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~isPartOf:"The review of financial studies"
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CAPM
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Belo, Frederico
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Journal of financial and quantitative analysis : JFQA
The review of financial studies
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111
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91
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43
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29
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ECONIS (ZBW)
142
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1
Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence
Chabi-Yo, Fousseni
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 181-231
Persistent link: https://www.econbiz.de/10003716152
Saved in:
2
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Saved in:
3
Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
Saved in:
4
Estimation risk, information, and the conditional CAPM : theory and evidence
Kumar, Praveen
;
Sorescu, Sorin M.
;
Boehme, Rodney D.
; …
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1037-1075
Persistent link: https://www.econbiz.de/10003742220
Saved in:
5
Habit formation, incomplete markets, and the significance of regional risk for expected returns
Korniotis, George M.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2139-2172
Persistent link: https://www.econbiz.de/10003765142
Saved in:
6
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
7
Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.
;
Henry, Tyler R.
;
Kisgen, Darren J.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
Saved in:
8
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
Saved in:
9
Asset pricing models and financial markt anomalies
Avramov, Doron
;
Chordia, Tarun
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 1001-1040
Persistent link: https://www.econbiz.de/10003358402
Saved in:
10
Momentum profits, factor pricing, and macroeconomic risk
Liu, Laura Xiaolei
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2417-2448
Persistent link: https://www.econbiz.de/10003805065
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