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~isPartOf:"Journal of economic dynamics & control"
~subject:"CAPM"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Book review"
~type_genre:"Gesetz"
~type_genre:"Länderbericht"
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CAPM
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427
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425
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248
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248
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248
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Hommes, Cars H.
7
Li, Kai
4
Akdeniz, Levent
3
Anufriev, Mikhail
3
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3
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2
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2
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1
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1
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1
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Journal of economic dynamics & control
Journal of financial economics
319
Journal of banking & finance
275
The journal of finance : the journal of the American Finance Association
240
The review of financial studies
224
Finance research letters
187
Journal of empirical finance
162
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
123
Management science : journal of the Institute for Operations Research and the Management Sciences
118
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Pacific-Basin finance journal
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96
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88
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
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87
Journal of international financial markets, institutions & money
84
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83
The European journal of finance
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74
The journal of futures markets
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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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Advances in futures and options research : a research annual
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Applied economics letters
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Journal of risk and financial management : JRFM
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91
Happiness maintenance and asset prices
Falato, Antonio
- In:
Journal of economic dynamics & control
33
(
2009
)
6
,
pp. 1247-1262
Persistent link: https://www.econbiz.de/10003844217
Saved in:
92
Investor heterogeneity, asset pricing and volatility dynamics
Weinbaum, David
- In:
Journal of economic dynamics & control
33
(
2009
)
7
,
pp. 1379-1397
Persistent link: https://www.econbiz.de/10003846757
Saved in:
93
More hedging instruments may destabilize markets
Brock, William A.
;
Hommes, Cars H.
;
Wagener, Florian …
- In:
Journal of economic dynamics & control
33
(
2009
)
11
,
pp. 1912-1928
Persistent link: https://www.econbiz.de/10003888582
Saved in:
94
A prototype model of speculative dynamics with position-based trading
Franke, Reiner
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1134-1158
Persistent link: https://www.econbiz.de/10003844197
Saved in:
95
A quartet of asset pricing models in nominal and real economies
Wei, Chao
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 154-165
Persistent link: https://www.econbiz.de/10003810178
Saved in:
96
Analytic solving of asset pricing models : the by force of habit case
Chen, Yu
;
Cosimano, Thomas F.
;
Himonas, Alex A.
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3631-3660
Persistent link: https://www.econbiz.de/10003782425
Saved in:
97
Asset prices with locally constrained-entropy recursive multiple-priors utility
Sbuelz, Alessandro
;
Trojani, Fabio
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3695-3717
Persistent link: https://www.econbiz.de/10003781001
Saved in:
98
Asset pricing with loss aversion
Grüne, Lars
;
Semmler, Willi
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3253-3274
Persistent link: https://www.econbiz.de/10003775836
Saved in:
99
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
100
Emergent and spontaneous computation of factor relationships from a large factor set
Wang, Zitian
;
Wang, Lili
;
Tan, Shaohua
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3939-3959
Persistent link: https://www.econbiz.de/10003804809
Saved in:
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