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Risk and return : CAPM and CCA...
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Subject
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CAPM
325
Capital income
184
Kapitaleinkommen
184
Theorie
170
Theory
170
Börsenkurs
129
Share price
129
Aktienmarkt
117
Stock market
117
Risikoprämie
112
Risk premium
112
Estimation
95
Schätzung
95
Portfolio selection
73
Portfolio-Management
73
USA
70
United States
70
Volatility
59
Volatilität
59
Risk
58
Risiko
57
Anlageverhalten
46
Behavioural finance
46
Forecasting model
44
Prognoseverfahren
44
Asset pricing
33
Yield curve
28
Zinsstruktur
28
Welt
27
World
27
Liquidity
25
Beta risk
24
Betafaktor
24
Capital market returns
22
Kapitalmarktrendite
22
Liquidität
22
Efficient market hypothesis
19
Effizienzmarkthypothese
19
Dividend
17
Dividende
17
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1
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Article
432
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Aufsatz in Zeitschrift
431
Systematic review
1
Übersichtsarbeit
1
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English
432
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Bali, Turan G.
7
Fama, Eugene F.
7
Bakshi, Gurdip S.
6
French, Kenneth Ronald
6
Harvey, Campbell R.
6
Pedersen, Lasse Heje
6
Boons, Martijn
5
Chordia, Tarun
5
Johnson, Tim
5
Longstaff, Francis A.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ball, Ray
4
Ferson, Wayne E.
4
Hou, Kewei
4
Kelly, Bryan T.
4
Linnainmaa, Juhani
4
Moskowitz, Tobias J.
4
Sadka, Ronnie
4
Santa-Clara, Pedro
4
Wang, Junbo
4
Zhang, Lu
4
Acharya, Viral V.
3
Avramov, Doron
3
Barras, Laurent
3
Barroso, Pedro
3
Binsbergen, Jules H. van
3
Da, Zhi
3
Di Maggio, Marco
3
Frank, Murray Z.
3
Green, Tracy Clifton
3
Grinblatt, Mark
3
Hirshleifer, David
3
Kan, Raymond
3
Kapadia, Nishad
3
Keloharju, Matti
3
Kothari, S. P.
3
Langlois, Hugues
3
Lettau, Martin
3
Lundblad, Christian
3
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Journal of financial economics
NBER working paper series
802
Working paper / National Bureau of Economic Research, Inc.
773
Zi you zhong guo zhi gong ye
763
Finance research letters
693
NBER Working Paper
599
Applied economics
561
International review of financial analysis
542
Journal of banking & finance
508
Pacific-Basin finance journal
472
International review of economics & finance : IREF
423
Applied financial economics
413
Applied economics letters
385
IMF Working Papers
358
Journal of international financial markets, institutions & money
347
Research in international business and finance
340
The journal of finance : the journal of the American Finance Association
340
Economic modelling
335
The review of financial studies
323
The North American journal of economics and finance : a journal of financial economics studies
317
Journal of empirical finance
309
Discussion paper / Centre for Economic Policy Research
300
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
286
International journal of economics and finance
277
Economics letters
268
Energy economics
254
Review of quantitative finance and accounting
244
Review of Pacific Basin financial markets and policies
237
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
235
Journal of economic dynamics & control
225
The European journal of finance
224
Journal of financial and quantitative analysis : JFQA
213
Working paper
207
Journal of international money and finance
206
Economic review : issued bi-monthly
197
Journal of risk and financial management : JRFM
192
International journal of economics and financial issues : IJEFI
191
MPRA Paper
185
Investment management and financial innovations
183
The empirical economics letters : a monthly international journal of economics
177
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ECONIS (ZBW)
432
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1
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10
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432
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1
Betting against beta
Frazzinia, Andrea
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
Saved in:
2
The conditional
CAPM
does not explain asset-pricing anomalies
Lewellen, Jonathan
;
Nagel, Stefan
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10003387865
Saved in:
3
CAPM
for estimating the cost of equity capital: Interpreting the empirical evidence
Da, Zhi
;
Guo, Re-Jin
;
Jagannathan, Ravi
- In:
Journal of financial economics
103
(
2012
)
1
,
pp. 204-220
Persistent link: https://www.econbiz.de/10009492585
Saved in:
4
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
5
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
6
The intertemporal relation between expected returns and risk
Bali, Turan G.
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 101-131
Persistent link: https://www.econbiz.de/10003628885
Saved in:
7
Asset prices and real investment
Kogan, Leonid
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 411-431
Persistent link: https://www.econbiz.de/10002204193
Saved in:
8
The cross-section of expected corporate bond returns : betas or characteristics?
Gebhardt, William R.
;
Hvidkjær, Søren
;
Swaminathan, …
- In:
Journal of financial economics
75
(
2005
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10002515963
Saved in:
9
Turning alphas into betas : arbitrage and endogenous risk
Cho, Thummim
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10012652836
Saved in:
10
Mood beta and seasonalities in stock returns
Hirshleifer, David
;
Jiang, Danling
;
Meng, Yuting
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 272-295
Persistent link: https://www.econbiz.de/10012631338
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