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~subject:"CAPM"
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CAPM
Theorie
623,094
Theory
608,196
Risk
44,416
Risiko
43,968
USA
43,579
United States
42,355
Schätzung
31,345
Estimation
30,546
Welt
27,429
World
26,782
Deutschland
23,797
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23,230
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22,942
Monetary policy
22,210
Germany
22,182
Portfolio-Management
20,910
Portfolio selection
20,691
Decision
19,998
Mathematische Optimierung
17,132
Mathematical programming
17,029
Prognoseverfahren
14,423
Forecasting model
14,155
Spieltheorie
13,775
Wirtschaftswachstum
13,596
Experiment
13,448
Economic growth
12,956
Game theory
12,933
Zeitreihenanalyse
12,834
Time series analysis
12,456
Börsenkurs
12,376
Share price
12,160
Volatilität
11,841
Volatility
11,605
Risikomanagement
10,897
Konsumentenverhalten
10,838
Asymmetrische Information
10,737
Consumer behaviour
10,705
Risk management
10,572
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10,453
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3,704
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5,319
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5,251
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23
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4,929
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1,706
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Campbell, John Y.
47
Stambaugh, Robert F.
47
Ferson, Wayne E.
41
Cochrane, John H.
40
Hansen, Lars Peter
40
Jagannathan, Ravi
39
Jarrow, Robert A.
39
Harvey, Campbell R.
38
Zhang, Lu
38
Fabozzi, Frank J.
36
Lettau, Martin
32
He, Xue-zhong
31
Hens, Thorsten
31
Madan, Dilip B.
31
Zin, Stanley E.
31
Bekaert, Geert
28
Chiarella, Carl
28
Kan, Raymond
27
Robotti, Cesare
27
Zhou, Guofu
27
Hull, John
26
Yaron, Amir
26
Gagliardini, Patrick
25
Hommes, Cars H.
24
Prokopczuk, Marcel
24
Renault, Eric
24
Aase, Knut K.
23
Duffie, Darrell
23
Longstaff, Francis A.
23
Bansal, Ravi
22
Dumas, Bernard
22
Epstein, Larry G.
22
Gouriéroux, Christian
22
Bali, Turan G.
21
Gollier, Christian
21
Hodrick, Robert J.
21
Lo, Andrew W.
21
Ludvigson, Sydney C.
21
Pástor, Ľuboš
21
Başak, Suleyman
20
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National Bureau of Economic Research
248
Centre for Analytical Finance <Århus>
5
Chambre de commerce et d'industrie de Paris
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Erasmus Research Institute of Management
5
Svenska Handelshögskolan <Helsinki>
5
University of Chicago / Center for Research in Security Prices
5
Ekonomiska forskningsinstitutet <Stockholm>
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
Stanford Institute for Economic Policy Research
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Deutsche Forschungsgemeinschaft
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
3
Institut for Finansiering <Frederiksberg>
3
International Center for Financial Asset Management and Engineering
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Department of Economics, University of Kansas
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
INSEAD
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
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
University of York / Department of Economics and Related Studies
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
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Published in...
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NBER working paper series
239
Working paper / National Bureau of Economic Research, Inc.
190
Journal of financial economics
188
NBER Working Paper
177
The journal of finance : the journal of the American Finance Association
165
The review of financial studies
158
Journal of banking & finance
141
Journal of economic dynamics & control
120
Finance research letters
107
Journal of empirical finance
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Management science : journal of the Institute for Operations Research and the Management Sciences
70
Journal of financial and quantitative analysis : JFQA
69
Economics letters
67
International review of financial analysis
61
Research paper series / Swiss Finance Institute
60
Journal of monetary economics
59
International review of economics & finance : IREF
58
Discussion paper / Centre for Economic Policy Research
57
Journal of economic theory
57
The North American journal of economics and finance : a journal of financial economics studies
54
Finance and stochastics
53
Journal of econometrics
48
Review of quantitative finance and accounting
48
International journal of theoretical and applied finance
46
Journal of international money and finance
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Applied economics
41
Working paper
41
Annals of finance
40
Economic modelling
38
Swiss Finance Institute Research Paper
38
The journal of futures markets
38
The European journal of finance
37
Advances in futures and options research : a research annual
36
Discussion papers / CEPR
36
Finance and economics discussion series
36
Journal of mathematical economics
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Economic theory : official journal of the Society for the Advancement of Economic Theory
34
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Source
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ECONIS (ZBW)
10,524
EconStor
43
RePEc
18
OLC EcoSci
7
BASE
1
Showing
1
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10
of
10,593
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
Risk
-taking and capital market equilibrium
Nielsen, Lars Tyge
-
1985
Persistent link: https://www.econbiz.de/10000884964
Saved in:
2
Asset pricing with stochastic differential
utility
Duffie, Darrell
;
Epstein, Larry G.
-
1991
Persistent link: https://www.econbiz.de/10000827226
Saved in:
3
Asset pricing with stochastic differential
utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
Saved in:
4
Intertemporal preferences for uncertain consumption : a continuous time approach
Hindy, Ayman
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 781-801
Persistent link: https://www.econbiz.de/10001129066
Saved in:
5
Stochastic Differential
Utility
as the Continuous-Time Limit of Recursive
Utility
Kraft, Holger
-
2013
We establish a convergence theorem that shows that discrete-time recursive
utility
, as developed by Kreps and Porteus … (1978), converges to stochastic di erential
utility
, as introduced by Du e and Epstein (1992), in the continuous-time limit …
Persistent link: https://www.econbiz.de/10013092753
Saved in:
6
Asset pricing implications of a non-expected recursive
utility
function : a review
Cho, Jaeho
- In:
International review of financial analysis
3
(
1994
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001174392
Saved in:
7
Risk
aversion and the intertemporal behavior of asset prices
Stapleton, Richard C.
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
Saved in:
8
The local recoverability of
risk
aversion and intertemporal substitution
Wang, Susheng
- In:
Journal of economic theory
59
(
1993
)
2
,
pp. 333-363
Persistent link: https://www.econbiz.de/10001144252
Saved in:
9
Disentangling the coefficient of relative
risk
aversion from the elasticity of intertemporal substitution : an irrelevance result
Kocherlakota, Narayana Rao
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10001084199
Saved in:
10
A revealed preference analysis of asset pricing under recursive
utility
Epstein, Larry G.
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10001189787
Saved in:
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