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~person:"Stambaugh, Robert F."
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
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Search: subject:"CAPM"
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CAPM
21
Theorie
18
Theory
18
Capital income
12
Kapitaleinkommen
12
USA
12
United States
12
Liquidity
6
Liquidität
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1962-2000
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Aktienfonds
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Investment risk
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Kapitalkosten
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Arbeitspapier
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21
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Stambaugh, Robert F.
Zhang, Lu
33
He, Xue-zhong
25
Hens, Thorsten
21
Bekaert, Geert
19
Robotti, Cesare
19
Campbell, John Y.
18
Gollier, Christian
17
Pástor, Ľuboš
17
Dumas, Bernard
16
Gouriéroux, Christian
16
Aase, Knut K.
15
Acharya, Viral V.
15
Hommes, Cars H.
15
Kan, Raymond
15
Lustig, Hanno
15
Başak, Suleyman
14
Chiarella, Carl
14
Grammig, Joachim
14
Hou, Kewei
14
Jagannathan, Ravi
14
Lettau, Martin
14
Pesaran, M. Hashem
14
Platen, Eckhard
14
Bottazzi, Giulio
13
Cochrane, John H.
13
Wickens, Michael R.
13
Yaron, Amir
13
Adrian, Tobias
12
Drew, Michael E.
12
Ferson, Wayne E.
12
Gagliardini, Patrick
12
Guidolin, Massimo
12
Guo, Hui
12
Nitschka, Thomas
12
Polk, Christopher
12
Bansal, Ravi
11
Gospodinov, Nikolaj
11
Harvey, Campbell R.
11
Kogan, Leonid
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Rodney L. White Center for Financial Research
3
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8
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4
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ECONIS (ZBW)
21
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1
Pricing Without Mispricing
Liu, Jianan
;
Moskowitz, Tobias J.
;
Stambaugh, Robert F.
-
National Bureau of Economic Research
-
2021
test assumes such a model assigns zero alpha to investment strategies using decade-old information. The
CAPM
satisfies this …
Persistent link: https://www.econbiz.de/10012599306
Saved in:
2
Liquidity risk after 20 years
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2019
Persistent link: https://www.econbiz.de/10012020238
Saved in:
3
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2016
-
This draft: January 14, 2016
Persistent link: https://www.econbiz.de/10011521991
Saved in:
4
Liquidity risk after 20 years
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2019
Persistent link: https://www.econbiz.de/10012149923
Saved in:
5
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2015
Persistent link: https://www.econbiz.de/10011349375
Saved in:
6
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001609805
Saved in:
7
Comparing asset pricing models : an investment perspective
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001410127
Saved in:
8
Liquidity risk and expected stock returns
Pástor, Ľuboš
-
2002
Persistent link: https://www.econbiz.de/10013424074
Saved in:
9
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636396
Saved in:
10
Investing in equity mutual funds
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636406
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