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CAPM
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asset pricing
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Hens, Thorsten
98
Zhang, Lu
94
Zaremba, Adam
90
Campbell, John Y.
75
Cochrane, John H.
74
Fabozzi, Frank J.
70
Harvey, Campbell R.
68
Robotti, Cesare
68
Ferson, Wayne E.
66
Hansen, Lars Peter
66
Stambaugh, Robert F.
64
Kan, Raymond
60
Bekaert, Geert
58
Jagannathan, Ravi
54
Jarrow, Robert A.
54
Nagel, Stefan
53
Zhou, Guofu
52
Bottazzi, Giulio
50
Lee, Cheng F.
50
Adrian, Tobias
49
Cakici, Nusret
49
Chiarella, Carl
49
He, Xue-zhong
49
Lo, Andrew W.
49
Madan, Dilip B.
49
Faff, Robert W.
46
Lettau, Martin
45
Vayanos, Dimitri
45
Bali, Turan G.
44
Bansal, Ravi
44
Feunou, Bruno
44
Kelly, Bryan T.
44
Kogan, Leonid
44
Lustig, Hanno
44
Schrimpf, Andreas
44
Duffie, Darrell
43
Fama, Eugene F.
43
Guo, Hui
43
Hommes, Cars H.
43
Guidolin, Massimo
42
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National Bureau of Economic Research
518
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
94
C.E.P.R. Discussion Papers
74
Society for Computational Economics - SCE
37
EconWPA
34
Bank of Canada
27
Federal Reserve Bank of St. Louis
27
Federal Reserve Board (Board of Governors of the Federal Reserve System)
25
Federal Reserve Bank of New York
23
Institut für Schweizerisches Bankwesen <Zürich>
22
Society for Economic Dynamics - SED
19
Université Paris-Dauphine (Paris IX)
18
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
14
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
13
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
13
Federal Reserve Bank of San Francisco
13
National Centre of Competence in Research North South <Bern>
13
Springer Fachmedien Wiesbaden
13
Federal Reserve Bank of Atlanta
12
European Central Bank
11
London School of Economics (LSE)
11
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11
Center for Financial Studies
10
Cowles Foundation for Research in Economics, Yale University
10
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10
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10
Finance Discipline Group, Business School
10
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
10
School of Economics and Management, University of Aarhus
10
School of Management, Yale University
10
Ekonomiska forskningsinstitutet <Stockholm>
9
HAL
9
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9
Institute of Finance and Accounting <London>
9
International Monetary Fund (IMF)
9
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9
Tilburg University, Center for Economic Research
9
Zentrum für Europäische Wirtschaftsforschung (ZEW)
9
CESifo
8
Centre for Analytical Finance <Århus>
8
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NBER working paper series
506
Working paper / National Bureau of Economic Research, Inc.
473
NBER Working Paper
357
Journal of financial economics
347
Journal of banking & finance
298
The journal of finance : the journal of the American Finance Association
276
The review of financial studies
266
Finance research letters
225
Journal of economic dynamics & control
193
Journal of empirical finance
174
International review of financial analysis
149
Discussion paper / Centre for Economic Policy Research
146
Journal of financial and quantitative analysis : JFQA
138
Management science : journal of the Institute for Operations Research and the Management Sciences
136
Economics letters
125
Research paper series / Swiss Finance Institute
122
Pacific-Basin finance journal
114
International review of economics & finance : IREF
107
Applied economics
101
Mathematical finance : an international journal of mathematics, statistics and financial theory
99
Journal of international money and finance
97
The European journal of finance
97
Working paper
97
Discussion papers / CEPR
93
Economic modelling
92
International journal of theoretical and applied finance
92
Journal of international financial markets, institutions & money
92
Journal of econometrics
91
Journal of economic theory
91
Journal of monetary economics
90
MPRA Paper
90
Review of quantitative finance and accounting
90
Finance and stochastics
88
The North American journal of economics and finance : a journal of financial economics studies
86
Working Paper
85
Applied financial economics
83
SpringerLink / Bücher
81
The journal of futures markets
81
Swiss Finance Institute Research Paper
75
CEPR Discussion Papers
74
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ECONIS (ZBW)
22,047
RePEc
1,912
EconStor
546
USB Cologne (EcoSocSci)
126
USB Cologne (business full texts)
91
Other ZBW resources
78
BASE
75
ArchiDok
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24711
Estimating beta for New Zealand companies
Bartholdy, Jan
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000966843
Saved in:
24712
Manuale del reddito fisso : macroeconomia, mercati e strumenti, tecniche di valutazione, analisi tecnica, derivati
Urbani, Stefano
(
contributor
);
Fossati, Carlo
(
contributor
)
-
1996
-
1. ed
Persistent link: https://www.econbiz.de/10000972962
Saved in:
24713
Teoria della finanza : la determinazione dei prezzi delle attività finanziarie
Beltratti, Andrea
-
1996
-
1. ed
Persistent link: https://www.econbiz.de/10000976347
Saved in:
24714
Credito ed informazione
Ruiz, Maria Laura
-
1996
Persistent link: https://www.econbiz.de/10000983877
Saved in:
24715
Haben sich die Finanzmärkte von der Realwirtschaft abgekoppelt? : Impulse einer Fachkonferenz
Hengsbach, Friedhelm
(
ed.
);
Binswanger, Mathias
(
contributor
)
-
Oswald-von-Nell-Breuning-Institut für Wirtschafts- und …
-
1996
Persistent link: https://www.econbiz.de/10013440851
Saved in:
24716
Quantitative financial economics : stocks, bonds, and foreign exchange
Cuthbertson, Keith
-
1996
Persistent link: https://www.econbiz.de/10013491190
Saved in:
24717
Asset
Pricing
Under Endogenous Expectation in an Artificial Stock Market
Arthur, W. Brian
;
Holland, John H.
;
LeBaron, Blake
; …
-
Santa Fe Institute
-
1996
We propose a theory of
asset
pricing
based on heterogeneous agents who continually adapt their expectations to the …
Persistent link: https://www.econbiz.de/10005790748
Saved in:
24718
Asset
Pricing
Under Endogenous Expectations in an Artificial Stock Market.
Arthur, W.B.
;
Holland, J.H.
;
LeBaron, B.
;
Palmer, R.
; …
-
Wisconsin Madison - Social Systems
-
1996
We propose a theory of
asset
pricing
based on heterogeneous agents who continually adapt their expectations to the …
Persistent link: https://www.econbiz.de/10005795240
Saved in:
24719
Hetergeneous Beliefs and Routes to Chaos in a Simple
Asset
Pricing
Model.
Brock, W.A.
;
Hommes, C.H.
-
Wisconsin Madison - Social Systems
-
1996
This paper investigates the dynamics in the simple present discounted value
asset
pricing
model with heterogeneous …
Persistent link: https://www.econbiz.de/10005795331
Saved in:
24720
The Impact of the Return Interval on The estimation of Systematic Risk in Australia.
Jesev, T.
;
Brailsford, T.
-
School of Economics, Finance and Marketing, RMIT University
-
1996
The estimation of systematic risk (or 'beta') in central to the implementation of the Capital
Asset
Pricing
Model and …
Persistent link: https://www.econbiz.de/10005487292
Saved in:
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