Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"afr"
~language:"eng"
~language:"kaz"
~person:"Jagannathan, Ravi"
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
New Keynesian DSGE models and...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Theorie
85
Theory
85
Capital income
20
Kapitaleinkommen
20
Estimation
18
Schätzung
18
USA
12
Dividend
11
Dividende
11
United States
11
Financial crisis
9
Finanzkrise
9
Capital market returns
8
Kapitalmarktrendite
8
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
Share price
7
Liquidität
6
Profitability
6
Rentabilität
6
Cost of capital
5
Führungskräfte
5
Kapitalkosten
5
Liquidity
5
Managers
5
Risikoprämie
5
Risk premium
5
Statistical test
5
Statistical theory
5
Statistische Methodenlehre
5
Statistischer Test
5
Volatility
5
Volatilität
5
Agency theory
4
Aktienmarkt
4
Auction
4
Auktion
4
Beta risk
4
more ...
less ...
Online availability
All
Free
11
Undetermined
1
Type of publication
All
Book / Working Paper
18
Article
12
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
8
Working Paper
8
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Systematic review
2
Übersichtsarbeit
2
more ...
less ...
Language
All
Afrikaans
English
Kazakh
Author
All
Jagannathan, Ravi
Campbell, John Y.
47
Stambaugh, Robert F.
47
Cochrane, John H.
40
Jarrow, Robert A.
38
Ferson, Wayne E.
37
Zhang, Lu
36
Fabozzi, Frank J.
34
Hansen, Lars Peter
33
Hens, Thorsten
32
Zin, Stanley E.
31
He, Xue-zhong
30
Harvey, Campbell R.
29
Madan, Dilip B.
29
Chiarella, Carl
28
Zhou, Guofu
27
Gagliardini, Patrick
26
Yaron, Amir
26
Bekaert, Geert
25
Kan, Raymond
25
Robotti, Cesare
25
Hommes, Cars H.
24
Longstaff, Francis A.
23
Renault, Eric
23
Bansal, Ravi
22
Dumas, Bernard
22
Epstein, Larry G.
22
Lettau, Martin
22
Lo, Andrew W.
22
Duffie, Darrell
21
Ludvigson, Sydney C.
21
Pástor, Ľuboš
21
Donaldson, John B.
20
Fama, Eugene F.
20
Gollier, Christian
20
Prokopczuk, Marcel
20
Brock, William A.
19
Chabi-Yo, Fousseni
19
Korajczyk, Robert A.
19
Lee, Cheng F.
19
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Published in...
All
Staff report / Research Department, Federal Reserve Bank of Minneapolis
5
NBER Working Paper
4
The journal of finance : the journal of the American Finance Association
4
Journal of financial economics
2
NBER technical working paper series
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Annual review of financial economics
1
Discussion paper / Institute for Empirical Macroeconomics
1
Federal Reserve Bank of Minneapolis quarterly review
1
Journal of economic dynamics & control
1
Journal of political economy
1
Papers and proceedings / American Finance Association
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Statistical methods in finance
1
Technical working paper / National Bureau of Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000883126
Saved in:
2
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1996
Persistent link: https://www.econbiz.de/10000588919
Saved in:
3
Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z.
-
1997
Persistent link: https://www.econbiz.de/10000962219
Saved in:
4
Cross-sectional asset pricing tests
Jagannathan, Ravi
;
Schaumburg, Ernst
;
Zhou, Guofu
- In:
Annual review of financial economics
2
(
2010
),
pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
Saved in:
5
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:
6
A direct test for mean variance efficiency of portfolio
Basak, Gopal
;
Jagannathan, Ravi
;
Sun, Guoqiang
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1195-1215
Persistent link: https://www.econbiz.de/10001656077
Saved in:
7
Do we need CAPM for capital budgeting?
Jagannathan, Ravi
;
Meier, Iwan
-
2002
Persistent link: https://www.econbiz.de/10001640536
Saved in:
8
Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
Saved in:
9
Empirical evaluation of asset pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi
;
Wang, Zhenyu
-
2001
Persistent link: https://www.econbiz.de/10001548712
Saved in:
10
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
