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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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420
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418
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247
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247
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240
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Gesetz
Länderbericht
Aufsatz in Zeitschrift
172
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Hommes, Cars H.
7
Li, Kai
4
Akdeniz, Levent
3
Anufriev, Mikhail
3
Bidarkota, Prasad V.
3
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3
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2
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2
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2
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2
Zimper, Alexander
2
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1
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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
221
Finance research letters
183
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
116
Economics letters
107
Pacific-Basin finance journal
105
International review of economics & finance : IREF
96
Applied economics
94
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88
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
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
82
International journal of theoretical and applied finance
80
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80
The North American journal of economics and finance : a journal of financial economics studies
80
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77
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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
68
Journal of economic theory
65
Annals of finance
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The journal of portfolio management : a publication of Institutional Investor
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Journal of mathematical economics
56
The journal of real estate finance and economics
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Advances in futures and options research : a research annual
50
Applied economics letters
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Quantitative finance
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Review of finance : journal of the European Finance Association
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Journal of risk and financial management : JRFM
48
The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
172
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71
Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
Zimper, Alexander
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 610-628
Persistent link: https://www.econbiz.de/10009554332
Saved in:
72
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
De Giorgi, Enrico
;
Legg, Shane
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 951-972
Persistent link: https://www.econbiz.de/10009573428
Saved in:
73
Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Marsili, Matteo
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
Saved in:
74
Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
Saved in:
75
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Saved in:
76
Management compensation and market timing under portfolio constraints
Agarwal, Vikas
;
Gómez, Juan-Pedro
;
Priestley, Richard
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1600-1625
Persistent link: https://www.econbiz.de/10009701968
Saved in:
77
Relative risk aversion and the transmission of financial crises
Boschi, Melisso
;
Goenka, Aditya
- In:
Journal of economic dynamics & control
36
(
2012
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10009422352
Saved in:
78
Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available
Roche, Hervé
- In:
Journal of economic dynamics & control
35
(
2011
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10009127686
Saved in:
79
Pricing of the time-change risks
Shaliastovich, Ivan
;
Tauchen, George Eugene
- In:
Journal of economic dynamics & control
35
(
2011
)
6
,
pp. 843-858
Persistent link: https://www.econbiz.de/10009241677
Saved in:
80
Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends
Zhu, Mei
;
Wang, Duo
;
Guo, Maozheng
- In:
Journal of economic dynamics & control
35
(
2011
)
1
,
pp. 131-147
Persistent link: https://www.econbiz.de/10009127679
Saved in:
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