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CAPM
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Christensen, Bent Jesper
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
932
International Monetary Fund (IMF)
47
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
42
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
29
OECD
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Federal Reserve Bank of St. Louis
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Institute of Finance and Accounting <London>
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Ekonomiska forskningsinstitutet <Stockholm>
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Nomos Verlagsgesellschaft
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Chambre de commerce et d'industrie de Paris
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EconWPA
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Centre for Economic Policy Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
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International Center for Financial Asset Management and Engineering
8
MASTER CONSULTORES
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Svenska Handelshögskolan <Helsinki>
8
University of Canterbury / Dept. of Economics and Finance
8
Birkbeck College / Department of Economics
7
C.E.P.R. Discussion Papers
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Center for Economic Research <Tilburg>
7
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7
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7
Friedrich-Schiller-Universität Jena
7
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7
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7
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6
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6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
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ECONIS (ZBW)
10
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Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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2
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
3
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
4
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
5
Estimating the consumption-capital asset pricing model without consumption data : evidence from Denmark
Reng Rasmussen, Anne-Sofie
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106426
Saved in:
6
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
7
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
8
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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9
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
10
Estimation of expected return :
CAPM
vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
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