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~subject:"CAPM"
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Asset prices and the fundament...
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CAPM
Theorie
629,202
Theory
614,299
USA
45,262
United States
44,117
Kapitaleinkommen
39,529
Schätzung
39,469
Capital income
39,429
Estimation
38,750
Schätztheorie
36,185
Estimation theory
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Welt
27,684
World
27,056
Portfolio-Management
24,014
Portfolio selection
23,802
Deutschland
23,522
Geldpolitik
23,136
Börsenkurs
23,027
Share price
22,806
Monetary policy
22,397
Germany
22,113
Risiko
20,007
Risk
19,846
Prognoseverfahren
18,634
Forecasting model
18,354
Zeitreihenanalyse
18,158
Time series analysis
17,761
Mathematische Optimierung
17,420
Mathematical programming
17,313
Volatilität
16,596
Volatility
16,321
Wirtschaftswachstum
13,769
Economic growth
13,171
Spieltheorie
12,743
Game theory
12,017
Experiment
11,523
Aktienmarkt
10,921
Asymmetrische Information
10,886
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10,802
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10,718
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4,578
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Zaremba, Adam
84
Campbell, John Y.
50
Stambaugh, Robert F.
50
Zhang, Lu
50
Fabozzi, Frank J.
49
Bekaert, Geert
46
Cakici, Nusret
45
Harvey, Campbell R.
45
Ferson, Wayne E.
44
Cochrane, John H.
43
Kan, Raymond
42
Jagannathan, Ravi
41
Robotti, Cesare
40
Jarrow, Robert A.
38
Zhou, Guofu
38
Hansen, Lars Peter
37
Hens, Thorsten
36
Bali, Turan G.
34
Lettau, Martin
33
Madan, Dilip B.
33
He, Xue-zhong
32
Zin, Stanley E.
31
Lee, Cheng F.
30
Lo, Andrew W.
30
Fama, Eugene F.
29
Guo, Hui
29
Yaron, Amir
29
Chiarella, Carl
28
Renault, Eric
28
Gagliardini, Patrick
27
Korajczyk, Robert A.
27
Grammig, Joachim
26
Hull, John
26
Prokopczuk, Marcel
26
Bansal, Ravi
25
Duffie, Darrell
25
Hodrick, Robert J.
25
Kogan, Leonid
25
Shanken, Jay
25
Dumas, Bernard
24
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National Bureau of Economic Research
285
Chambre de commerce et d'industrie de Paris
7
Federal Reserve Bank of St. Louis
7
Centre for Analytical Finance <Århus>
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Ekonomiska forskningsinstitutet <Stockholm>
5
University of Chicago / Center for Research in Security Prices
5
Deutsche Forschungsgemeinschaft
4
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institute of Finance and Accounting <London>
4
Rodney L. White Center for Financial Research
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Centre for Economic Policy Research
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve System / Division of Research and Statistics
3
International Center for Financial Asset Management and Engineering
3
Springer Fachmedien Wiesbaden
3
Stanford Institute for Economic Policy Research
3
University of British Columbia / Finance Division
3
École des Hautes Études Commerciales <Lausanne>
3
Bank of England / Monetary Analysis Division
2
Birkbeck College / Department of Economics
2
Boston College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
INSEAD
2
Institut for Finansiering <Frederiksberg>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
School of Finance and Business Economics <Perth, Western Australia>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
University of Hong Kong / School of Economics and Finance
2
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NBER working paper series
273
Journal of financial economics
250
Working paper / National Bureau of Economic Research, Inc.
222
NBER Working Paper
206
The journal of finance : the journal of the American Finance Association
191
Journal of banking & finance
181
The review of financial studies
161
Finance research letters
147
Journal of economic dynamics & control
130
Journal of empirical finance
126
International review of financial analysis
94
Management science : journal of the Institute for Operations Research and the Management Sciences
93
Journal of financial and quantitative analysis : JFQA
90
Economics letters
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of econometrics
75
Applied economics
74
International review of economics & finance : IREF
71
Research paper series / Swiss Finance Institute
70
Pacific-Basin finance journal
69
Journal of monetary economics
67
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Centre for Economic Policy Research
63
The European journal of finance
61
Journal of international money and finance
57
Review of quantitative finance and accounting
57
Journal of economic theory
56
Journal of international financial markets, institutions & money
54
Economic modelling
51
Finance and stochastics
51
Discussion papers / CEPR
50
Working paper
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of theoretical and applied finance
48
Applied financial economics
47
The journal of real estate finance and economics
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Finance and economics discussion series
44
The journal of futures markets
44
Swiss Finance Institute Research Paper
42
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Source
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ECONIS (ZBW)
12,951
EconStor
46
OLC EcoSci
7
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1
Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz
;
Zogg-Wetter, Claudia
-
1992
Persistent link: https://www.econbiz.de/10000837603
Saved in:
2
Untersuchungen zur dynamischen Struktur des Wiener Aktienmarkts
Rünstler, Gerhard
-
1992
Persistent link: https://www.econbiz.de/10000838938
Saved in:
3
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000659972
Saved in:
4
On the diversification, observability, and measurement of estimation risk
Clarkson, Peter M.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10001208251
Saved in:
5
Sequential procedures for monitoring covariances of asset returns
Bodnar, Olha
- In:
Advances in risk management
,
(pp. 241-264)
.
2007
Persistent link: https://www.econbiz.de/10003401609
Saved in:
6
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
7
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
9
Cross-validation of the economic significance of factors in security returns
Upton, David E.
- In:
Journal of business research : JBR
31
(
1994
)
1
,
pp. 33-38
Persistent link: https://www.econbiz.de/10001170979
Saved in:
10
Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz
- In:
Swiss journal of economics and statistics
128
(
1992
)
2
,
pp. 133-160
Persistent link: https://www.econbiz.de/10001125492
Saved in:
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