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~person:"Drew, Michael E."
~person:"Hansen, Lars Peter"
~person:"He, Xue-zhong"
~person:"Lo, Andrew W."
~person:"Polk, Christopher"
~subject:"Anlageverhalten"
~subject:"Estimation"
~type_genre:"Non-commercial literature"
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Anlageverhalten
Estimation
CAPM
54
Theorie
23
Theory
23
Capital income
17
Kapitaleinkommen
17
Portfolio selection
16
Portfolio-Management
16
Behavioural finance
11
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11
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10
Bounded rationality
10
Börsenkurs
10
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10
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10
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10
Risikoprämie
8
Risk premium
8
Erwartungsbildung
7
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7
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6
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6
Volatilität
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Risk
5
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4
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4
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4
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4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Financial economics
3
Financial market
3
Finanzmarkt
3
Handelsvolumen der Börse
3
Kapitalmarkttheorie
3
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3
Stochastischer Prozess
3
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16
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21
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Non-commercial literature
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26
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21
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18
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21
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Drew, Michael E.
Hansen, Lars Peter
He, Xue-zhong
Lo, Andrew W.
Polk, Christopher
Campbell, John Y.
7
Dindo, Pietro
7
Hens, Thorsten
7
Vuolteenaho, Tuomo
7
Bekaert, Geert
6
Nitschka, Thomas
6
Pesaran, M. Hashem
6
Bottazzi, Giulio
5
Ghysels, Eric
5
Grammig, Joachim
5
Guo, Hui
5
Pástor, Ľuboš
5
Sarno, Lucio
5
St.-Amour, Pascal
5
Stambaugh, Robert F.
5
Zinna, Gabriele
5
Bansal, Ravi
4
Caporale, Guglielmo Maria
4
Dufour, Jean-Marie
4
Evstigneev, Igor V.
4
Fraser, Patricia
4
Grenadier, Steven R.
4
Groenewold, Nicolaas
4
Guidolin, Massimo
4
Hodrick, Robert J.
4
Hommes, Cars H.
4
Jacobs, Kris
4
Jondeau, Eric
4
Khalaf, Lynda
4
Mele, Antonio
4
Nakov, Anton
4
Nuño, Galo
4
Parker, Jonathan A.
4
Prokopczuk, Marcel
4
Rose, Andrew
4
Schrimpf, Andreas
4
Shi, Lei
4
Sornette, Didier
4
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National Bureau of Economic Research
1
School of Economics and Finance <Brisbane>
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Working paper / National Bureau of Economic Research, Inc.
3
Discussion papers in economics, finance and international competitiveness
2
Cowles Foundation discussion paper
1
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1
Discussion paper and working paper series / QUT School of Economics and Finance
1
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1
Paul Woolley Centre working paper
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Working paper / Harvard Business School, Division of Research
1
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ECONIS (ZBW)
21
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1
Long-horizon investing in a non-
CAPM
world
Polk, Christopher
;
Vayanos, Dimitri
;
Woolley, Paul
-
2023
Persistent link: https://www.econbiz.de/10014233493
Saved in:
2
What Drives Booms and Busts in Value?
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
-
National Bureau of Economic Research
-
2023
interprets these returns through an intertemporal
CAPM
, which predicts that aggregate cash flow, discount rate, and volatility …
Persistent link: https://www.econbiz.de/10014436990
Saved in:
3
Robust Identification of investor beliefs
Chen, Xiaohong
;
Hansen, Lars Peter
;
Hansen, Peter G.
-
2020
-
This draft: May 14, 2020
Persistent link: https://www.econbiz.de/10012320533
Saved in:
4
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
5
A forecast evaluation of expected equity return measures
Chin, Michael
;
Polk, Christopher
-
2015
Persistent link: https://www.econbiz.de/10010497568
Saved in:
6
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
7
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
8
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
Saved in:
9
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
Saved in:
10
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
-
2011
Persistent link: https://www.econbiz.de/10009564620
Saved in:
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