//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Zhang, Lu"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"asset pricing"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
16
Theorie
10
Theory
10
Capital income
5
Kapitaleinkommen
5
Portfolio selection
5
Portfolio-Management
5
USA
4
United States
4
Börsenkurs
3
Financial economics
3
Kapitalmarkttheorie
3
Share price
3
Beta risk
2
Betafaktor
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Financial analysis
2
Finanzanalyse
2
Rational expectations
2
Rationale Erwartung
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Tobin's Q
2
Tobins Q
2
investment CAPM
2
1963-2011
1
1967-2017
1
Aggregation
1
Allgemeines Gleichgewicht
1
Betriebliche Finanzwirtschaft
1
Betriebliche Liquidität
1
Buffett’s alpha
1
Capital
1
Consumption CAPM
1
Corporate liquidity
1
DSGE
1
Disaster
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Multi-volume publication
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Working Paper
37
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Zhang, Lu
Zaremba, Adam
66
Jarrow, Robert A.
36
Faff, Robert W.
34
Cakici, Nusret
31
Fabozzi, Frank J.
29
Madan, Dilip B.
29
Ferson, Wayne E.
26
Harvey, Campbell R.
25
Lee, Cheng F.
24
Sehgal, Sanjay
24
Hens, Thorsten
23
Zhou, Guofu
23
Hansen, Lars Peter
22
Fama, Eugene F.
21
Bossaerts, Peter L.
20
Rubio, Gonzalo
20
Cochrane, John H.
19
Fletcher, Jonathan
19
Levy, Haim
19
Satchell, Stephen
19
Yang, Chunpeng
19
Kan, Raymond
18
Robotti, Cesare
18
Campbell, John Y.
17
Bali, Turan G.
16
Duffie, Darrell
16
Lo, Andrew W.
16
Longstaff, Francis A.
16
Löffler, Andreas
16
Auer, Benjamin R.
15
Brennan, Michael J.
15
Guo, Hui
15
Hommes, Cars H.
15
Li, Bin
15
Renault, Eric
15
Shanken, Jay
15
Zhong, Angel
15
Chiarella, Carl
14
Garcia, René
14
more ...
less ...
Published in...
All
The review of financial studies
5
Journal of financial economics
3
Review of finance : journal of the European Finance Association
2
European financial management : the journal of the European Financial Management Association
1
Journal of monetary economics
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER reporter online
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The economics of security analysis
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 164-186
Persistent link: https://www.econbiz.de/10014469937
Saved in:
2
Searching for the equity premium
Bai, Hang
;
Zhang, Lu
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 897-926
Persistent link: https://www.econbiz.de/10013401736
Saved in:
3
An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic
asset
pricing
models
Jiang, Minqi
;
Liu, Jiapeng
;
Zhang, Lu
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
Saved in:
4
Which factors?
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012034746
Saved in:
5
Aggregation, capital heterogeneity, and the investment CAPM
Gonçalves, Andrei S.
;
Xue, Chen
;
Zhang, Lu
- In:
The review of financial studies
33
(
2020
)
6
,
pp. 2728-2771
Persistent link: https://www.econbiz.de/10012244800
Saved in:
6
The investment CAPM
Zhang, Lu
- In:
European financial management : the journal of the …
23
(
2017
)
4
,
pp. 545-603
Persistent link: https://www.econbiz.de/10011770823
Saved in:
7
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
8
A neoclassical interpretation of momentum
Xiaolei Lui, Laura
;
Zhang, Lu
- In:
Journal of monetary economics
67
(
2014
),
pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
Saved in:
9
Digesting anomalies : an investment approach
Hou, Kewei
;
Xue, Chen
;
Zhang, Lu
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 650-715
Persistent link: https://www.econbiz.de/10011337567
Saved in:
10
Exploring
asset
pricing
anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->