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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~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
424
Theorie
274
Theory
274
USA
118
Capital income
86
Kapitaleinkommen
86
Börsenkurs
64
Share price
64
Portfolio selection
62
Risikoprämie
61
Risk premium
61
Estimation
44
Schätzung
44
Risiko
34
Risk
34
Volatility
31
Volatilität
31
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
24
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24
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23
Expectation formation
23
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22
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22
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21
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Zinsstruktur
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164
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Ferson, Wayne E.
7
Fama, Eugene F.
5
French, Kenneth Ronald
5
Harvey, Campbell R.
4
Jagannathan, Ravi
4
Cochrane, John H.
3
Bansal, Ravi
2
Branger, Nicole
2
Brennan, Michael J.
2
Dittmar, Robert F.
2
Driessen, Joost
2
Elton, Edwin J.
2
Jacobs, Kris
2
Knez, Peter J.
2
Leippold, Markus
2
Lioui, Abraham
2
Lo, Andrew W.
2
Michaely, Roni
2
Nieuwerburgh, Stijn van
2
O'Hara, Maureen
2
Richardson, Matthew
2
Shanken, Jay
2
Singleton, Kenneth J.
2
Titman, Sheridan
2
Torous, Walter N.
2
Wang, Jiang
2
Wang, Kevin Q.
2
Wenzelburger, Jan
2
Affleck-Graves, John F.
1
Agarwal, Vikas
1
Allen, Franklin
1
Anderson, Christopher W.
1
Anufriev, Mikhail
1
Athanasoulis, Stefano
1
Atmaz, Adem
1
Aït-Sahalia, Yacine
1
Balduzzi, Pierluigi
1
Bao, Jack
1
Barberis, Nicholas
1
Basak, Gopal
1
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American Finance Association
3
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Journal of economic dynamics & control
The journal of finance : the journal of the American Finance Association
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
Management science : journal of the Institute for Operations Research and the Management Sciences
39
The journal of asset management
36
Applied economics
33
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
Working paper
26
Applied financial economics
24
International journal of theoretical and applied finance
24
Journal of international money and finance
24
Annals of finance
23
Advances in futures and options research : a research annual
22
Discussion papers / CEPR
22
European journal of operational research : EJOR
22
Journal of political economy
22
Quantitative finance
21
The financial review : the official publication of the Eastern Finance Association
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Finance and stochastics
19
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ECONIS (ZBW)
168
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
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
A new test of risk factor relevance
Chinco, Alex
;
Hartzmark, Samuel M.
;
Sussman, Abigail B.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2183-2238
Persistent link: https://www.econbiz.de/10013279808
Saved in:
4
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
5
Stock market and no-dividend stocks
Atmaz, Adem
;
Başak, Suleyman
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 545-599
Persistent link: https://www.econbiz.de/10012796522
Saved in:
6
Asset pricing with cohort-based trading in MBS markets
Fusari, Nicola
;
Li, Wei
;
Liu, Haoyang
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3249-3287
Persistent link: https://www.econbiz.de/10013464253
Saved in:
7
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
8
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:
9
Testing disagreement models
Chang, Yen-Cheng
;
Hsiao, Pei-Jie
;
Ljungqvist, Alexander
; …
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2239-2285
Persistent link: https://www.econbiz.de/10013279813
Saved in:
10
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
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