//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"Journal of banking & finance"
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Model-free CPPI
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Theory
3,196
Theorie
3,195
Portfolio selection
597
Portfolio-Management
597
Risk
285
Risiko
278
Capital income
238
Kapitaleinkommen
238
Game theory
219
Spieltheorie
219
Asymmetric information
193
Asymmetrische Information
193
USA
193
United States
190
Credit risk
189
Kreditrisiko
189
Börsenkurs
182
Share price
181
Estimation
179
Schätzung
179
General equilibrium
177
Allgemeines Gleichgewicht
176
Equilibrium theory
157
Gleichgewichtstheorie
157
Volatility
155
Volatilität
154
Bank
151
Risikomanagement
130
Risk management
130
Risikomaß
128
Risk measure
128
Anlageverhalten
117
Behavioural finance
117
Financial crisis
117
Finanzkrise
117
Financial market
116
Finanzmarkt
116
Welt
113
World
113
more ...
less ...
Online availability
All
Undetermined
78
Type of publication
All
Article
196
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
197
Aufsatz in Zeitschrift
197
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
197
Author
All
Hollstein, Fabian
4
Prokopczuk, Marcel
4
Post, Thierry
3
Abhyankar, Abhay
2
Balvers, Ronald J.
2
Ben Ammar, Semir
2
Branger, Nicole
2
Eling, Martin
2
Kim, Tong Suk
2
Klein, Peter
2
Kubler, Felix
2
Levy, Haim
2
Levy, Moshe
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Monfort, Alain
2
Nielsen, Lars Tyge
2
Phelan, Gregory
2
Pukthuanthong, Kuntara
2
Satchell, Stephen
2
Torres-Martínez, Juan Pablo
2
Uhrig-Homburg, Marliese
2
Ahn, Seryoong
1
An, Yunbi
1
Anthonisz, Sean A.
1
Aretz, Kevin
1
Arisoy, Yakup Eser
1
Arouri, Mohamed
1
Aydoğan, Kürşat
1
Bach, Christian
1
Badrinath, S. G.
1
Baek, Seungho
1
Baele, Lieven
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Balder, Sven
1
Bali, Turan G.
1
Baltussen, Guido
1
Barone-Adesi, Giovanni
1
more ...
less ...
Published in...
All
Economic theory : official journal of the Society for the Advancement of Economic Theory
Journal of banking & finance
NBER working paper series
258
Working paper / National Bureau of Economic Research, Inc.
213
Journal of financial economics
208
NBER Working Paper
189
The journal of finance : the journal of the American Finance Association
175
The review of financial studies
166
Journal of economic dynamics & control
136
Finance research letters
135
Journal of empirical finance
109
Management science : journal of the Institute for Operations Research and the Management Sciences
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of financial and quantitative analysis : JFQA
78
International review of financial analysis
76
Economics letters
75
International review of economics & finance : IREF
70
Research paper series / Swiss Finance Institute
70
Journal of monetary economics
63
Discussion paper / Centre for Economic Policy Research
62
Finance and stochastics
59
Journal of economic theory
59
The North American journal of economics and finance : a journal of financial economics studies
56
Applied economics
55
Review of quantitative finance and accounting
55
International journal of theoretical and applied finance
53
Economic modelling
52
Journal of econometrics
52
Journal of international money and finance
48
The journal of portfolio management : a publication of Institutional Investor
48
Discussion papers / CEPR
47
Annals of finance
46
The European journal of finance
46
Pacific-Basin finance journal
45
Swiss Finance Institute Research Paper
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Journal of international financial markets, institutions & money
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Working paper
43
Journal of mathematical economics
42
Finance and economics discussion series
39
more ...
less ...
Source
All
ECONIS (ZBW)
197
Showing
1
-
10
of
197
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium prices and trade under ambiguous volatility
Beißner, Patrick
- In:
Economic theory : official journal of the Society for …
64
(
2017
)
2
,
pp. 213-238
Persistent link: https://www.econbiz.de/10011740090
Saved in:
2
Beta uncertainty
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489243
Saved in:
3
Collateralization and asset price bubbles when investors disagree about
risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
4
Real estate as a common
risk
factor in bank stock returns
Carmichael, Benoît
;
Coën, Alain
- In:
Journal of banking & finance
94
(
2018
),
pp. 118-130
Persistent link: https://www.econbiz.de/10011966483
Saved in:
5
Risk
evaluations with robust approximate factor models
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
Journal of banking & finance
82
(
2017
),
pp. 244-264
Persistent link: https://www.econbiz.de/10011816816
Saved in:
6
Idiosyncratic
risk
, costly arbitrage, and the cross-section of stock returns
Cao, Jie
;
Han, Bing
- In:
Journal of banking & finance
73
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
Saved in:
7
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
8
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
9
Model uncertainty and systematic
risk
in US banking
Baele, Lieven
;
De Bruyckere, Valerie
;
De Jonghe, Olivier
; …
- In:
Journal of banking & finance
53
(
2015
),
pp. 49-66
Persistent link: https://www.econbiz.de/10011377693
Saved in:
10
Assessing the
risk
-return trade-off in loan portfolios
Mencía, Javier
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1665-1677
Persistent link: https://www.econbiz.de/10009616442
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->