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~person:"Backus, David"
~person:"Sentana, Enrique"
~subject:"Anleihe"
~subject:"Portfolio selection"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Textbook"
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Search: subject_exact:"Capital asset pricing"
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Backus, David
Sentana, Enrique
Hull, John
17
Pástor, Ľuboš
17
Stambaugh, Robert F.
17
Hens, Thorsten
16
Gouriéroux, Christian
15
He, Xue-zhong
15
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12
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12
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12
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12
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12
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11
Cochrane, John H.
11
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11
Kan, Raymond
11
Grammig, Joachim
10
Pedersen, Lasse Heje
10
Zhang, Lu
10
Adrian, Tobias
9
Bodie, Zvi
9
Chiarella, Carl
9
Gospodinov, Nikolaj
9
Lettau, Martin
9
Malamud, Semyon
9
Sandmann, Klaus
9
Vayanos, Dimitri
9
Yaron, Amir
9
Bekaert, Geert
8
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8
Danthine, Jean-Pierre
8
Dindo, Pietro
8
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8
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8
Evstigneev, Igor V.
8
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8
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8
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ECONIS (ZBW)
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New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
2
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
-
2011
-
This revision: July 11, 2011
Persistent link: https://www.econbiz.de/10009580241
Saved in:
3
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10009743648
Saved in:
4
Risk and ambiguity in models of business cycles
Backus, David
;
Ferriere, Axelle
;
Zin, Stanley E.
- In:
Journal of monetary economics
69
(
2015
),
pp. 42-63
Persistent link: https://www.econbiz.de/10011326690
Saved in:
5
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10008663772
Saved in:
6
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002506252
Saved in:
7
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
-
2011
Persistent link: https://www.econbiz.de/10009259677
Saved in:
8
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
-
2011
Persistent link: https://www.econbiz.de/10009237633
Saved in:
9
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
Saved in:
10
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002123665
Saved in:
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