//--> //--> //-->
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:"Journal of financial economics"
~person:"Santa-Clara, Pedro"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Risk premium"
~subject:"Volatility"
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: economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Asset pricing models
CAPM
Risk premium
Volatility
Capital income
4
Kapitaleinkommen
4
Estimation
3
Schätzung
3
Theorie
3
Theory
3
USA
3
United States
3
Forecasting model
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risiko
2
Risikoprämie
2
Risk
2
1947-2007
1
Aktienmarkt
1
Anlageverhalten
1
Anomalies
1
Behavioural finance
1
Cross-section of stock returns
1
Deutschland
1
Estimation theory
1
Exchange rate
1
Financial analysis
1
Finanzanalyse
1
Forecast
1
Germany
1
Großbritannien
1
Incomplete market
1
Interest rate
1
Intertemporal CAPM
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Method of moments
1
Momentenmethode
1
Momentum
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Santa-Clara, Pedro
Bakshi, Gurdip S.
7
Harvey, Campbell R.
7
Jacobs, Kris
7
Pedersen, Lasse Heje
7
Zhou, Guofu
7
Bali, Turan G.
6
Christoffersen, Peter F.
6
Fama, Eugene F.
6
Kelly, Bryan T.
6
Ang, Andrew
5
Bollerslev, Tim
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Longstaff, Francis A.
5
Moskowitz, Tobias J.
5
Pástor, Ľuboš
5
Sarno, Lucio
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Bai, Jennie
4
Ball, Ray
4
Bekaert, Geert
4
Boons, Martijn
4
Della Corte, Pasquale
4
Ferson, Wayne E.
4
Goldstein, Robert S.
4
Linnainmaa, Juhani
4
Nagel, Stefan
4
Ornthanalai, Chayawat
4
Tamoni, Andrea
4
Timmermann, Allan
4
Todorov, Viktor
4
Wang, Junbo
4
Zhang, Lu
4
Acharya, Viral V.
3
Ai, Hengjie
3
Amihud, Yakov
3
Avramov, Doron
3
Aït-Sahalia, Yacine
3
more ...
less ...
Published in...
All
Journal of financial economics
Journal of Financial Economics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of monetary economics
1
The journal of fixed income
1
The review of economics and statistics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
2
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
4
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10002878247
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->