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~person:"Auer, Benjamin R."
~person:"Bartram, Söhnke M."
~person:"Fletcher, Jonathan"
~person:"French, Kenneth Ronald"
~person:"Gârleanu, Nicolae"
~person:"Hou, Kewei"
~person:"Panageas, Stauros"
~person:"Pástor, Ľuboš"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"CAPM"
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CAPM
72
Capital income
40
Kapitaleinkommen
40
Theorie
27
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27
Portfolio selection
21
Portfolio-Management
21
Estimation
16
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65
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Auer, Benjamin R.
Bartram, Söhnke M.
Fletcher, Jonathan
French, Kenneth Ronald
Gârleanu, Nicolae
Hou, Kewei
Panageas, Stauros
Pástor, Ľuboš
Zaremba, Adam
66
Jarrow, Robert A.
34
Faff, Robert W.
32
Cakici, Nusret
31
Madan, Dilip B.
28
Fabozzi, Frank J.
27
Ferson, Wayne E.
26
Harvey, Campbell R.
25
Lee, Cheng F.
23
Sehgal, Sanjay
23
Hansen, Lars Peter
22
Zhou, Guofu
22
Hens, Thorsten
21
Rubio, Gonzalo
21
Fama, Eugene F.
20
Satchell, Stephen
20
Levy, Haim
19
Kan, Raymond
18
Robotti, Cesare
18
Campbell, John Y.
17
Yang, Chunpeng
17
Zhang, Lu
17
Bali, Turan G.
16
Bossaerts, Peter L.
16
Cochrane, John H.
16
Guo, Hui
15
Löffler, Andreas
15
Renault, Eric
15
Shanken, Jay
15
Brennan, Michael J.
14
Duffie, Darrell
14
He, Xue-zhong
14
Hung, Mao-Wei
14
Jagannathan, Ravi
14
Li, Bin
14
Longstaff, Francis A.
14
Stambaugh, Robert F.
14
Zhong, Angel
14
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Journal of financial economics
16
The journal of finance : the journal of the American Finance Association
9
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3
Journal of banking & finance
3
Journal of political economy
3
The review of financial studies
3
Die Betriebswirtschaft : DBW
2
International review of economics & finance : IREF
2
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2
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2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in investment analysis and portfolio management : a research annual
1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Emerging markets review
1
Finance research letters
1
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1
International journal of economics and finance
1
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1
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1
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1
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ECONIS (ZBW)
72
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1
The economics of security analysis
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 164-186
Persistent link: https://www.econbiz.de/10014469937
Saved in:
2
Navigating the factor zoo around the world : an institutional investor perspective
Bartram, Söhnke M.
;
Lohre, Harald
;
Pope, Peter F.
; …
- In:
Journal of business economics : JBE
91
(
2021
)
5
,
pp. 655-703
Persistent link: https://www.econbiz.de/10012588809
Saved in:
3
Heterogeneity and asset prices : an intergenerational approach
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of political economy
131
(
2023
)
4
,
pp. 839-876
Persistent link: https://www.econbiz.de/10014303108
Saved in:
4
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
5
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Saved in:
6
Global market inefficiencies
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 234-259
Persistent link: https://www.econbiz.de/10012650238
Saved in:
7
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
8
What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10013188569
Saved in:
9
Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank
;
Kohrs, Hendrik
;
Auer, Benjamin R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
Saved in:
10
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan
- In:
Finance research letters
28
(
2019
),
pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
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