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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of portfolio management : JPM"
~isPartOf:"The review of financial studies"
~person:"Campbell, John Y."
~person:"French, Kenneth Ronald"
~subject:"CAPM"
~subject:"Efficient market hypothesis"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Campbell, John Y.
French, Kenneth Ronald
Stambaugh, Robert F.
9
Zhang, Lu
9
Ferson, Wayne E.
8
Harvey, Campbell R.
8
Fama, Eugene F.
7
Shanken, Jay
7
Chordia, Tarun
6
Hansen, Lars Peter
6
Kelly, Bryan T.
6
Linnainmaa, Juhani
6
Pedersen, Lasse Heje
6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
Kan, Raymond
4
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4
Lo, Andrew W.
4
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4
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Journal of financial economics
Journal of political economy
The journal of portfolio management : JPM
The review of financial studies
The journal of finance : the journal of the American Finance Association
8
The American economic review
2
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of investment management : JOIM
1
Review of asset pricing studies
1
Swedish economic policy review
1
The Canadian journal of economics
1
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1
The Scandinavian journal of economics
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ECONIS (ZBW)
11
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1
Macroeconomic drivers of bond and equity risks
Campbell, John Y.
;
Pflueger, Carolin E.
;
Viceira, Luis M.
- In:
Journal of political economy
128
(
2020
)
8
,
pp. 3148-3185
Persistent link: https://www.econbiz.de/10012418035
Saved in:
2
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
3
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
4
Dissecting anomalies with a five-factor model
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10011447537
Saved in:
5
A five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347324
Saved in:
6
Comment on the Campbell-Cochrane habit model
Ljungqvist, Lars
;
Uhlig, Harald
- In:
Journal of political economy
123
(
2015
)
5
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10011409389
Saved in:
7
Size, value, and momentum in international stock returns
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 457-472
Persistent link: https://www.econbiz.de/10009666815
Saved in:
8
Disagreement, tastes, and asset prices
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
83
(
2007
)
3
,
pp. 667-689
Persistent link: https://www.econbiz.de/10003439380
Saved in:
9
By force of habit : a consumption-based explanation of aggregate stock market behavior
Campbell, John Y.
;
Chochrane, John Howland
- In:
Journal of political economy
107
(
1999
)
2
,
pp. 205-251
Persistent link: https://www.econbiz.de/10001371434
Saved in:
10
Industry costs of equity
Fama, Eugene F.
- In:
Journal of financial economics
43
(
1997
)
2
,
pp. 153-193
Persistent link: https://www.econbiz.de/10001215774
Saved in:
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