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~subject:"CAPM"
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CAPM
Theorie
628,210
Theory
613,308
Wirkungsanalyse
79,551
Impact assessment
77,404
USA
50,999
United States
49,245
Schätzung
43,972
Estimation
42,785
Schweiz
42,587
Deutschland
37,356
Schätztheorie
36,158
Estimation theory
35,531
Welt
35,138
World
34,351
Germany
33,089
Geldpolitik
29,057
Monetary policy
27,984
Arbeitsmarktpolitik
27,288
Labour market policy
24,204
Switzerland
22,104
EU-Staaten
20,602
Wirtschaftswachstum
20,491
EU countries
19,978
Portfolio-Management
19,763
Economic growth
19,586
Portfolio selection
19,546
Risiko
19,349
Risk
19,140
Zeitreihenanalyse
18,095
Time series analysis
17,671
Mathematische Optimierung
17,489
Mathematical programming
17,380
Prognoseverfahren
16,243
Forecasting model
15,942
Börsenkurs
13,993
Coronavirus
13,801
Share price
13,766
Volatilität
13,252
Spieltheorie
13,206
Arbeitsmarkt
13,035
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3,514
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5,150
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4,883
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23
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Stambaugh, Robert F.
49
Campbell, John Y.
47
Kan, Raymond
41
Cochrane, John H.
40
Robotti, Cesare
40
Fabozzi, Frank J.
39
Ferson, Wayne E.
38
Jarrow, Robert A.
38
Hansen, Lars Peter
35
Zhang, Lu
35
He, Xue-zhong
32
Hens, Thorsten
31
Zin, Stanley E.
31
Jagannathan, Ravi
30
Harvey, Campbell R.
29
Madan, Dilip B.
29
Zhou, Guofu
29
Chiarella, Carl
28
Lee, Cheng F.
28
Renault, Eric
28
Gagliardini, Patrick
27
Hull, John
26
Yaron, Amir
26
Bekaert, Geert
25
Duffie, Darrell
25
Lo, Andrew W.
25
Hommes, Cars H.
24
Shanken, Jay
24
Lettau, Martin
23
Longstaff, Francis A.
23
Prokopczuk, Marcel
23
Bansal, Ravi
22
Dumas, Bernard
22
Epstein, Larry G.
22
Grammig, Joachim
22
Ludvigson, Sydney C.
22
Fama, Eugene F.
21
Pástor, Ľuboš
21
Singleton, Kenneth J.
21
Gollier, Christian
20
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National Bureau of Economic Research
235
Chambre de commerce et d'industrie de Paris
6
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 Bank of St. Louis
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
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
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
2
Université de Montréal / Département de sciences économiques
2
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NBER working paper series
223
Working paper / National Bureau of Economic Research, Inc.
177
Journal of financial economics
171
NBER Working Paper
167
The journal of finance : the journal of the American Finance Association
161
The review of financial studies
145
Journal of banking & finance
128
Journal of economic dynamics & control
120
Finance research letters
92
Journal of empirical finance
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Economics letters
73
Journal of econometrics
71
Journal of financial and quantitative analysis : JFQA
70
Management science : journal of the Institute for Operations Research and the Management Sciences
63
Research paper series / Swiss Finance Institute
60
Journal of economic theory
55
Journal of monetary economics
55
Finance and stochastics
52
Discussion paper / Centre for Economic Policy Research
51
International review of economics & finance : IREF
48
International review of financial analysis
48
International journal of theoretical and applied finance
44
The North American journal of economics and finance : a journal of financial economics studies
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Journal of international money and finance
42
Review of quantitative finance and accounting
42
Discussion papers / CEPR
40
The journal of futures markets
39
Working paper
39
Annals of finance
38
Swiss Finance Institute Research Paper
38
Advances in futures and options research : a research annual
37
Applied economics
37
Finance and economics discussion series
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of mathematical economics
36
Economic modelling
35
Economic theory : official journal of the Society for the Advancement of Economic Theory
34
The European journal of finance
33
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Source
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ECONIS (ZBW)
10,010
EconStor
39
OLC EcoSci
7
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1
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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
Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri
-
1988
Persistent link: https://www.econbiz.de/10000746710
Saved in:
3
The estimation of multiple factor models and their applications : the Swiss equity market
Beckers, Stan
- In:
Finanzmarkt und Portfolio-Management
7
(
1993
)
1
,
pp. 24-45
Persistent link: https://www.econbiz.de/10001219062
Saved in:
4
L'effet d'intervalle sur les bêtas des titres individuels du marché Suisse
Benetti, Jean
- In:
Swiss journal of economics and statistics
127
(
1991
)
3
,
pp. 475-490
Persistent link: https://www.econbiz.de/10001114665
Saved in:
5
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:
6
An investigation into the modeling of foreign exchange risk premia and the pricing of European currency options under stochastic interest rates
Adjaoute, Kpate
-
1996
Persistent link: https://www.econbiz.de/10000971989
Saved in:
7
Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
(
contributor
);
Hagmann, Matthias
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003576859
Saved in:
8
Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
(
contributor
);
Hagmann, Matthias
(
contributor
)
-
2007
explaining equity return comovements.We test the multifactor beta pricing
theory
against the Capital Asset Pricing model using a …
Persistent link: https://www.econbiz.de/10003550858
Saved in:
9
Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
(
contributor
);
Hagmann, Matthias
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003563511
Saved in:
10
Nonparametric estimation and testing of stochastic discount factor
Fang, Ying
;
Ren, Yun
;
Yuan, Yufei
- In:
Finance research letters
8
(
2011
)
4
,
pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
Saved in:
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