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Search: subject:"CAPM"
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CAPM
102
Theorie
41
Theory
41
Portfolio selection
33
Portfolio-Management
33
Capital income
28
Kapitaleinkommen
28
Estimation
23
Schätzung
23
Risikoprämie
22
Risk premium
22
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20
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20
Option pricing theory
17
Optionspreistheorie
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102
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102
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102
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Ding, Rui
2
Fieberg, Christian
2
González-Urteaga, Ana
2
Hollifield, Burton
2
Metko, Daniel
2
Rubio, Gonzalo
2
Yamazaki, Akira
2
Zaremba, Adam
2
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1
Anginer, Deniz
1
Ap Gwilym, Owain
1
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1
Bae, Kwangil
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
Boguth, Oliver
1
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1
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1
Brandt, Michael W.
1
Cakici, Nusret
1
Cao, H. Henry
1
Capriotti, Luca
1
Carlson, Murray
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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1
Chung, Munki
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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Quantitative finance
Review of finance : journal of the European Finance Association
Journal of financial economics
320
Journal of banking & finance
275
The journal of finance : the journal of the American Finance Association
248
The review of financial studies
224
Finance research letters
188
Journal of economic dynamics & control
174
Journal of empirical finance
162
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
109
Pacific-Basin finance journal
105
International review of economics & finance : IREF
96
Applied economics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Economic modelling
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
83
International journal of theoretical and applied finance
80
Journal of econometrics
80
The North American journal of economics and finance : a journal of financial economics studies
80
Applied financial economics
77
Finance and stochastics
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
69
Journal of economic theory
66
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
56
The journal of real estate finance and economics
53
Applied economics letters
51
Advances in futures and options research : a research annual
50
Journal of risk and financial management : JRFM
48
The financial review : the official publication of the Eastern Finance Association
48
The journal of asset management
48
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ECONIS (ZBW)
102
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102
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1
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
2
Leveraged speculators and asset prices
Jiang, Wenxi
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
3
,
pp. 769-804
Persistent link: https://www.econbiz.de/10015046163
Saved in:
3
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
4
Moneyness, underlying asset volatility, and the cross-section of option returns*
Aretz, Kevin
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 289-323
Persistent link: https://www.econbiz.de/10013543163
Saved in:
5
Bear beta or speculative beta? : reconciling the evidence on downside risk premium
Wang, Tong
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 325-367
Persistent link: https://www.econbiz.de/10013543164
Saved in:
6
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
7
The term structure of equity risk premia : levered noise and new estimates
Boguth, Oliver
;
Carlson, Murray
;
Fisher, Adlai
; …
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
4
,
pp. 1155-1182
Persistent link: https://www.econbiz.de/10014318125
Saved in:
8
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
9
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
10
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
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