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~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~type:"article"
~type:"journal"
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Kapitaleinkommen
Stochastic process
CAPM
50
Theorie
22
Theory
22
Portfolio selection
20
Portfolio-Management
20
Stochastischer Prozess
15
Capital income
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
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4
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26
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26
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English
26
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González-Urteaga, Ana
2
Rubio, Gonzalo
2
Ap Gwilym, Owain
1
Bae, Kwangil
1
Bianchi, Michele Leonardo
1
Capriotti, Luca
1
Chow, K. Victor
1
Dentcheva, Darinka
1
Ding, Wenjie
1
Dong, Juan
1
Dupret, Jean-Loup
1
Escobar, Marcos
1
Faria, Gonçalo
1
Fieberg, Christian
1
Grobys, Klaus
1
Guidolin, Massimo
1
Hainaut, Donatien
1
Hansen, Erwin
1
Hodoshima, Jiro
1
Isaenko, Sergei
1
John, Kose
1
Korobenko, Lyudmila
1
Kschonnek, M.
1
Law, Keith K. F.
1
Lee, John B.
1
Lee, Soonhee
1
Li, Jingrui
1
Li, Wai Keung
1
Lichtner, Mark
1
Liedtke, Gerrit
1
Lorig, Matthew
1
Lozano-Banda, Martín
1
Mazouz, Khelifa
1
McGee, Richard J.
1
Metko, Daniel
1
Nakagawa, Hidetoshi
1
Nieto Domenech, Belen
1
Nieto, Belén
1
Olmo, Jose
1
Reeves, Jonathan J.
1
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Quantitative finance
Journal of financial economics
148
Journal of banking & finance
101
Finance research letters
98
Journal of empirical finance
86
The journal of finance : the journal of the American Finance Association
62
International review of financial analysis
60
Pacific-Basin finance journal
59
Applied economics
53
Management science : journal of the Institute for Operations Research and the Management Sciences
52
The review of financial studies
46
International review of economics & finance : IREF
43
Journal of economic dynamics & control
43
The European journal of finance
39
Journal of international financial markets, institutions & money
38
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of financial and quantitative analysis : JFQA
37
Economics letters
34
Journal of risk and financial management : JRFM
30
Review of quantitative finance and accounting
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
Applied financial economics
27
Journal of financial markets
27
Research in international business and finance
27
Economic modelling
26
International journal of theoretical and applied finance
26
Journal of investment management : JOIM
26
Journal of econometrics
25
Journal of monetary economics
25
The journal of asset management
25
Applied economics letters
24
International journal of economics and finance
24
Journal of international money and finance
24
Cogent economics & finance
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
Annals of finance
19
The journal of real estate finance and economics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
European financial management : the journal of the European Financial Management Association
17
The journal of portfolio management : a publication of Institutional Investor
17
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ECONIS (ZBW)
26
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
7
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
8
Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
Saved in:
9
Time-frequency forecast of the equity premium
Faria, Gonçalo
;
Verona, Fabio
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2119-2135
Persistent link: https://www.econbiz.de/10012696823
Saved in:
10
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
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