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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"CAPM"
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CAPM
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Campbell, John Y.
9
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Ferson, Wayne E.
6
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5
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5
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5
Dumas, Bernard
4
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4
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4
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4
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4
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3
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3
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3
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Lam, Pok-sang
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Lioui, Abraham
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Lo, Andrew W.
3
Lustig, Hanno
3
MacKinlay, Archie Craig
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Mark, Nelson C.
3
Wang, Jiang
3
Zhang, Lu
3
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2
Akdeniz, Levent
2
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The review of financial studies
141
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125
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82
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ECONIS (ZBW)
288
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1
Asset pricing and intrinsic values : a review essay
Lehmann, Bruce Neal
-
1991
Persistent link: https://www.econbiz.de/10000824486
Saved in:
2
Tests of CAPM on an international portfolio of bonds and stocks
Engel, Charles
-
1993
Persistent link: https://www.econbiz.de/10000882100
Saved in:
3
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
4
Equilibrium asset prices with undiversifiable labor income risk
Weil, Philippe
-
1992
Persistent link: https://www.econbiz.de/10000136587
Saved in:
5
Intertemporal asset pricing without consumption data
Campbell, John Y.
-
National Bureau of Economic Research
-
1992
Persistent link: https://www.econbiz.de/10000136599
Saved in:
6
A cross-sectional test of a production-based asset pricing model
Cochrane, John H.
-
1992
Persistent link: https://www.econbiz.de/10000136635
Saved in:
7
Empirical testing of asset pricing models
Lehmann, Bruce Neal
-
1992
Persistent link: https://www.econbiz.de/10000136651
Saved in:
8
The present value model of rational commodity pricing
Pindyck, Robert S.
-
1992
Persistent link: https://www.econbiz.de/10000136687
Saved in:
9
Financial market
efficiency
tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
10
Exact solutions for expected rates of return under Markov regime switching : implications for the equity premium puzzle
Abel, Andrew B.
-
1992
Persistent link: https://www.econbiz.de/10000136711
Saved in:
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