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~person:"Backus, David"
~subject:"Portfolio selection"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Textbook"
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Search: subject_exact:"Capital asset pricing"
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Portfolio selection
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13
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8
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5
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4
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Backus, David
Hens, Thorsten
33
Jarrow, Robert A.
30
Stambaugh, Robert F.
29
Cochrane, John H.
25
He, Xue-zhong
25
Zaremba, Adam
25
Madan, Dilip B.
24
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24
Campbell, John Y.
23
Ferson, Wayne E.
23
Hull, John
23
Kan, Raymond
23
Zhang, Lu
23
Bossaerts, Peter L.
22
Zhou, Guofu
22
Fabozzi, Frank J.
21
Robotti, Cesare
21
Gagliardini, Patrick
20
Gouriéroux, Christian
20
Hansen, Lars Peter
20
Platen, Eckhard
20
Renault, Eric
20
Chiarella, Carl
19
Hommes, Cars H.
19
Levy, Haim
19
Zin, Stanley E.
19
Evstigneev, Igor V.
17
Gollier, Christian
17
Harvey, Campbell R.
17
Lettau, Martin
17
Lo, Andrew W.
17
Longstaff, Francis A.
17
Pedersen, Lasse Heje
17
Satchell, Stephen
17
Bottazzi, Giulio
16
Fama, Eugene F.
16
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16
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16
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16
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2
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Inflation uncertainty
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
-
2011
Persistent link: https://www.econbiz.de/10009259677
Saved in:
5
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
-
2011
Persistent link: https://www.econbiz.de/10009237633
Saved in:
6
Discrete-time models of bond pricing
Backus, David
;
Foresi, Silverio
;
Telmer, Chris I.
-
1998
Persistent link: https://www.econbiz.de/10000998132
Saved in:
7
Discrete-time models of bond pricing
Backus, David
;
Foresi, Silverio
;
Telmer, Chris I.
-
1998
Persistent link: https://www.econbiz.de/10000676547
Saved in:
8
Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10001231059
Saved in:
9
Reverse engineering the yield curve
Backus, David
-
1994
Persistent link: https://www.econbiz.de/10000886121
Saved in:
10
Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David
- In:
Journal of money, credit and banking : JMCB
25
(
1993
)
3
,
pp. 681-700
Persistent link: https://www.econbiz.de/10001331336
Saved in:
1
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