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~subject:"CAPM"
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CAPM
Theorie
629,007
Theory
614,105
USA
45,225
Portfolio-Management
44,344
Portfolio selection
43,999
United States
43,976
Prognoseverfahren
41,458
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40,463
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34,640
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28,951
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28,276
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24,476
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23,512
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22,882
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22,747
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20,243
Risk
20,041
Mathematische Optimierung
17,511
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17,402
Kapitaleinkommen
16,022
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16,021
Capital income
15,970
Time series analysis
15,548
Börsenkurs
15,089
Share price
14,851
Wirtschaftswachstum
14,019
Volatilität
13,856
Volatility
13,565
Economic growth
13,390
Spieltheorie
12,800
Game theory
12,078
Schätztheorie
11,791
Experiment
11,707
Estimation theory
11,391
Finanzmarkt
10,951
Asymmetrische Information
10,761
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10,728
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Zaremba, Adam
52
Campbell, John Y.
50
Stambaugh, Robert F.
50
Fabozzi, Frank J.
48
Ferson, Wayne E.
45
Hens, Thorsten
45
Cochrane, John H.
42
Jarrow, Robert A.
41
Zhang, Lu
39
Zhou, Guofu
38
Bekaert, Geert
37
Hansen, Lars Peter
35
Jagannathan, Ravi
34
Harvey, Campbell R.
32
He, Xue-zhong
31
Kan, Raymond
31
Lo, Andrew W.
31
Zin, Stanley E.
31
Madan, Dilip B.
30
Chiarella, Carl
28
Kelly, Bryan T.
28
Prokopczuk, Marcel
28
Robotti, Cesare
28
Lee, Cheng F.
27
Gagliardini, Patrick
26
Hull, John
26
Longstaff, Francis A.
26
Yaron, Amir
26
Bossaerts, Peter L.
25
Hommes, Cars H.
24
Korajczyk, Robert A.
24
Pástor, Ľuboš
24
Fama, Eugene F.
23
Ludvigson, Sydney C.
23
Renault, Eric
23
Ang, Andrew
22
Bansal, Ravi
22
Cakici, Nusret
22
Duffie, Darrell
22
Dumas, Bernard
22
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National Bureau of Economic Research
250
Federal Reserve Bank of St. Louis
7
Institute of Finance and Accounting <London>
6
University of Chicago / Center for Research in Security Prices
6
Chambre de commerce et d'industrie de Paris
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Rodney L. White Center for Financial Research
5
Centre for Analytical Finance <Århus>
4
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Springer Fachmedien Wiesbaden
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Deutsche Forschungsgemeinschaft
3
Federal Reserve System / Division of Research and Statistics
3
International Center for Financial Asset Management and Engineering
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
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
Nationalekonomiska Institutionen <Lund>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
University of California Los Angeles / Department of Economics
2
University of Cambridge / Department of Applied Economics
2
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NBER working paper series
241
Journal of financial economics
208
Working paper / National Bureau of Economic Research, Inc.
198
NBER Working Paper
174
The journal of finance : the journal of the American Finance Association
169
Journal of banking & finance
167
The review of financial studies
158
Journal of economic dynamics & control
136
Finance research letters
127
Journal of empirical finance
106
Management science : journal of the Institute for Operations Research and the Management Sciences
84
Economics letters
83
Journal of financial and quantitative analysis : JFQA
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
International review of financial analysis
70
Research paper series / Swiss Finance Institute
69
International review of economics & finance : IREF
67
Journal of monetary economics
61
Discussion paper / Centre for Economic Policy Research
57
Journal of economic theory
57
Finance and stochastics
56
Journal of econometrics
56
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of theoretical and applied finance
52
Applied economics
51
Economic modelling
50
Discussion papers / CEPR
49
Review of quantitative finance and accounting
49
The European journal of finance
47
Annals of finance
46
The journal of portfolio management : a publication of Institutional Investor
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Journal of international money and finance
45
Working paper
45
Swiss Finance Institute Research Paper
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Journal of international financial markets, institutions & money
42
Journal of mathematical economics
40
The journal of asset management
40
The journal of futures markets
40
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Source
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ECONIS (ZBW)
11,614
EconStor
46
OLC EcoSci
8
RePEc
2
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1
Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing
;
Chang, Hung-Chou
;
Cheng, Lee-Young
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
Saved in:
2
A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando
;
Guijarro, Francisco
;
Moya, Ismael
- In:
Journal of business economics and management
14
(
2013
)
4
,
pp. 758-775
Persistent link: https://www.econbiz.de/10010188972
Saved in:
3
Prozeßorientierte Asset Allocation von Bondportfolios : Prognose, Optimierung und Beurteilungskritierien
Siemßen, Sönke J.
-
2000
Persistent link: https://www.econbiz.de/10013438280
Saved in:
4
Portfolio-Optimierung und Beta-Bestimmung unter Verwendung impliziter Informationen
Saßning, Sven
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009691279
Saved in:
5
The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav
;
Szerszen, Pawel J.
-
2010
Persistent link: https://www.econbiz.de/10008655786
Saved in:
6
The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav
;
Szerszen, Pawel
-
2010
Persistent link: https://www.econbiz.de/10009550957
Saved in:
7
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
8
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
9
Tangent portfolio weights without explicitly specified expected returns
Glabadanidis, Paskalis
- In:
The journal of asset management
15
(
2014
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10010415936
Saved in:
10
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
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