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~person:"Hommes, Cars H."
~person:"Kan, Raymond"
~person:"Lustig, Hanno"
~person:"Renault, Eric"
~type_genre:"Article in journal"
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Search: subject:"Capital-Asset-Pricing-Modell"
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CAPM
54
Theorie
34
Theory
34
Risikoprämie
11
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11
Estimation theory
8
Schätztheorie
8
Asset pricing
7
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Hommes, Cars H.
Kan, Raymond
Lustig, Hanno
Renault, Eric
Zaremba, Adam
66
Jarrow, Robert A.
34
Faff, Robert W.
32
Cakici, Nusret
31
Madan, Dilip B.
28
Fabozzi, Frank J.
27
Ferson, Wayne E.
26
Harvey, Campbell R.
25
Lee, Cheng F.
23
Sehgal, Sanjay
23
Hansen, Lars Peter
22
Zhou, Guofu
22
Hens, Thorsten
21
Rubio, Gonzalo
21
Fama, Eugene F.
20
Fletcher, Jonathan
19
Levy, Haim
19
Satchell, Stephen
19
Robotti, Cesare
18
Campbell, John Y.
17
Yang, Chunpeng
17
Bossaerts, Peter L.
16
Cochrane, John H.
16
Zhang, Lu
16
Auer, Benjamin R.
15
Bali, Turan G.
15
Guo, Hui
15
Löffler, Andreas
15
Shanken, Jay
15
Brennan, Michael J.
14
Duffie, Darrell
14
He, Xue-zhong
14
Hung, Mao-Wei
14
Jagannathan, Ravi
14
Li, Bin
14
Longstaff, Francis A.
14
Stambaugh, Robert F.
14
Zhong, Angel
14
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Journal of economic dynamics & control
7
Journal of financial econometrics
6
The review of financial studies
5
Journal of econometrics
4
The journal of finance : the journal of the American Finance Association
4
Journal of economic behavior & organization : JEBO
3
Journal of financial economics
3
Journal of monetary economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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2
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1
China finance review international
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Macroeconomic dynamics
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Review of economic dynamics
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ECONIS (ZBW)
54
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54
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1
Review article: perspectives on the future of asset pricing
Brunnermeier, Markus Konrad
;
Farhi, Emmanuel
;
Koijen, …
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2126-2160
Persistent link: https://www.econbiz.de/10012504747
Saved in:
2
Fiscal capacity : an asset pricing perspective
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
- In:
Annual review of financial economics
15
(
2023
),
pp. 197-219
Persistent link: https://www.econbiz.de/10014426279
Saved in:
3
Are long-horizon expectations (de-)stabilizing? : theory and experiments
Evans, George W.
;
Hommes, Cars H.
;
McGough, Bruce
; …
- In:
Journal of monetary economics
132
(
2022
),
pp. 44-63
Persistent link: https://www.econbiz.de/10013489665
Saved in:
4
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
5
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
6
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
7
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C.
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Saved in:
8
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
9
Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
Saved in:
10
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
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