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Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R. - In: International review of financial analysis 4 (1995) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10001201560
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Firm efficiency and stock returns : Australian evidence
Ang, Tze Chuan; Azad, A. S. M. Sohel; Pham, Thu A. T.; … - In: International review of financial analysis 78 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013254537
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Informational differences and learning in an asset market with boundedly rational agents
Diks, Cees; Dindo, Pietro - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1432-1465
Persistent link: https://www.econbiz.de/10003732534
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Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein; Karlsson, Sonnie - In: International review of financial analysis 17 (2008) 3, pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
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Risk sharing and counter-cyclical variation in market correlations
Aydemir, A. Cevdet - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3084-3112
Persistent link: https://www.econbiz.de/10003775485
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A patent race in a real options setting : investment strategy, valuation, CAPM beta, and return volatility
Meng, Rujing - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3192-3217
Persistent link: https://www.econbiz.de/10003775533
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Asset pricing with loss aversion
Grüne, Lars; Semmler, Willi - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3253-3274
Persistent link: https://www.econbiz.de/10003775836
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A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
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A quartet of asset pricing models in nominal and real economies
Wei, Chao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 154-165
Persistent link: https://www.econbiz.de/10003810178
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Investor heterogeneity, asset pricing and volatility dynamics
Weinbaum, David - In: Journal of economic dynamics & control 33 (2009) 7, pp. 1379-1397
Persistent link: https://www.econbiz.de/10003846757