//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
~person:"Backus, David"
~person:"Cochrane, John H."
~person:"Kogan, Leonid"
~person:"Stambaugh, Robert F."
~subject:"CAPM"
~subject:"Estimation"
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: subject_exact:"Capital asset pricing model"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation
Theorie
10
Theory
10
Capital income
6
Kapitaleinkommen
6
Erwartungsbildung
2
Estimation theory
2
Expectation formation
2
Schätztheorie
2
Schätzung
2
USA
2
United States
2
1947-1987
1
1963-1995
1
1974-1990
1
Allgemeines Gleichgewicht
1
Business cycle
1
Cost of capital
1
Currency derivative
1
Devisenmarkt
1
Discounting
1
Diskontierung
1
Eigenkapital
1
Entropie
1
Entropy
1
Equity capital
1
Financial market
1
Finanzmarkt
1
Firm performance
1
Foreign exchange market
1
General equilibrium
1
Intertemporal choice
1
Intertemporale Entscheidung
1
Investition
1
Investitionsentscheidung
1
Investment
1
Investment decision
1
Kapitalkosten
1
Konjunktur
1
more ...
less ...
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Systematic review
1
Übersichtsarbeit
1
Language
All
English
12
Author
All
Backus, David
Cochrane, John H.
Kogan, Leonid
Stambaugh, Robert F.
Ferson, Wayne E.
8
Fama, Eugene F.
7
French, Kenneth Ronald
6
Bansal, Ravi
5
Jagannathan, Ravi
5
Shanken, Jay
5
Harvey, Campbell R.
4
Lo, Andrew W.
4
O'Hara, Maureen
4
Wang, Jiang
4
Duffie, Darrell
3
Elton, Edwin J.
3
Kan, Raymond
3
Kandel, Shmuel
3
Ross, Stephen A.
3
Singleton, Kenneth J.
3
Viswanathan, S.
3
Wang, Zhenyu
3
Boguth, Oliver
2
Brennan, Michael J.
2
Brown, David P.
2
Campbell, John Y.
2
Carlson, Murray
2
Chapman, David A.
2
Dammon, Robert Mark
2
Dittmar, Robert F.
2
Driessen, Joost
2
Duffee, Greg
2
Easley, David
2
Fisher, Adlai
2
Giammarino, Ronald P. M.
2
Gibbons, Michael R.
2
Grauer, Robert R.
2
Gruber, Martin Jay
2
Huffman, Gregory W.
2
Hull, John
2
Jacobs, Kris
2
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
NBER working paper series
29
Working paper / National Bureau of Economic Research, Inc.
25
NBER Working Paper
18
Journal of financial economics
8
Journal of political economy
7
Working papers / Rodney L. White Center for Financial Research
6
Rodney L. White Center for Financial Research
5
The review of financial studies
5
Discussion paper / Centre for Economic Policy Research
3
Working paper series / Center for Research in Security Prices
3
Economic perspectives
2
Handbook of the equity risk premium
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of monetary economics
2
NBER reporter online
2
Technical working paper / National Bureau of Economic Research
2
Chicago Booth Research Paper
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion papers / CEPR
1
FAME research paper series
1
FRB International Finance Discussion Paper
1
Finance working papers
1
IFA working paper
1
Inflation uncertainty
1
International finance discussion papers
1
Journal of economic literature
1
Journal of economic theory
1
Journal of money, credit and banking : JMCB
1
Mathematics and financial economics
1
NBER macroeconomics annual
1
Review of finance : journal of the European Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
Working paper
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
Working papers / Department of Economics
1
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Growth opportunities, technology shocks, and asset prices
Kogan, Leonid
;
Papanikolaou, Dimitris
- In:
The journal of finance : the journal of the American …
69
(
2014
)
2
,
pp. 675-718
Persistent link: https://www.econbiz.de/10010372382
Saved in:
2
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 51-100
Persistent link: https://www.econbiz.de/10010372429
Saved in:
3
A mean-variance benchmark for intertemporal portfolio theory
Cochrane, John H.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10010372430
Saved in:
4
Presidential address: discount rates
Cochrane, John H.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1047-1108
Persistent link: https://www.econbiz.de/10009267710
Saved in:
5
The price impact and survival of irrational traders
Kogan, Leonid
;
Ross, Stephen A.
;
Wang, Jiang
; …
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003302322
Saved in:
6
Explaining the poor performance of consumption-based asset pricing models
Campbell, John Y.
;
Cochrane, John H.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2863-2878
Persistent link: https://www.econbiz.de/10001537355
Saved in:
7
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
8
On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001205915
Saved in:
9
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 157-184
Persistent link: https://www.econbiz.de/10001178302
Saved in:
10
Accounting for forward rates in markets for foreign currency
Backus, David
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->