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Performance Persistence
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CAPM
Capital income
85
Kapitaleinkommen
85
United States
62
USA
61
Portfolio selection
56
Portfolio-Management
56
Börsenkurs
48
Investment Fund
47
Investmentfonds
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44
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44
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43
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Welt
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41
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39
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39
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33
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32
Financial Regulation
32
Systemic Risk
32
Schätzung
31
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21
Kapitalanlage
21
Bubbles
20
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20
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18
Finanzkrise
18
Risk
18
Spekulationsblase
18
Großbritannien
17
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17
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16
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16
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16
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English
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Brown, Stephen J.
12
Goetzmann, William N.
11
Bali, Turan G.
4
Elton, Edwin J.
3
Gruber, Martin Jay
3
Tang, Yi
3
Ibbotson, Roger G.
2
Le Bris, David
2
Pouget, Sebastien
2
Ross, Stephen A.
2
Ang, Andrew
1
Barry, Christopher Borden
1
Bris, David le
1
Caglayan, Mustafa O.
1
Dimson, Elroy
1
Dybvig, Philip H.
1
Handley, John C.
1
Heston, Steven
1
Ingersoll, Jonathan E.
1
Lajbcygier, Paul
1
LeRoy, Stephen F.
1
Marsh, Paul
1
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Otsuki, Toshiyuki
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Handbook of the equity risk premium
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Journal of financial and quantitative analysis : JFQA
2
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2
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1
China finance review international
1
Foundations and Trends(R) in Finance
1
NBER Working Paper
1
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Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
17
RePEc
2
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1
Modern portfolio theory and investment analysis
Elton, Edwin J.
;
Gruber, Martin Jay
;
Brown, Stephen J.
; …
-
2011
-
8. ed., internat. student version
Persistent link: https://www.econbiz.de/10003943807
Saved in:
2
Modern portfolio theory and investment analysis
Elton, Edwin J.
;
Gruber, Martin Jay
;
Brown, Stephen J.
; …
-
2007
-
7. ed.
Persistent link: https://www.econbiz.de/10003367748
Saved in:
3
The contributions of Stephen A. Ross to financial economics
Brown, Stephen J.
;
Dybvig, Philip H.
;
Goetzmann, William N.
- In:
Annual review of financial economics
13
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012612519
Saved in:
4
Modern portfolio theory and investment analysis
Elton, Edwin J.
;
Gruber, Martin Jay
;
Brown, Stephen J.
; …
-
2014
-
Ninth edition
Persistent link: https://www.econbiz.de/10013546829
Saved in:
5
Survival
Brown, Stephen J.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 853-873
Persistent link: https://www.econbiz.de/10001340025
Saved in:
6
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
7
Risk premia in Pacific-Basin capital markets
Brown, Stephen J.
- In:
Pacific-Basin finance journal
1
(
1993
)
3
,
pp. 235-261
Persistent link: https://www.econbiz.de/10001158631
Saved in:
8
Differential information and security market equilibrium
Barry, Christopher Borden
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
4
,
pp. 407-422
Persistent link: https://www.econbiz.de/10001007374
Saved in:
9
Choice Among Alternative Benchmarks : An Asset Pricing Approach
Brown, Stephen J.
-
2014
This paper provides an asset pricing rationale for choosing among alternative ways to group securities in applied corporate finance settings. Explicit reference to the asset pricing paradigm has become less prevalent in the empirical corporate finance literature, where there has emerged a...
Persistent link: https://www.econbiz.de/10013055282
Saved in:
10
A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
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