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Das Surrogatproblem bei CAPM-T...
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CAPM
4
Risikoprämie
2
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2
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Balduzzi, Pierluigi
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Bertola, Giuseppe
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Biais, Bruno
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Foresi, Silverio
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Ho, Mun S.
1
Pagano, Marco
1
Perraudin, William R. M.
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Sørensen, Bent E.
1
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Centre for Economic Policy Research
National Bureau of Economic Research
399
Institut für Schweizerisches Bankwesen <Zürich>
22
National Centre of Competence in Research North South <Bern>
13
Ekonomiska forskningsinstitutet <Stockholm>
9
Federal Reserve Bank of St. Louis
9
Institute of Finance and Accounting <London>
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National Centre of Competence in Research - Financial Valuation and Risk Management
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University of Chicago / Center for Research in Security Prices
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Erasmus Research Institute of Management
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Deutsche Forschungsgemeinschaft
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Svenska Handelshögskolan <Helsinki>
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American Finance Association
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
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4
Federal Reserve System / Division of Research and Statistics
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4
Stanford Institute for Economic Policy Research
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4
Center for Economic Research <Tilburg>
3
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3
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3
International Center for Financial Asset Management and Engineering
3
Københavns Universitet / Økonomisk Institut
3
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3
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Discussion paper / Centre for Economic Policy Research
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Working paper series of the network in financial markets
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ECONIS (ZBW)
5
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New research in financial markets
Biais, Bruno
(
ed.
);
Pagano, Marco
(
contributor
)
-
2001
-
1. publ.
Persistent link: https://www.econbiz.de/10001619572
Saved in:
2
Multivariate tests of a continous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.
-
1992
Persistent link: https://www.econbiz.de/10013444286
Saved in:
3
Non-linearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi
-
1993
Persistent link: https://www.econbiz.de/10013444306
Saved in:
4
Exchange rate and foreign inflation risk premiums in global equity returns
Vassalou, Maria
-
2000
Persistent link: https://www.econbiz.de/10013423081
Saved in:
5
Microeconomic sources of equity risk
Wickens, Michael R.
-
2003
Persistent link: https://www.econbiz.de/10013424340
Saved in:
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