//--> //--> //--> //-->
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 economic dynamics & control"
~isPartOf:"NBER Working Paper"
~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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Theorie
8,673
Theory
8,673
Monetary policy
831
Geldpolitik
830
Estimation
625
Schätzung
625
Welt
408
World
408
Business cycle
370
Konjunktur
370
Portfolio selection
358
Portfolio-Management
358
Welfare analysis
322
Wohlfahrtsanalyse
322
Deutschland
301
Risk
301
Germany
300
Risiko
300
Schock
293
Shock
293
Fiscal policy
292
Finanzpolitik
291
Gesetzliche Rentenversicherung
285
Public pension system
285
Allgemeines Gleichgewicht
242
General equilibrium
242
Financial market
238
Finanzmarkt
238
Exchange rate
234
Wechselkurs
234
Börsenkurs
233
Share price
233
Volatility
233
Volatilität
233
Inflation
231
Productivity
228
Produktivität
227
Rational expectations
218
Rationale Erwartung
218
more ...
less ...
Online availability
All
Free
159
Undetermined
32
Type of publication
All
Book / Working Paper
159
Article
118
Type of publication (narrower categories)
All
Article in journal
118
Aufsatz in Zeitschrift
118
Language
All
English
277
Author
All
Campbell, John Y.
10
Stambaugh, Robert F.
6
Cochrane, John H.
5
Jagannathan, Ravi
5
Longstaff, Francis A.
5
Bansal, Ravi
4
Hommes, Cars H.
4
Lustig, Hanno N.
4
Zhang, Lu
4
Zin, Stanley E.
4
Bekaert, Geert
3
Bidarkota, Prasad V.
3
Brock, William A.
3
Constantinides, George M.
3
Dumas, Bernard
3
Hansen, Lars Peter
3
Heaton, John
3
Kiku, Dana
3
Lehmann, Bruce N.
3
Li, Kai
3
Lioui, Abraham
3
Lo, Andrew W.
3
Ludvigson, Sydney C.
3
Mackinlay, A. Craig
3
Shanken, Jay A.
3
Weil, Philippe
3
Yaron, Amir
3
Ait-Sahalia, Yacine
2
Aizenman, Joshua
2
Akdeniz, Levent
2
Alvarez, Fernando
2
Ang, Andrew
2
Anufriev, Mikhail
2
Athanasoulis, Stefano
2
Backus, David K.
2
Brav, Alon
2
Burnside, A. Craig
2
Calvet, Laurent E.
2
Cecchetti, Stephen G.
2
Challe, Edouard
2
more ...
less ...
Published in...
All
Journal of economic dynamics & control
NBER Working Paper
NBER working paper series
214
Working paper / National Bureau of Economic Research, Inc.
172
The journal of finance : the journal of the American Finance Association
159
Journal of financial economics
154
The review of financial studies
144
Journal of banking & finance
125
Finance research letters
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Journal of empirical finance
76
Economics letters
65
Journal of financial and quantitative analysis : JFQA
65
Management science : journal of the Institute for Operations Research and the Management Sciences
61
Research paper series / Swiss Finance Institute
60
Journal of economic theory
54
Journal of monetary economics
54
Discussion paper / Centre for Economic Policy Research
51
Finance and stochastics
51
International review of economics & finance : IREF
47
Journal of econometrics
47
International review of financial analysis
46
Journal of international money and finance
44
International journal of theoretical and applied finance
43
Review of quantitative finance and accounting
43
The North American journal of economics and finance : a journal of financial economics studies
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Working paper
40
Annals of finance
38
Swiss Finance Institute Research Paper
38
The journal of futures markets
38
The European journal of finance
37
Advances in futures and options research : a research annual
36
Discussion papers / CEPR
36
Economic theory : official journal of the Society for the Advancement of Economic Theory
35
Finance and economics discussion series
35
Economic modelling
34
Journal of mathematical economics
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Applied economics
32
more ...
less ...
Source
All
ECONIS (ZBW)
277
Showing
1
-
10
of
277
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tests of CAPM on an International Portfolio of Bonds and Stocks
Engel, Charles M.
-
2021
.S.,
Germany
and Japan choose a portfolio that includes bonds and equities from each of these countries to maximize a function of …
Persistent link: https://www.econbiz.de/10013218322
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
More hedging instruments may destabilize markets
Brock, William A.
;
Hommes, Cars H.
;
Wagener, Florian …
- In:
Journal of economic dynamics & control
33
(
2009
)
11
,
pp. 1912-1928
Persistent link: https://www.econbiz.de/10003888582
Saved in:
10
From structural assumptions to a link between assets and interrest rates
Reiß, Oliver
;
Schoenmakers, John
;
Schweizer, Martin
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
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...
//-->