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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Kapitalanlage"
~subject:"Stock market"
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Search: subject_exact:"Capital asset pricing"
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Kapitalanlage
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327
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173
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95
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95
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Campbell, John Y.
3
Ferson, Wayne E.
3
Kōnstantinidēs, Giōrgos
3
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2
Brav, Alon
2
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2
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1
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Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
48
Pacific-Basin finance journal
40
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37
Finance research letters
32
International review of financial analysis
26
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26
International review of economics & finance : IREF
23
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21
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21
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ECONIS (ZBW)
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1
A theory of the nominal character of stock securities
Dumas, Bernard
;
Savioz, Marcel
-
2020
Persistent link: https://www.econbiz.de/10012416806
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2
Equity is cheap for large financial institutions : the international evidence
Gandhi, Priyank
;
Lustig, Hanno
;
Plazzi, Alberto
-
2016
Persistent link: https://www.econbiz.de/10011515319
Saved in:
3
An equilibrium model of institutional demand and asset prices
Koijen, Ralph S. J.
;
Yogo, Motohiro
-
2015
Persistent link: https://www.econbiz.de/10011420916
Saved in:
4
The term structures of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
-
2009
Persistent link: https://www.econbiz.de/10003804273
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5
Evaluating the specification errors of asset pricing models
Hodrick, Robert J.
;
Zhang, Xiaoyan
-
2000
Persistent link: https://www.econbiz.de/10001470841
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6
Asset pricing tests with long run risks in consumption growth
Kōnstantinidēs, Giōrgos
;
Ghosh, Anisha
-
2008
Persistent link: https://www.econbiz.de/10003791474
Saved in:
7
Stocks as lotteries : the implications of probability weighting for security prices
Barberis, Nicholas
;
Huang, Ming
-
2007
Persistent link: https://www.econbiz.de/10003428671
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8
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2006
Persistent link: https://www.econbiz.de/10003302411
Saved in:
9
Optimal value and growth tilts in long-horizon portfolios
Jurek, Jakub W.
;
Viceira, Luis M.
-
2006
Persistent link: https://www.econbiz.de/10003287868
Saved in:
10
Why is long-horizon less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002626301
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