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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and stochastics"
~isPartOf:"Management Science"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
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CAPM
Portfolio selection
636
Portfolio-Management
636
Theorie
359
Theory
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150
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150
Capital income
76
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76
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Bossaerts, Peter L.
2
Das, Sanjiv R.
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Frey, Rüdiger
2
Lo, Andrew W.
2
Uppal, Raman
2
Vassalou, Maria
2
Arduca, Maria
1
Barberis, Nicholas
1
Becherer, Dirk
1
Bensoussan, Alain
1
Bick, Avi
1
Boyle, Phelim P.
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
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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
Franke, Günter
1
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1
George, Thomas J.
1
Giglio, Stefano
1
Guan Lim, Kian
1
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1
Gérard, Bruno
1
Harvey, Campbell R.
1
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Discussion paper / Centre for Economic Policy Research
Finance and stochastics
Management Science
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
64
NBER working paper series
64
Journal of financial economics
56
Finance research letters
54
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
51
NBER Working Paper
39
International review of financial analysis
36
The review of financial studies
36
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The journal of portfolio management : a publication of Institutional Investor
35
The journal of asset management
34
International review of economics & finance : IREF
33
Journal of economic dynamics & control
33
Research paper series / Swiss Finance Institute
28
Journal of investment management : JOIM
27
Applied economics
26
Economic modelling
24
Journal of international financial markets, institutions & money
23
The European journal of finance
23
European journal of operational research : EJOR
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International journal of theoretical and applied finance
21
Journal of financial and quantitative analysis : JFQA
21
The North American journal of economics and finance : a journal of financial economics studies
21
Quantitative finance
20
Annals of finance
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Discussion papers / CEPR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Financial markets and portfolio management
17
Swiss Finance Institute Research Paper
17
Journal of risk and financial management : JRFM
16
Pacific-Basin finance journal
16
Journal of economic theory
15
Review of quantitative finance and accounting
15
Risks : open access journal
15
Applied economics letters
14
Investment management and financial innovations
14
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ECONIS (ZBW)
61
RePEc
1
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
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:
3
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:
4
A continuous-time asset market game with short-lived assets
Zhitlukhin, M. V.
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 587-630
Persistent link: https://www.econbiz.de/10013440236
Saved in:
5
Consumption in incomplete markets
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 383-422
Persistent link: https://www.econbiz.de/10012253363
Saved in:
6
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
7
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
8
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:
9
Model-independent superhedging under
portfolio
constraints
Fahim, Arash
;
Huang, Yu-Jui
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 51-81
Persistent link: https://www.econbiz.de/10011459952
Saved in:
10
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
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