//--> //--> //-->
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:"Kan, Raymond"
~person:"Kogan, Leonid"
~person:"Wang, Zhenyu"
~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
8
Theory
8
Estimation theory
4
Risikoprämie
4
Risk premium
4
Schätztheorie
4
Capital income
3
Kapitaleinkommen
3
Schätzung
3
1963-1990
2
Beta risk
2
Betafaktor
2
USA
2
United States
2
1926-1998
1
1974-1990
1
Allgemeines Gleichgewicht
1
Cross-section analysis
1
Currency derivative
1
Devisenmarkt
1
Discounting
1
Diskontierung
1
Entropie
1
Entropy
1
Financial market
1
Finanzmarkt
1
Firm performance
1
Foreign exchange market
1
General equilibrium
1
Investitionsentscheidung
1
Investment decision
1
Offenbarte Präferenzen
1
Partial equilibrium
1
Partielles Gleichgewicht
1
Querschnittsanalyse
1
Rationality
1
Rationalität
1
Revealed preferences
1
more ...
less ...
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Backus, David
Kan, Raymond
Kogan, Leonid
Wang, Zhenyu
Ferson, Wayne E.
8
Fama, Eugene F.
7
French, Kenneth Ronald
6
Bansal, Ravi
5
Jagannathan, Ravi
5
Shanken, Jay
5
Cochrane, John H.
4
Harvey, Campbell R.
4
Lo, Andrew W.
4
O'Hara, Maureen
4
Stambaugh, Robert F.
4
Wang, Jiang
4
Duffie, Darrell
3
Elton, Edwin J.
3
Jacobs, Kris
3
Kandel, Shmuel
3
Ross, Stephen A.
3
Singleton, Kenneth J.
3
Viswanathan, S.
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
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Working papers / Federal Reserve Bank of Atlanta
12
NBER working paper series
11
Working paper / National Bureau of Economic Research, Inc.
9
NBER Working Paper
6
Journal of financial economics
5
FRB Atlanta Working Paper
3
Journal of empirical finance
3
Journal of political economy
3
Staff report / Research Department, Federal Reserve Bank of Minneapolis
3
The review of financial studies
3
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Staff reports / Federal Reserve Bank of New York
2
Working papers / Rodney L. White Center for Financial Research
2
China finance review international
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
FAME research paper series
1
FRB International Finance Discussion Paper
1
Federal Reserve Bank of Atlanta Working Paper
1
Finance working papers
1
IFA working paper
1
Inflation uncertainty
1
International finance discussion papers
1
Journal of econometrics
1
Journal of economic theory
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
Papers and proceedings / American Finance Association
1
Rotman School of Management Working Paper
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Staff report / Federal Reserve Bank of Minneapolis, Research Department
1
Technical working paper / National Bureau of Economic Research
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
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
Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
Saved in:
6
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
7
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
Saved in:
8
An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
Saved in:
9
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
51
(
1996
)
1
,
pp. 3-53
Persistent link: https://www.econbiz.de/10001202204
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->