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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Backus, David"
~person:"Kogan, Leonid"
~person:"Wang, Zhenyu"
~subject:"CAPM"
~subject:"Estimation"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
Estimation
Theorie
6
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6
Capital income
3
Kapitaleinkommen
3
Estimation theory
2
Schätztheorie
2
Schätzung
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1926-1998
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English
7
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Backus, David
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
Kan, Raymond
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
Jacobs, Kris
2
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The journal of finance : the journal of the American Finance Association
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
8
NBER Working Paper
5
Journal of financial economics
3
Journal of political economy
3
Staff report / Research Department, Federal Reserve Bank of Minneapolis
3
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Staff reports / Federal Reserve Bank of New York
2
Working papers / Rodney L. White Center for Financial Research
2
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 theory
1
Journal of empirical finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Mathematics and financial economics
1
Papers and proceedings / American Finance Association
1
Staff report / Federal Reserve Bank of Minneapolis, Research Department
1
Technical working paper / National Bureau of Economic Research
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of financial studies
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
Working papers / Department of Economics
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ECONIS (ZBW)
7
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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
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:
4
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:
5
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:
6
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:
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
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