theory
218
Capital income
92
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92
Portfolio selection
85
Portfolio-Management
85
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75
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75
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58
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48
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48
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Bianchi, Francesco
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Ghysels, Eric
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Ljungqvist, Alexander
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Adrian, Tobias
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Aiyagari, Sudhakar Rao
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1
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Bali, Turan G.
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Discussion paper / Centre for Economic Policy Research
Discussion papers / CEPR
Journal of economic theory
Journal of monetary economics
The journal of portfolio management : a publication of Institutional Investor
The journal of finance : the journal of the American Finance Association
111
The review of financial studies
106
Working paper / National Bureau of Economic Research, Inc.
91
Journal of financial economics
43
Journal of financial and quantitative analysis : JFQA
35
The journal of futures markets
29
Journal of banking & finance
28
Advances in futures and options research : a research annual
21
Journal of political economy
21
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18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Working paper
17
Journal of international money and finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The financial review : the official publication of the Eastern Finance Association
13
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The journal of real estate finance and economics
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Real estate economics : journal of the American Real Estate and Urban Economics Association
12
Review of quantitative finance and accounting
12
The journal of financial research
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Applied financial economics
11
Quarterly journal of business and economics : QJBE
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Macroeconomic dynamics
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The European journal of finance
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Advances in quantitative analysis of finance and accounting : a research annual
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International review of financial analysis
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Journal of economics & business
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Working papers / Rodney L. White Center for Financial Research
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American journal of agricultural economics
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Finance and economics discussion series
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Journal of international financial markets, institutions & money
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Review of futures markets
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Discussion papers in economics
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ECONIS (ZBW)
45
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Risks and risk premia in the US treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014422634
Saved in:
2
Monetary-based asset pricing : a mixed-frequency structural approach
Bianchi, Francesco
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2022
Persistent link: https://www.econbiz.de/10013271513
Saved in:
3
Testing disagreement models
Chang, Yen-Cheng
;
Hsiao, Pei-Jie
;
Ljungqvist, Alexander
; …
-
2020
Persistent link: https://www.econbiz.de/10012230238
Saved in:
4
Great expectations : a tactical asset allocation framework for diversified real asset portfolios
Simonian, Joseph
;
Wu, Chenwei
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 38-45
Persistent link: https://www.econbiz.de/10012016812
Saved in:
5
The low-minus-high portfolio and the factor zoo
Andrei, Daniel
;
Cujean, Julien
;
Fournier, Mathieu
-
2019
Persistent link: https://www.econbiz.de/10012208010
Saved in:
6
Asset allocation and factor investing : an integrated approach
Bergeron, Alain
;
Kritzman, Mark
;
Sivitsky, Gleb
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 32-38
Persistent link: https://www.econbiz.de/10011878269
Saved in:
7
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
-
2018
Persistent link: https://www.econbiz.de/10011900163
Saved in:
8
Performance control and risk calibration in the Black-Litterman model
Tee, Chyng Wen
;
Huang, Shirley
;
Lim, Kian-Guan
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 126-135
Persistent link: https://www.econbiz.de/10011687171
Saved in:
9
The Black-Litterman approach and views from predictive regressions : theory and implementation
Geyer, Alois
;
Lučivjanská, Katarína
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 38-48
Persistent link: https://www.econbiz.de/10011686085
Saved in:
10
The cost of capital of the financial sector
Adrian, Tobias
;
Friedman, Evan
;
Muir, Tyler
-
2015
Persistent link: https://www.econbiz.de/10011440918
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