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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
~subject:"Credit risk"
~subject:"Risiko"
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CAPM
Credit risk
Risiko
Risikoprämie
55
Risk premium
55
Theorie
30
Theory
30
Capital income
21
Kapitaleinkommen
21
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18
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variance risk premium
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36
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Bali, Turan G.
2
Elkamhi, Redouane
2
Garlappi, Lorenzo
2
Hasler, Michael
2
Andrei, Daniel
1
Anthonisz, Sean A.
1
Aramonte, Sirio
1
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1
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1
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1
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1
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1
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial economics
129
Journal of banking & finance
108
NBER working paper series
107
Finance research letters
86
NBER Working Paper
82
Working paper / National Bureau of Economic Research, Inc.
77
International review of economics & finance : IREF
56
International review of financial analysis
56
Journal of empirical finance
53
Journal of economic dynamics & control
47
The review of financial studies
47
Discussion papers / CEPR
42
Journal of international money and finance
42
Journal of international financial markets, institutions & money
41
Research paper series / Swiss Finance Institute
40
The North American journal of economics and finance : a journal of financial economics studies
40
Applied economics
35
The journal of finance : the journal of the American Finance Association
35
Economic modelling
34
Economics letters
33
Pacific-Basin finance journal
32
Journal of monetary economics
31
Working paper
31
Review of quantitative finance and accounting
30
CESifo working papers
26
Research in international business and finance
26
Review of finance : journal of the European Finance Association
26
Finance and economics discussion series
24
Discussion paper / Centre for Economic Policy Research
23
Journal of financial and quantitative analysis : JFQA
22
Journal of financial markets
22
Swiss Finance Institute Research Paper
21
Discussion paper
20
Journal of econometrics
20
Journal of risk and financial management : JRFM
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Working paper series / European Central Bank
20
Journal of financial stability
19
Staff reports / Federal Reserve Bank of New York
19
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ECONIS (ZBW)
36
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1
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
2
Pricing climate change exposure
Sautner, Zacharias
;
Lent, Laurence van
;
Vilkov, Grigory
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
12
,
pp. 7540-7561
Persistent link: https://www.econbiz.de/10014444151
Saved in:
3
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
4
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
5
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
Saved in:
6
The utilization premium
Grigoris, Fotis
;
Segal, Gill
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 207-224
Persistent link: https://www.econbiz.de/10014469940
Saved in:
7
Financial uncertainty with ambiguity and learning
Liu, Hening
;
Zhang, Yuzhao
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2120-2140
Persistent link: https://www.econbiz.de/10013262914
Saved in:
8
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
9
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca
;
Garlappi, Lorenzo
;
Goldstein, Robert S.
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
Saved in:
10
Panic selling when disaster strikes : evidence in the bond and stock markets
Huynh, Thanh D.
;
Xia, Ying
- In:
Management science : journal of the Institute for …
69
(
2023
)
12
,
pp. 7448-7467
Persistent link: https://www.econbiz.de/10014444144
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