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~person:"Faff, Robert W."
~person:"Lettau, Martin"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"CAPM-Kapitalmarktmodell"
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CAPM
20
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downside risk
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1963-1992
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Faff, Robert W.
Lettau, Martin
Zhang, Lu
31
He, Xue-zhong
22
Stambaugh, Robert F.
19
Hens, Thorsten
18
Gollier, Christian
17
Pástor, Ľuboš
17
Robotti, Cesare
17
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16
Campbell, John Y.
16
Gouriéroux, Christian
16
Grammig, Joachim
16
Aase, Knut K.
15
Kan, Raymond
15
Acharya, Viral V.
14
Lustig, Hanno
14
Pesaran, M. Hashem
14
Platen, Eckhard
14
Bottazzi, Giulio
13
Dumas, Bernard
13
Hommes, Cars H.
13
Adrian, Tobias
12
Başak, Suleyman
12
Drew, Michael E.
12
Gagliardini, Patrick
12
Guidolin, Massimo
12
Guo, Hui
12
Hou, Kewei
12
Nitschka, Thomas
12
Polk, Christopher
12
Yaron, Amir
12
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12
Bansal, Ravi
11
Gospodinov, Nikolaj
11
Julliard, Christian
11
Kogan, Leonid
11
Renault, Eric
11
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ECONIS (ZBW)
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1
The term structure of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
-
2010
Persistent link: https://www.econbiz.de/10008906825
Saved in:
2
The term structures of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
-
2009
Persistent link: https://www.econbiz.de/10003804273
Saved in:
3
Investor information, long-run risk, and the duration of risky cash-flows
Croce, Mariano M.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2007
Persistent link: https://www.econbiz.de/10003427571
Saved in:
4
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
2013
Persistent link: https://www.econbiz.de/10009727630
Saved in:
5
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
2013
Persistent link: https://www.econbiz.de/10009760737
Saved in:
6
Why is long-horizon less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002626301
Saved in:
7
Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
-
2004
Persistent link: https://www.econbiz.de/10002121816
Saved in:
8
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071
Saved in:
9
Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001445447
Saved in:
10
Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002647325
Saved in:
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