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~institution:"Deutsche Forschungsgemeinschaft"
~institution:"Erasmus Research Institute of Management"
~institution:"INSEAD"
~institution:"Universitetet i Oslo / Økonomisk institutt"
~institution:"University of Exeter / Department of Economics"
~subject:"CAPM"
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4
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223
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5
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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ECONIS (ZBW)
13
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1
Tests of structural stability of risk premia and returns relationships
Karanikas, Evangelos
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980793
Saved in:
2
Taxation, uncertainty, and the cost of equity for a multinational firm
Lund, Diderik
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599208
Saved in:
3
An explanation for bankruptcy's risk-return paradox
Mello-e-Souza, Carlos A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631782
Saved in:
4
Bankruptcy happens : a study of the mechanics of distress-driven CAPM anomalies
Mello-e-Souza, Carlos A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001632944
Saved in:
5
The risk of financial assets and the volatility of their equilibrium prices when agents have non-time-separable preferences
Drees, Burkhard
;
Eckwert, Bernhard
-
1990
Persistent link: https://www.econbiz.de/10000789283
Saved in:
6
Do global risk factors matter for international cost of capital computations?
Koedijk, Kees
(
contributor
);
Dijk, Mathijs van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001710046
Saved in:
7
Downside risk and asset pricing
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
Saved in:
8
Conditional downside risk and the CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Saved in:
9
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
Saved in:
10
COMMENT Risk aversion and skewness preference
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772018
Saved in:
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