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CAPM
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Campbell, John Y.
47
Stambaugh, Robert F.
47
Cochrane, John H.
40
Jarrow, Robert A.
38
Ferson, Wayne E.
37
Fabozzi, Frank J.
34
Hens, Thorsten
34
Zhang, Lu
34
Hansen, Lars Peter
33
Zin, Stanley E.
31
He, Xue-zhong
30
Jagannathan, Ravi
30
Harvey, Campbell R.
29
Madan, Dilip B.
29
Chiarella, Carl
28
Lettau, Martin
27
Zhou, Guofu
27
Gagliardini, Patrick
26
Hull, John
26
Yaron, Amir
26
Bekaert, Geert
25
Kan, Raymond
25
Renault, Eric
25
Robotti, Cesare
25
Hommes, Cars H.
24
Aase, Knut K.
23
Longstaff, Francis A.
23
Bansal, Ravi
22
Duffie, Darrell
22
Dumas, Bernard
22
Epstein, Larry G.
22
Lo, Andrew W.
22
Ludvigson, Sydney C.
22
Hodrick, Robert J.
21
Pástor, Ľuboš
21
Fama, Eugene F.
20
Gollier, Christian
20
Gouriéroux, Christian
20
Korajczyk, Robert A.
20
Lee, Cheng F.
20
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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University of Chicago / Center for Research in Security Prices
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Ekonomiska forskningsinstitutet <Stockholm>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Institut for Finansiering <Frederiksberg>
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International Center for Financial Asset Management and Engineering
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Stanford Institute for Economic Policy Research
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École des Hautes Études Commerciales <Lausanne>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
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2
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
2
Université de Montréal / Département de sciences économiques
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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Journal of financial economics
160
The journal of finance : the journal of the American Finance Association
159
The review of financial studies
144
Journal of banking & finance
123
Journal of economic dynamics & control
119
Finance research letters
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of empirical finance
76
Economics letters
66
Journal of financial and quantitative analysis : JFQA
65
Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Journal of economic theory
56
Journal of monetary economics
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Discussion paper / Centre for Economic Policy Research
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Finance and stochastics
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International review of economics & finance : IREF
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Journal of econometrics
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International review of financial analysis
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international money and finance
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Review of quantitative finance and accounting
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Annals of finance
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The journal of futures markets
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Discussion papers / CEPR
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Finance and economics discussion series
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Advances in futures and options research : a research annual
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Journal of mathematical economics
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Swiss Finance Institute Research Paper
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36
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Applied economics
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The European journal of finance
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
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RePEc
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Other ZBW resources
1
Showing
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1
Der stochastische Diskontfaktor : eine neuartige Spezifikation im Rahmen eines konsumbasierten Modells zur Preisbildung von Kapitalanlagen
Brückmann, Bernd
-
2008
Persistent link: https://www.econbiz.de/10003597563
Saved in:
2
Hyperbolic or exponential time
discounting
function? : empirical evidence using a conditional consumption capital asset pricing model
La Bruslerie, Hubert de
;
Coën, Alain
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
2
,
pp. 7-37
Persistent link: https://www.econbiz.de/10012627873
Saved in:
3
Value and patience : the value premium in a dividend-growth model with hyperbolic
discounting
Hens, Thorsten
;
Schindler, Nilüfer
- In:
Journal of economic behavior & organization : JEBO
172
(
2020
),
pp. 161-179
Persistent link: https://www.econbiz.de/10012288183
Saved in:
4
Temporal
discounting
of future risks
Yue, Chengyan
;
Wang, Jingjing
- In:
Consumer perception of product risks and benefits
,
(pp. 253-265)
.
2017
Persistent link: https://www.econbiz.de/10011653724
Saved in:
5
Robust asset pricing with stochastic hyperbolic
discounting
Wang, Haijun
- In:
Finance research letters
21
(
2017
),
pp. 178-185
Persistent link: https://www.econbiz.de/10011807766
Saved in:
6
Consumer demand, consumption, and asset pricing : an integrated analysis with intertemporal two-stage budgeting
Kim, H. Youn
;
McLaren, Keith Robert
;
Wong, K. K. Gary
- In:
Macroeconomic dynamics
25
(
2021
)
2
,
pp. 379-425
Persistent link: https://www.econbiz.de/10012505455
Saved in:
7
Great spending crashes
Beckworth, David
;
Hendrickson, Josh
- In:
The B.E. journal of macroeconomics
12
(
2012
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009621839
Saved in:
8
International evidence on the equity premium puzzle and time
discounting
Rieger, Marc Oliver
;
Wang, Mei
;
Hens, Thorsten
- In:
Multinational finance journal : MF ; quarterly …
17
(
2013
)
3/4
,
pp. 149-163
Persistent link: https://www.econbiz.de/10011457672
Saved in:
9
International Evidence on the Equity Premium Puzzle and Time
Discounting
Rieger, Marc Oliver
-
2017
We examine time
discounting
factors in an international survey. Our analysis reveals a significant relationship between …
Persistent link: https://www.econbiz.de/10012971592
Saved in:
10
International Evidence on the Equity Premium Puzzle and Time
Discounting
Rieger, Marc Oliver
-
2017
We elicit time
discounting
factors in an international survey. Our analysis reveals a significant relationship between …
Persistent link: https://www.econbiz.de/10012975089
Saved in:
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