//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"Quantitative finance"
~type:"article"
~type:"journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"CAPM"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
140
Theorie
57
Theory
57
Portfolio selection
46
Portfolio-Management
46
Capital income
36
Kapitaleinkommen
36
Estimation
33
Schätzung
33
Risikoprämie
26
Risk premium
26
Volatility
24
Volatilität
24
Aktienmarkt
23
Asset pricing
23
Börsenkurs
23
Share price
23
Stock market
23
Stochastic process
20
Stochastischer Prozess
20
Risiko
18
Risk
18
Anlageverhalten
16
Behavioural finance
16
Option pricing theory
16
Optionspreistheorie
16
Beta risk
12
Betafaktor
12
Forecasting model
12
Prognoseverfahren
12
Financial economics
11
Kapitalmarkttheorie
11
China
8
Erwartungsbildung
8
Expectation formation
8
Risikomaß
8
Risk measure
8
Behavioral finance
7
Financial market
7
Finanzmarkt
7
more ...
less ...
Online availability
All
Undetermined
84
Free
10
Type of publication
All
Article
Journal
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
140
Aufsatz in Zeitschrift
140
Conference paper
2
Konferenzbeitrag
2
Language
All
English
140
Author
All
Yang, Chunpeng
9
Zaremba, Adam
4
Zhang, Rengui
4
Arouri, Mohamed
3
Guesmi, Khaled
3
Ormos, Mihály
3
Ren, Yu
3
An, Yunbi
2
Czapkiewicz, Anna
2
Ding, Rui
2
González-Urteaga, Ana
2
Li, Jinfang
2
Nguyen, Duc Khuong
2
Platania, Federico
2
Ruan, Xinfeng
2
Rubio, Gonzalo
2
Teulon, Frédéric
2
Xiong, Xiong
2
Yamazaki, Akira
2
Zhuo, Jin
2
Abbas, Qaisar
1
Abid, Ilyes
1
Agnello, Luca
1
Al-Shboul, Mohammad
1
Alaoui, Abdelkader O. el
1
Algaba, Andres
1
Ali Shah, Syed Zulfiqar
1
Aloui, Chaker
1
Anwar, Sajid
1
Ap Gwilym, Owain
1
Arshad, Shaista
1
Ayub, Usman
1
Bae, Kwangil
1
Bai, Ye
1
Bianchi, Michele Leonardo
1
Bin Xu
1
Boen, Lynn
1
Borenstein, Eliezer
1
Boudt, Kris
1
Cai, Chuangqun
1
more ...
less ...
Published in...
All
Economic modelling
Quantitative finance
Journal of financial economics
320
Journal of banking & finance
275
The journal of finance : the journal of the American Finance Association
248
The review of financial studies
224
Finance research letters
188
Journal of economic dynamics & control
174
Journal of empirical finance
162
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
109
Pacific-Basin finance journal
105
International review of economics & finance : IREF
96
Applied economics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
83
The European journal of finance
83
International journal of theoretical and applied finance
80
Journal of econometrics
80
The North American journal of economics and finance : a journal of financial economics studies
80
Applied financial economics
77
Finance and stochastics
74
Journal of monetary economics
74
The journal of futures markets
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of economic theory
66
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
56
The journal of real estate finance and economics
53
Applied economics letters
51
Advances in futures and options research : a research annual
50
Review of finance : journal of the European Finance Association
50
Journal of risk and financial management : JRFM
48
The financial review : the official publication of the Eastern Finance Association
48
The journal of asset management
48
more ...
less ...
Source
All
ECONIS (ZBW)
140
Showing
1
-
10
of
140
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The return on everything and the business cycle in production economies
Fehrle, Daniel
;
Heiberger, Christopher
- In:
Economic modelling
136
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014549145
Saved in:
2
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
3
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
4
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:
5
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:
6
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:
7
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:
8
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
9
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:
10
Mean-variance portfolio with wealth and volatility dependent risk aversion
Liu, Shican
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 735-751
Persistent link: https://www.econbiz.de/10015050791
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->