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Search: subject:"pricing model"
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CAPM
18,331
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11,499
Theory
11,441
Capital income
5,247
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5,247
Portfolio-Management
4,383
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4,376
Börsenkurs
4,083
Share price
4,067
Kapitalmarkttheorie
3,331
Financial economics
3,307
Risikoprämie
3,267
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3,256
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3,235
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3,219
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2,271
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2,251
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2,228
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2,216
Optionspreistheorie
2,196
Option pricing theory
2,174
USA
1,974
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1,950
Aktienmarkt
1,890
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1,872
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1,615
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1,614
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1,574
Financial market
1,568
Anlageverhalten
1,289
Behavioural finance
1,273
Arbitrage Pricing
1,206
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1,206
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1,204
Beta risk
1,203
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1,014
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1,007
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993
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988
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971
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8,402
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138
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Zaremba, Adam
85
Zhang, Lu
79
Hens, Thorsten
77
Campbell, John Y.
74
Fabozzi, Frank J.
71
Cochrane, John H.
70
Ferson, Wayne E.
66
Jarrow, Robert A.
66
Hansen, Lars Peter
64
Madan, Dilip B.
64
Stambaugh, Robert F.
63
Harvey, Campbell R.
58
Vayanos, Dimitri
56
Bekaert, Geert
55
Jagannathan, Ravi
55
Robotti, Cesare
51
Lo, Andrew W.
50
Platen, Eckhard
50
Cakici, Nusret
49
Faff, Robert W.
48
He, Xue-zhong
48
Kan, Raymond
47
Nagel, Stefan
46
Zhou, Guofu
46
Bali, Turan G.
44
Kelly, Bryan T.
44
Lee, Cheng F.
43
Duffie, Darrell
42
Kogan, Leonid
42
Bansal, Ravi
41
Chiarella, Carl
41
Fama, Eugene F.
41
Guidolin, Massimo
41
Dumas, Bernard
40
Guo, Hui
40
Hommes, Cars H.
40
Longstaff, Francis A.
40
Satchell, Stephen
40
Bossaerts, Peter L.
39
Lettau, Martin
39
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National Bureau of Economic Research
507
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
20
Federal Reserve Bank of St. Louis
16
Ekonomiska forskningsinstitutet <Stockholm>
13
Springer Fachmedien Wiesbaden
13
Federal Reserve Board (Board of Governors of the Federal Reserve System)
11
Centre for Analytical Finance <Århus>
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Institute of Finance and Accounting <London>
9
Center for Economic Research <Tilburg>
8
Deutsche Forschungsgemeinschaft
8
Erasmus Research Institute of Management
8
University of Chicago / Center for Research in Security Prices
8
Chambre de commerce et d'industrie de Paris
7
International Monetary Fund (IMF)
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
7
American Finance Association
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Federal Reserve Bank of Chicago
6
Federal Reserve Bank of Minneapolis
6
Rodney L. White Center for Financial Research
6
Springer International Publishing
6
Svenska Handelshögskolan <Helsinki>
6
Verlag Dr. Kovač
6
C.E.P.R. Discussion Papers
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Centre for Economic Policy Research
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Federal Reserve Bank of Boston
5
Federal Reserve Bank of New York
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
University of Cambridge / Department of Applied Economics
5
Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Books on Demand GmbH <Norderstedt>
4
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
4
Centro de Estudios Monetarios Latinoamericanos <México>
4
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NBER working paper series
494
Working paper / National Bureau of Economic Research, Inc.
463
NBER Working Paper
352
Journal of financial economics
350
Journal of banking & finance
313
The journal of finance : the journal of the American Finance Association
282
The review of financial studies
266
Journal of economic dynamics & control
202
Finance research letters
197
International journal of theoretical and applied finance
176
Journal of empirical finance
176
International review of financial analysis
152
Discussion paper / Centre for Economic Policy Research
149
Journal of financial and quantitative analysis : JFQA
141
Mathematical finance : an international journal of mathematics, statistics and financial theory
140
Finance and stochastics
134
Research paper series / Swiss Finance Institute
129
Management science : journal of the Institute for Operations Research and the Management Sciences
126
Economics letters
121
The journal of futures markets
116
Pacific-Basin finance journal
112
International review of economics & finance : IREF
106
Applied economics
103
Journal of econometrics
98
Review of quantitative finance and accounting
98
The European journal of finance
98
The North American journal of economics and finance : a journal of financial economics studies
98
Journal of mathematical economics
96
Journal of economic theory
95
Economic modelling
94
Working paper
93
Applied financial economics
91
Journal of international money and finance
91
Journal of international financial markets, institutions & money
90
SpringerLink / Bücher
84
Discussion papers / CEPR
80
Journal of monetary economics
80
Swiss Finance Institute Research Paper
78
Applied mathematical finance
76
Quantitative finance
75
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Source
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ECONIS (ZBW)
23,470
RePEc
415
EconStor
139
BASE
22
USB Cologne (EcoSocSci)
20
Other ZBW resources
2
ArchiDok
1
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111
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111
Multi-agent equilibrium model with heterogeneous views on fundamental risks in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2024
Persistent link: https://www.econbiz.de/10014494158
Saved in:
112
Multi-agent equilibrium model with heterogeneous views on fundamental risks in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2024
Persistent link: https://www.econbiz.de/10014513437
Saved in:
113
Existence of the wealth-consumption ratio in asset pricing models with recursive preferences
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
The review of financial studies
37
(
2024
)
3
,
pp. 989-1028
Persistent link: https://www.econbiz.de/10014528731
Saved in:
114
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
115
Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014467441
Saved in:
116
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
117
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
118
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
119
Procrastination and intertemporal consumption : a three-period extension of the CAPM with irrational agents
Habis, Helga
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531535
Saved in:
120
Understanding factor value
Zhang, Shaojun
-
2024
Persistent link: https://www.econbiz.de/10014529149
Saved in:
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