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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Backus, David"
~person:"Duffie, Darrell"
~person:"Kogan, Leonid"
~subject:"CAPM"
~subject:"Estimation"
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Search: subject_exact:"Capital asset pricing model"
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2
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Backus, David
Duffie, Darrell
Kogan, Leonid
Ferson, Wayne E.
8
Fama, Eugene F.
7
French, Kenneth Ronald
6
Bansal, Ravi
5
Jagannathan, Ravi
5
Shanken, Jay
5
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4
Harvey, Campbell R.
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Lo, Andrew W.
4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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The journal of finance : the journal of the American Finance Association
NBER working paper series
11
Working paper / National Bureau of Economic Research, Inc.
9
NBER Working Paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial economics
4
Journal of political economy
4
Discussion paper / Centre for Economic Policy Research
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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FRB International Finance Discussion Paper
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ECONIS (ZBW)
7
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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
Presidential address : asset price dynamics with slow-moving capital
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
65
(
2010
)
4
,
pp. 1237-1268
Persistent link: https://www.econbiz.de/10009011030
Saved in:
4
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:
5
Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell
;
Pedersen, Lasse Heje
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
Saved in:
6
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Saved in:
7
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:
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