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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"CAPM"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
~type_genre:"Working Paper"
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Family status and mutual fund...
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CAPM
Capital income
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561
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280
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280
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Stambaugh, Robert F.
7
Bekaert, Geert
6
Ferson, Wayne E.
6
Harvey, Campbell R.
6
Hodrick, Robert J.
4
Pástor, Ľuboš
4
Zhang, Lu
4
Barberis, Nicholas
3
Campbell, John Y.
3
Cochrane, John H.
3
Lettau, Martin
3
Ludvigson, Sydney C.
3
Polk, Christopher
3
Santa-Clara, Pedro
3
Zhang, Xiaoyan
3
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2
Ang, Andrew
2
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2
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2
Brandt, Michael W.
2
Burnside, Craig
2
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2
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2
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2
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2
Huang, Ming
2
Kandel, Shmuel
2
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2
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2
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2
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2
Lynch, Anthony W.
2
Mark, Nelson C.
2
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2
Schwert, George William
2
Shleifer, Andrei
2
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2
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Working paper / National Bureau of Economic Research, Inc.
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19
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4
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ECONIS (ZBW)
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1
Stock and bond returns with moody investors
Bekaert, Geert
;
Engstrom, Eric
;
Grenadier, Steven R.
-
2006
Persistent link: https://www.econbiz.de/10003328105
Saved in:
2
Foreign participation in local currency bond markets
Burger, John D.
;
Warnock, Francis E.
-
2006
Persistent link: https://www.econbiz.de/10003383354
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3
Cash-flow risk, discount risk, and the value premium
Santos, Tano
;
Veronesi, Pietro
-
2005
Persistent link: https://www.econbiz.de/10003236294
Saved in:
4
Does mutual fund performance vary over the business cycle?
Souza, André de
;
Lynch, Anthony W.
-
2012
Persistent link: https://www.econbiz.de/10009559890
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5
Assessing asset pricing models using revealed preference
Berk, Jonathan B.
;
Binsbergen, Jules H. van
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2014
Persistent link: https://www.econbiz.de/10010413194
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6
Tracking biased weights : asset pricing implications of value-weighted indexing
Jiang, Hao
;
Vayanos, Dimitri
;
Lu, Zheng
-
2020
Persistent link: https://www.econbiz.de/10012426755
Saved in:
7
Optimal value and growth tilts in long-horizon portfolios
Jurek, Jakub W.
;
Viceira, Luis M.
-
2006
Persistent link: https://www.econbiz.de/10003287868
Saved in:
8
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2015
Persistent link: https://www.econbiz.de/10011349375
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9
X-CAPM : an extrapolative capital asset pricing model
Barberis, Nicholas
;
Greenwood, Robin
;
Jin, Lawrence
; …
-
2013
Persistent link: https://www.econbiz.de/10009773923
Saved in:
10
Risks for the long run : estimation with time aggregation
Bansal, Ravi
;
Kiku, Dana
;
Yaron, Amir
-
2012
Persistent link: https://www.econbiz.de/10009622505
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