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~person:"Brock, William A."
~person:"Gupta, Rangan"
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Prognoseverfahren"
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CAPM
Prognoseverfahren
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412
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Brock, William A.
Gupta, Rangan
Zhou, Guofu
Diebold, Francis X.
134
Timmermann, Allan
111
Franses, Philip Hans
92
Clark, Todd E.
85
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82
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77
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69
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61
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60
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59
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55
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54
McCracken, Michael W.
53
Giannone, Domenico
51
Stambaugh, Robert F.
50
Schorfheide, Frank
47
Bollerslev, Tim
46
Koop, Gary
46
Kilian, Lutz
45
Koopman, Siem Jan
45
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44
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43
Satchell, Stephen
42
Cochrane, John H.
41
Zhang, Lu
40
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39
Ghysels, Eric
39
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38
Jarrow, Robert A.
38
Granger, C. W. J.
37
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36
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36
Korobilis, Dimitris
36
Pierdzioch, Christian
36
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35
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ECONIS (ZBW)
115
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1
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
Saved in:
2
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
3
Liquidity constraints in production based asset pricing models
Brock, William A.
;
LeBaron, Blake Dean
-
1989
Persistent link: https://www.econbiz.de/10000777160
Saved in:
4
Heterogenous beliefs and routes to chaos in a simple asset pricing model
Brock, William A.
;
Hommes, Cars H.
-
1996
Persistent link: https://www.econbiz.de/10000958370
Saved in:
5
Hansen-Jagannathan distance : geometry and exact distribution
Kan, Raymond
;
Zhou, Guofu
-
2004
Persistent link: https://www.econbiz.de/10001997574
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6
A new variance bound on the stochastic discount factor
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 941-961
Persistent link: https://www.econbiz.de/10003310426
Saved in:
7
More hedging instruments may destabilize markets
Brock, William A.
;
Hommes, Cars H.
;
Wagener, Florian …
- In:
Journal of economic dynamics & control
33
(
2009
)
11
,
pp. 1912-1928
Persistent link: https://www.econbiz.de/10003888582
Saved in:
8
Macroeconomics and model uncertainty
Brock, William A.
;
Durlauf, Steven N.
- In:
Post Walrasian macroeconomics : beyond the dynamic …
,
(pp. 116-134)
.
2006
Persistent link: https://www.econbiz.de/10003374533
Saved in:
9
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:
10
Portfolio optimization under asset pricing anomalies
Chou, Pin-huang
;
Li, Wen-Shen
;
Zhou, Guofu
- In:
Japan and the world economy : international journal of …
18
(
2006
)
2
,
pp. 121-142
Persistent link: https://www.econbiz.de/10003303126
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