//--> //--> //-->
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:"Mark, Nelson C."
~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
5
Theory
5
Capital income
3
Kapitaleinkommen
3
Risikoprämie
2
Risk premium
2
USA
2
United States
2
1987-2007
1
Außenwirtschaftliches Gleichgewicht
1
Currency speculation
1
Devisenmarkt
1
Estimation
1
Exchange rate
1
External balance
1
Factor analysis
1
Faktorenanalyse
1
Forecasting model
1
Foreign exchange market
1
Globalisierung
1
Globalization
1
International financial market
1
Internationaler Finanzmarkt
1
OECD countries
1
OECD-Staaten
1
Prognoseverfahren
1
Propensity to save
1
Risiko
1
Risk
1
Schätzung
1
Securities trading
1
Sparquote
1
US dollar
1
US-Dollar
1
Wechselkurs
1
Welt
1
Wertpapierhandel
1
World
1
Währungsspekulation
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Working Paper
3
Graue Literatur
1
Non-commercial literature
1
Language
All
English
3
Author
All
Mark, Nelson C.
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
Jermann, Urban J.
3
Kōnstantinidēs, Giōrgos
3
Lam, Pok-sang
3
Lustig, Hanno
3
Melino, Angelo
3
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Working paper
The American economic review
3
NBER Working Paper
2
NBER working paper series
2
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Journal of financial economics
1
Journal of monetary economics
1
NBER technical working paper series
1
Staff working paper / Bank of Canada
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The equity premium and the
risk
free rate : matching the moments
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1991
Persistent link: https://www.econbiz.de/10000817539
Saved in:
2
Mean reversion in equilibrium asset prices
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1988
Persistent link: https://www.econbiz.de/10000758085
Saved in:
3
Asset pricing with distorted beliefs : are equity returns too good to be true?
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1998
Persistent link: https://www.econbiz.de/10000652227
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->