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~person:"Hommes, Cars H."
~person:"Lustig, Hanno"
~person:"Renault, Eric"
~person:"Shanken, Jay"
~type_genre:"Article in journal"
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Search: subject:"Capital-Asset-Pricing-Modell"
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CAPM
54
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Hommes, Cars H.
Lustig, Hanno
Renault, Eric
Shanken, Jay
Zaremba, Adam
66
Jarrow, Robert A.
34
Faff, Robert W.
32
Cakici, Nusret
31
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28
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27
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26
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25
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23
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23
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22
Zhou, Guofu
22
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21
Rubio, Gonzalo
21
Fama, Eugene F.
20
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19
Levy, Haim
19
Satchell, Stephen
19
Kan, Raymond
18
Robotti, Cesare
18
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17
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17
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17
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16
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14
Hung, Mao-Wei
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14
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14
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14
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14
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Journal of economic dynamics & control
7
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6
Journal of financial economics
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5
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ECONIS (ZBW)
54
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1
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10
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54
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date (oldest first)
1
The US public debt valuation puzzle
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
4
,
pp. 1309-1347
Persistent link: https://www.econbiz.de/10015048053
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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