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~isPartOf:"Quantitative finance"
~subject:"Anlageverhalten"
~subject:"Portfolio selection"
~subject:"United States"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Anlageverhalten
Portfolio selection
United States
CAPM
51
Theorie
23
Theory
23
Portfolio-Management
20
Stochastic process
15
Stochastischer Prozess
15
Capital income
14
Kapitaleinkommen
14
Option pricing theory
14
Optionspreistheorie
14
Asset pricing
10
Börsenkurs
9
Estimation
9
Risiko
9
Risk
9
Schätzung
9
Share price
9
Volatility
8
Volatilität
8
Forecasting model
7
Prognoseverfahren
7
Risikomaß
6
Risk measure
6
Yield curve
6
Zinsstruktur
6
Credit risk
5
Kreditrisiko
5
Portfolio optimization
5
Risikoprämie
5
Risk premium
5
Aktienmarkt
4
Beta risk
4
Betafaktor
4
Discounting
4
Diskontierung
4
Risikoaversion
4
Risk aversion
4
Statistical distribution
4
Statistische Verteilung
4
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Article
23
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English
23
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Ding, Rui
2
Ap Gwilym, Owain
1
Bianchi, Michele Leonardo
1
Cheng, Enoch
1
Chung, Munki
1
Clark, Brian
1
Curran, Michael
1
Dentcheva, Darinka
1
Ding, Wenjie
1
Dong, Juan
1
Edirisinghe, Chanaka
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fieberg, Christian
1
Grobys, Klaus
1
Guidolin, Massimo
1
Hansen, Erwin
1
Hodoshima, Jiro
1
Jennings, Nick
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Korobenko, Lyudmila
1
Kschonnek, M.
1
Law, Keith K. F.
1
Lee, John B.
1
Lee, Yongjae
1
Li, Wai Keung
1
Lichtner, Mark
1
Liedtke, Gerrit
1
Lozano-Banda, Martín
1
Mazouz, Khelifa
1
McGee, Richard J.
1
Metko, Daniel
1
O'Sullivan, Patrick
1
Olmo, Jose
1
Payá, Ivan
1
Peel, David
1
Perote, Javier
1
Polukarov, Maria
1
Pruna, Radu T.
1
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Quantitative finance
The journal of finance : the journal of the American Finance Association
134
Working paper / National Bureau of Economic Research, Inc.
131
The review of financial studies
129
Journal of financial economics
112
Journal of banking & finance
99
NBER working paper series
78
Journal of empirical finance
71
Finance research letters
65
Journal of financial and quantitative analysis : JFQA
54
International review of financial analysis
53
Journal of economic dynamics & control
47
NBER Working Paper
47
International review of economics & finance : IREF
45
Management science : journal of the Institute for Operations Research and the Management Sciences
43
The North American journal of economics and finance : a journal of financial economics studies
41
The journal of portfolio management : a publication of Institutional Investor
41
Applied economics
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Research paper series / Swiss Finance Institute
36
The European journal of finance
36
The journal of asset management
36
Review of quantitative finance and accounting
33
Discussion paper / Centre for Economic Policy Research
32
The journal of futures markets
32
Journal of international financial markets, institutions & money
31
Economic modelling
29
Journal of investment management : JOIM
28
Journal of international money and finance
27
Pacific-Basin finance journal
27
Working paper
25
Applied financial economics
24
International journal of theoretical and applied finance
24
Discussion papers / CEPR
23
Advances in futures and options research : a research annual
22
Annals of finance
22
European journal of operational research : EJOR
22
Journal of political economy
22
The financial review : the official publication of the Eastern Finance Association
22
Swiss Finance Institute Research Paper
21
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ECONIS (ZBW)
23
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1
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:
2
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:
3
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
Saved in:
4
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
5
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
6
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
7
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
8
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
9
Drawdown beta and portfolio optimization
Ding, Rui
;
Uryasev, Stan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1265-1276
Persistent link: https://www.econbiz.de/10013367906
Saved in:
10
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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