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CAPM
Theorie
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17,832
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Zaremba, Adam
84
Zhang, Lu
80
Campbell, John Y.
70
Fabozzi, Frank J.
64
Hens, Thorsten
64
Ferson, Wayne E.
63
Bekaert, Geert
58
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Jagannathan, Ravi
53
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52
Hansen, Lars Peter
51
Jarrow, Robert A.
51
Robotti, Cesare
49
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48
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48
Lee, Cheng F.
46
Kan, Raymond
45
Faff, Robert W.
43
He, Xue-zhong
42
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41
Lo, Andrew W.
39
Bali, Turan G.
37
Guo, Hui
37
Kogan, Leonid
37
Ang, Andrew
35
Chiarella, Carl
35
Duffie, Darrell
35
Fama, Eugene F.
35
Hommes, Cars H.
35
Kelly, Bryan T.
35
Zin, Stanley E.
35
Lettau, Martin
34
Bansal, Ravi
33
Dumas, Bernard
33
Polk, Christopher
33
Longstaff, Francis A.
32
Lustig, Hanno
32
Pedersen, Lasse Heje
32
Korajczyk, Robert A.
31
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EconWPA
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Ekonomiska forskningsinstitutet <Stockholm>
9
Federal Reserve Bank of St. Louis
9
Institute of Finance and Accounting <London>
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
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MASTER CONSULTORES
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University of Chicago / Center for Research in Security Prices
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C.E.P.R. Discussion Papers
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Deutsche Forschungsgemeinschaft
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Rodney L. White Center for Financial Research
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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American Finance Association
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Centre for Economic Policy Research
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Stanford Institute for Economic Policy Research
4
BANCO DE LA REPÚBLICA
3
Banco de la Republica de Colombia
3
Center for Economic Research <Tilburg>
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Département de Sciences Économiques, Université de Montréal
3
Econometrisch Instituut <Rotterdam>
3
Faculty of Economics, University of Cambridge
3
Federal Reserve Bank of San Francisco
3
HAL
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Institut for Finansiering <Frederiksberg>
3
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NBER working paper series
387
Working paper / National Bureau of Economic Research, Inc.
328
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
251
The review of financial studies
224
Finance research letters
187
Journal of economic dynamics & control
175
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
109
Pacific-Basin finance journal
105
Discussion paper / Centre for Economic Policy Research
97
Research paper series / Swiss Finance Institute
97
International review of economics & finance : IREF
96
Applied economics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
66
Discussion papers / CEPR
63
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
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Source
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ECONIS (ZBW)
18,405
RePEc
395
EconStor
141
BASE
14
OLC EcoSci
10
Other ZBW resources
9
Showing
1
-
10
of
18,974
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
Saved in:
2
Does momentum trading generate extra downside risk?
Dobrynskaja, V. V.
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10013367660
Saved in:
3
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
4
Downside risks and the cross-section of asset returns
Farago, Adam
;
Tédongap, Roméo
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 69-86
Persistent link: https://www.econbiz.de/10011981218
Saved in:
5
Asymmetric jump beta
estimation
with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
6
Can CRRA preferences explain
CAPM
-anomalies in the cross-section of stock returns?
Elmiger, Sabine
-
2013
Persistent link: https://www.econbiz.de/10010256374
Saved in:
7
Liquidity and asset prices : an empirical investigation of the nordic stock markets
Butt, Hilal Anwar
;
Virk, Nader Shahzad
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 672-705
Persistent link: https://www.econbiz.de/10011408519
Saved in:
8
Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
Saved in:
9
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
10
Validating empirically identified risk factors
Pettengill, Glenn N.
;
Chang, George
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 162-179
Persistent link: https://www.econbiz.de/10012171017
Saved in:
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