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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
~subject:"Risikoprämie"
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CAPM
Risikoprämie
USA
809
United States
808
Börsenkurs
181
Share price
181
Capital income
109
Kapitaleinkommen
109
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82
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64
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Santa-Clara, Pedro
3
Cejnek, Georg
2
Chang, Eric Chieh
2
Guo, Hui
2
Karceski, Jason
2
Korajczyk, Robert A.
2
Maio, Paulo
2
Randl, Otto
2
Zhou, Hao
2
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1
Amin, Gaurav S.
1
Avino, Davide E.
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Baltussen, Guido
1
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1
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1
Barry, Christopher Borden
1
Bekkum, Sjoerd van
1
Bodurtha, James N.
1
Bollerslev, Tim
1
Brennan, Michael J.
1
Brooks, Robert
1
Buse, Adolf
1
Carroll, Carolyn A.
1
Chan, Louis K. C.
1
Connor, Gregory
1
Cook, Douglas O.
1
Courtadon, Georges Robert
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D'Amico, Stefania
1
Da, Zhi
1
De Giorgi, Enrico
1
DeMiguel, Victor
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Del Viva, Luca
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Dewachter, Hans
1
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Donaldson, R. Glen
1
Errunza, Vihang R.
1
Faias, José Afonso
1
Fan, Zhenzhen
1
Flesaker, Bjorn
1
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Journal of financial and quantitative analysis : JFQA
The review of financial studies
174
Working paper / National Bureau of Economic Research, Inc.
168
The journal of finance : the journal of the American Finance Association
146
Journal of financial economics
57
The journal of futures markets
50
Discussion paper / Centre for Economic Policy Research
48
Journal of banking & finance
43
Finance and economics discussion series
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Applied financial economics
27
The journal of real estate finance and economics
26
Advances in futures and options research : a research annual
23
The journal of fixed income
23
Working paper
23
Journal of international money and finance
22
Journal of political economy
22
Journal of empirical finance
21
NBER working paper series
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of money, credit and banking : JMCB
20
The journal of financial research
20
Real estate economics : journal of the American Real Estate and Urban Economics Association
19
Review of quantitative finance and accounting
19
Working papers / Rodney L. White Center for Financial Research
19
Journal of monetary economics
17
The journal of portfolio management : a publication of Institutional Investor
17
International review of financial analysis
16
The journal of business : B
16
Finance research letters
15
Journal of international financial markets, institutions & money
15
Macroeconomic dynamics
15
The American economic review
15
The financial review : the official publication of the Eastern Finance Association
15
International finance discussion papers
13
Quarterly journal of business and economics : QJBE
13
Applied economics
12
International review of economics & finance : IREF
12
Journal of economics & business
12
The European journal of finance
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ECONIS (ZBW)
64
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1
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:
2
Testing theories of capital structure and estimating the speed of adjustment
Huang, Rongbing
;
Ritter, Jay
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003865564
Saved in:
3
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
Saved in:
4
A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
Saved in:
5
A synthesis of two factor estimation methods
Connor, Gregory
;
Korajczyk, Robert A.
;
Uhlaner, Robert T.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 825-842
Persistent link: https://www.econbiz.de/10011431039
Saved in:
6
Beyond the carry trade : optimal currency portfolios
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10011431137
Saved in:
7
The impact of investability on asset valuation
Errunza, Vihang R.
;
Ta, Hai
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1135-1163
Persistent link: https://www.econbiz.de/10011431154
Saved in:
8
On bank credit risk : systemic or bank specific? ; evidence for the United States and United Kingdom
Li, Junye
;
Zinna, Gabriele
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10011338934
Saved in:
9
An extended macro-finance model with financial factors
Dewachter, Hans
;
Iania, Leonardo
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
6
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10009623279
Saved in:
10
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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