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~person:"Bali, Turan G."
~person:"Zhang, Lu"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
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Search: subject:"asset pricing"
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CAPM
31
Capital income
17
Kapitaleinkommen
17
Theorie
13
Theory
13
Estimation
11
Schätzung
11
Risikoprämie
10
Risk premium
10
Börsenkurs
9
Share price
9
Beta risk
7
Betafaktor
7
Portfolio selection
7
Portfolio-Management
7
Risiko
7
Risk
7
Forecasting model
6
Prognoseverfahren
6
USA
6
United States
6
Capital market returns
5
Kapitalmarktrendite
5
Financial economics
4
Kapitalmarkttheorie
4
Risikoaversion
4
Risk aversion
4
Aktienmarkt
3
Return predictability
3
Stock market
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Volatility
3
Volatilität
3
Welt
3
World
3
Corporate bond
2
Cross-section of stock returns
2
Factor analysis
2
Faktorenanalyse
2
Financial analysis
2
Finanzanalyse
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Article
33
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Article in journal
Multi-volume publication
Working Paper
43
Arbeitspapier
41
Graue Literatur
41
Non-commercial literature
41
Aufsatz in Zeitschrift
33
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English
33
Author
All
Bali, Turan G.
Zhang, Lu
Zaremba, Adam
68
Jarrow, Robert A.
36
Faff, Robert W.
34
Cakici, Nusret
31
Fabozzi, Frank J.
29
Madan, Dilip B.
29
Ferson, Wayne E.
26
Harvey, Campbell R.
26
Lee, Cheng F.
24
Sehgal, Sanjay
24
Hens, Thorsten
23
Zhou, Guofu
23
Hansen, Lars Peter
22
Fama, Eugene F.
21
Bossaerts, Peter L.
20
Rubio, Gonzalo
20
Yang, Chunpeng
20
Cochrane, John H.
19
Fletcher, Jonathan
19
Levy, Haim
19
Satchell, Stephen
19
Kan, Raymond
18
Robotti, Cesare
18
Campbell, John Y.
17
Duffie, Darrell
16
Lo, Andrew W.
16
Longstaff, Francis A.
16
Löffler, Andreas
16
Auer, Benjamin R.
15
Brennan, Michael J.
15
Guo, Hui
15
Hommes, Cars H.
15
Li, Bin
15
Renault, Eric
15
Shanken, Jay
15
Zhong, Angel
15
Chiarella, Carl
14
Garcia, René
14
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Journal of financial economics
8
The review of financial studies
5
Journal of financial and quantitative analysis : JFQA
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of monetary economics
2
Review of finance : journal of the European Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
China finance review international
1
European financial management : the journal of the European Financial Management Association
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of political economy
1
NBER reporter online
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
33
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1
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10
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33
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date (oldest first)
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
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
3
Searching for the equity premium
Bai, Hang
;
Zhang, Lu
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 897-926
Persistent link: https://www.econbiz.de/10013401736
Saved in:
4
An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic
asset
pricing
models
Jiang, Minqi
;
Liu, Jiapeng
;
Zhang, Lu
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
Saved in:
5
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
6
Which factors?
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012034746
Saved in:
7
Aggregation, capital heterogeneity, and the investment CAPM
Gonçalves, Andrei S.
;
Xue, Chen
;
Zhang, Lu
- In:
The review of financial studies
33
(
2020
)
6
,
pp. 2728-2771
Persistent link: https://www.econbiz.de/10012244800
Saved in:
8
The investment CAPM
Zhang, Lu
- In:
European financial management : the journal of the …
23
(
2017
)
4
,
pp. 545-603
Persistent link: https://www.econbiz.de/10011770823
Saved in:
9
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
10
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
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