//--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Jermann, Urban J."
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Theorie
9
Theory
9
Allgemeines Gleichgewicht
3
General equilibrium
3
Estimation
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
USA
2
United States
2
1889-1997
1
1952-2010
1
Aktienmarkt
1
Allocation
1
Allocative efficiency
1
Allokation
1
Allokationseffizienz
1
Arbeitsangebot
1
Business cycle
1
Börsenkurs
1
Core
1
Economic growth
1
Einkommenshypothese
1
Financial investment
1
Gleichgewichtstheorie
1
Haushaltsproduktion
1
Household production
1
Income hypothesis
1
Inflation
1
International financial market
1
Internationaler Finanzmarkt
1
Investition
1
Investment
1
Kapitalanlage
1
Konjunktur
1
Labour supply
1
Liquidity constraint
1
Liquiditätsbeschränkung
1
Mehr-Länder-Modell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Language
All
English
3
Author
All
Jermann, Urban J.
Aït-Sahalia, Yacine
9
Campbell, John Y.
9
Cochrane, John H.
9
Ferson, Wayne E.
8
Stambaugh, Robert F.
8
Bekaert, Geert
7
Hodrick, Robert J.
7
Harvey, Campbell R.
6
Jagannathan, Ravi
5
Jakobsen, Jan Bo
5
Lehmann, Bruce Neal
5
Lettau, Martin
5
Lo, Andrew W.
5
Pástor, Ľuboš
5
Dumas, Bernard
4
Engel, Charles
4
Lewis, Karen K.
4
Longstaff, Francis A.
4
MacKinlay, Archie Craig
4
Mykland, Per A.
4
Pedersen, Lasse Heje
4
Singleton, Kenneth J.
4
Yaron, Amir
4
Zhang, Lu
4
Zin, Stanley E.
4
Backus, David
3
Bansal, Ravi
3
Barberis, Nicholas
3
Cecchetti, Stephen G.
3
Daniel, Kent
3
Engle, Robert F.
3
Faff, Robert W.
3
Frankel, Jeffrey A.
3
Hansen, Lars Peter
3
Kōnstantinidēs, Giōrgos
3
Lam, Pok-sang
3
Lustig, Hanno
3
Mark, Nelson C.
3
Melino, Angelo
3
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Working paper
NBER working paper series
3
NBER Working Paper
2
European economic review : EER
1
International Seminar on Macroeconomics
1
Journal of financial economics
1
Rodney L. White Center for Financial Research
1
The review of financial studies
1
Weiss Center working papers
1
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing when
risk
sharing is limited by default
Alvarez, Fernando
;
Jermann, Urban J.
-
1998
Persistent link: https://www.econbiz.de/10013416408
Saved in:
2
Quantitative asset pricing implications of endogenous solvency constraints
Alvarez Garrido, Fernando
;
Jermann, Urban J.
-
1999
Persistent link: https://www.econbiz.de/10001370297
Saved in:
3
The size of the permanent component of asset pricing kernels
Alvarez Garrido, Fernando
;
Jermann, Urban J.
-
2001
Persistent link: https://www.econbiz.de/10001590818
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->