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~subject:"CAPM"
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CAPM
Theorie
625,440
Theory
610,538
Portfolio-Management
44,075
Portfolio selection
43,731
USA
43,678
United States
42,504
Schätzung
31,343
Estimation
30,563
Welt
27,477
World
26,826
Deutschland
23,742
Geldpolitik
22,766
Germany
22,231
Monetary policy
22,026
Risiko
19,599
Risk
19,394
Mathematische Optimierung
17,312
Mathematical programming
17,206
Prognoseverfahren
14,458
Forecasting model
14,190
Capital structure
13,406
Wirtschaftswachstum
13,318
Kapitalstruktur
13,193
Kapitaleinkommen
13,094
Capital income
13,054
Zeitreihenanalyse
12,980
Börsenkurs
12,914
Spieltheorie
12,751
Economic growth
12,717
Share price
12,702
Time series analysis
12,591
Game theory
12,033
Volatilität
11,513
Experiment
11,482
Volatility
11,246
Asymmetrische Information
10,791
Finanzmarkt
10,750
Financial market
10,524
Asymmetric information
10,500
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Free
3,900
Undetermined
2,183
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Article
5,705
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5,626
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24
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5,346
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2,016
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1,871
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1,830
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528
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308
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308
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110
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86
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79
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67
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67
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38
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33
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30
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26
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26
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21
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10
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English
10,844
German
384
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47
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37
Italian
26
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5
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5
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3
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2
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1
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1
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Stambaugh, Robert F.
50
Campbell, John Y.
48
Fabozzi, Frank J.
48
Ferson, Wayne E.
45
Hens, Thorsten
45
Cochrane, John H.
42
Jarrow, Robert A.
41
Zhang, Lu
39
Bekaert, Geert
36
Hansen, Lars Peter
35
Jagannathan, Ravi
34
Harvey, Campbell R.
32
Zaremba, Adam
32
Zin, Stanley E.
31
He, Xue-zhong
30
Kan, Raymond
30
Madan, Dilip B.
30
Zhou, Guofu
30
Lo, Andrew W.
29
Chiarella, Carl
28
Lee, Cheng F.
28
Robotti, Cesare
28
Hull, John
26
Longstaff, Francis A.
26
Yaron, Amir
26
Bossaerts, Peter L.
25
Gagliardini, Patrick
25
Hommes, Cars H.
24
Kelly, Bryan T.
24
Korajczyk, Robert A.
24
Pástor, Ľuboš
24
Fama, Eugene F.
23
Renault, Eric
23
Bansal, Ravi
22
Duffie, Darrell
22
Dumas, Bernard
22
Epstein, Larry G.
22
Lettau, Martin
22
Satchell, Stephen
22
Ang, Andrew
21
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National Bureau of Economic Research
246
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
Erasmus Research Institute of Management
5
Rodney L. White Center for Financial Research
5
Centre for Analytical Finance <Århus>
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 Bank of St. Louis
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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Published in...
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NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
196
Journal of financial economics
186
NBER Working Paper
173
The journal of finance : the journal of the American Finance Association
169
The review of financial studies
156
Journal of banking & finance
153
Journal of economic dynamics & control
136
Finance research letters
120
Journal of empirical finance
101
Management science : journal of the Institute for Operations Research and the Management Sciences
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of financial and quantitative analysis : JFQA
75
Economics letters
71
Research paper series / Swiss Finance Institute
69
International review of financial analysis
66
International review of economics & finance : IREF
63
Journal of monetary economics
58
Discussion paper / Centre for Economic Policy Research
57
Finance and stochastics
57
Journal of economic theory
57
International journal of theoretical and applied finance
52
Journal of econometrics
51
Review of quantitative finance and accounting
49
The North American journal of economics and finance : a journal of financial economics studies
49
Applied economics
48
Economic modelling
48
Discussion papers / CEPR
46
The journal of portfolio management : a publication of Institutional Investor
46
Annals of finance
45
Journal of international money and finance
45
The European journal of finance
44
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of international financial markets, institutions & money
40
Finance and economics discussion series
39
The journal of asset management
39
The journal of futures markets
39
Working paper
39
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Source
All
ECONIS (ZBW)
11,301
EconStor
43
OLC EcoSci
8
RePEc
3
Showing
1
-
10
of
11,355
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date (newest first)
date (oldest first)
1
The Fama and French three-factor model and leverage : compatibility with the Modigliani and Miller propositions
Dempsey, Michael
- In:
Investment management and financial innovations
6
(
2009
)
1
,
pp. 48-53
Persistent link: https://www.econbiz.de/10003917319
Saved in:
2
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
3
Collateralized borrowing and increasing risk
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333118
Saved in:
4
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Zhuo, Jin
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Saved in:
5
Capital market
theory
and the pricing of financial securities
Merton, Robert C.
-
2007
Persistent link: https://www.econbiz.de/10003643599
Saved in:
6
Essays on the interaction between financial and real sectors
Cheng, Tun-kung
-
1995
Persistent link: https://www.econbiz.de/10001426849
Saved in:
7
Debt collateralization, capital structure, and maximal leverage
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory : official journal of the Society for …
70
(
2020
)
2
,
pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
Saved in:
8
The Fama and French Three-Factor Model and Leverage : Compatibility with the Modigliani and Miller Propositions
Dempsey, Michael J.
-
2009
Ross's (1976) arbitrage pricing
theory
(APT) (FF, 1993, 1994, 1995, 1996). Such claims however are compromised by the …
Persistent link: https://www.econbiz.de/10014210218
Saved in:
9
Leveraged speculators and asset prices
Jiang, Wenxi
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
3
,
pp. 769-804
Persistent link: https://www.econbiz.de/10015046163
Saved in:
10
The pricing of corporate bonds and determinants of financial structure
Thorsell, Håkan
-
2008
Persistent link: https://www.econbiz.de/10003767618
Saved in:
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