//--> //--> //--> //-->
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:"Finance research letters"
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
Asset Prices in Affine Real Bu...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
179
Capital income
92
Kapitaleinkommen
92
Theorie
79
Theory
79
Portfolio selection
56
Portfolio-Management
56
Risikoprämie
54
Risk premium
54
Börsenkurs
48
Share price
48
Estimation
42
Schätzung
42
Risk
38
Risiko
36
Asset pricing
31
Aktienmarkt
29
Stock market
29
Volatility
25
Volatilität
25
Forecasting model
21
Prognoseverfahren
21
Anlageverhalten
14
Behavioural finance
14
Beta risk
13
Betafaktor
13
Welt
13
World
13
Option pricing theory
9
Optionspreistheorie
9
Liquidity
8
Virtual currency
8
Virtuelle Währung
8
Capital market returns
7
Factor analysis
7
Faktorenanalyse
7
Kapitalmarktrendite
7
Liquidität
7
Return predictability
7
Stochastic process
7
more ...
less ...
Online availability
All
Undetermined
141
Free
2
Type of publication
All
Article
179
Type of publication (narrower categories)
All
Article in journal
179
Aufsatz in Zeitschrift
179
Language
All
English
179
Author
All
Zaremba, Adam
7
Jarrow, Robert A.
3
Long, Huaigang
3
Taussig, Roi D.
3
Aslanidis, Nektarios
2
Bossaerts, Peter L.
2
Božović, Miloš
2
Brennan, Michael J.
2
Buchner, Axel
2
Będowska-Sójka, Barbara
2
Christiansen, Charlotte
2
Coën, Alain
2
Csóka, Péter
2
Demir, Ender
2
Demirer, Rıza
2
Fabozzi, Frank J.
2
Galvani, Valentina
2
Giannikos, Christos
2
Judd, Kenneth L.
2
Kubler, Felix
2
Kwon, Ji Ho
2
Lee, Eun Jung
2
Li, Youwei
2
Naeem, Muhammad Abubakr
2
Obrimah, Oghenovo Adewale
2
Reeves, Jonathan J.
2
Schmedders, Karl
2
Shahzad, Syed Jawad Hussain
2
Sohn, Bumjean
2
Wagner, Niklas F.
2
Wong, Hoi Ying
2
Xia, Yihong
2
Zame, William R.
2
Ülkü, Numan
2
Aharon, David Y.
1
Ahmad, Farooq
1
Ahmad, Tanveer
1
Alanya-Beltran, Willy
1
Ali, Fahad
1
Altay-Salih, Aslihan
1
more ...
less ...
Published in...
All
Finance research letters
NBER working paper series
450
Working paper / National Bureau of Economic Research, Inc.
396
NBER Working Paper
337
Journal of financial economics
320
Journal of banking & finance
278
The journal of finance : the journal of the American Finance Association
251
Journal of economic dynamics & control
245
The review of financial studies
221
Journal of empirical finance
163
Economics letters
151
Discussion paper / Centre for Economic Policy Research
134
International review of financial analysis
134
Journal of monetary economics
134
Journal of financial and quantitative analysis : JFQA
124
Economic modelling
117
Management science : journal of the Institute for Operations Research and the Management Sciences
117
Pacific-Basin finance journal
105
Applied economics
104
International review of economics & finance : IREF
99
Journal of international money and finance
98
Research paper series / Swiss Finance Institute
98
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Working paper
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
The European journal of finance
83
The North American journal of economics and finance : a journal of financial economics studies
82
Journal of econometrics
81
International journal of theoretical and applied finance
80
Applied financial economics
77
Journal of economic theory
77
The journal of futures markets
77
Finance and stochastics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Discussion papers / CEPR
66
Macroeconomic dynamics
63
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
59
more ...
less ...
Source
All
ECONIS (ZBW)
179
Showing
1
-
10
of
179
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight
Zaremba, Adam
;
Czapkiewicz, Anna
;
Będowska-Sójka, Barbara
- In:
Finance research letters
24
(
2018
),
pp. 163-167
Persistent link: https://www.econbiz.de/10011982555
Saved in:
2
Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit
;
Patel, Pratish
- In:
Finance research letters
24
(
2018
),
pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
Saved in:
3
Avoiding regret in an agent-based asset pricing model
Pruna, Radu T.
;
Polukarov, Maria
;
Jennings, Nick
- In:
Finance research letters
24
(
2018
),
pp. 273-277
Persistent link: https://www.econbiz.de/10011982602
Saved in:
4
Pricing within and across asset classes
Dobrynskaja, V. V.
- In:
Finance research letters
25
(
2018
),
pp. 10-15
Persistent link: https://www.econbiz.de/10012003407
Saved in:
5
Distribution uncertainty and expected stock returns
Chae, Joon
;
Lee, Eun Jung
- In:
Finance research letters
25
(
2018
),
pp. 55-61
Persistent link: https://www.econbiz.de/10012003434
Saved in:
6
Risk-based explanation for the country-level size and value effects
Zaremba, Adam
- In:
Finance research letters
18
(
2016
),
pp. 226-233
Persistent link: https://www.econbiz.de/10011657029
Saved in:
7
Model misspecification and pricing of illiquid claims
Rubtsov, Alexey
- In:
Finance research letters
18
(
2016
),
pp. 242-249
Persistent link: https://www.econbiz.de/10011657056
Saved in:
8
A note on the Wang transform for stochastic volatility pricing models
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Finance research letters
19
(
2016
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011657622
Saved in:
9
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun
;
Park, Hyungbin
- In:
Finance research letters
13
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
Saved in:
10
Equity returns of distressed equity issuers
Park, James L.
- In:
Finance research letters
14
(
2015
),
pp. 93-103
Persistent link: https://www.econbiz.de/10011552645
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...
//-->