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CAPM
Theorie
628,229
Theory
613,327
Risk
45,279
Risiko
44,825
USA
44,220
United States
42,928
Risikomanagement
35,367
Risk management
34,292
Schätzung
31,614
Estimation
30,826
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29,478
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28,820
Deutschland
25,754
Germany
24,033
Geldpolitik
23,358
Monetary policy
22,625
Portfolio-Management
22,309
Portfolio selection
22,076
Mathematische Optimierung
17,249
Mathematical programming
17,143
Prognoseverfahren
14,745
Forecasting model
14,477
Wirtschaftswachstum
13,836
Economic growth
13,247
Spieltheorie
13,215
Zeitreihenanalyse
13,046
Börsenkurs
12,667
Time series analysis
12,661
Game theory
12,473
Share price
12,449
Volatilität
12,292
Volatility
12,048
Experiment
11,954
Finanzmarkt
10,977
Asymmetrische Information
10,854
Financial market
10,754
Asymmetric information
10,558
EU-Staaten
10,543
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10,530
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Campbell, John Y.
49
Stambaugh, Robert F.
47
Ferson, Wayne E.
41
Cochrane, John H.
40
Fabozzi, Frank J.
40
Hansen, Lars Peter
40
Jagannathan, Ravi
39
Jarrow, Robert A.
39
Harvey, Campbell R.
38
Zhang, Lu
38
Lettau, Martin
32
He, Xue-zhong
31
Hens, Thorsten
31
Madan, Dilip B.
31
Zin, Stanley E.
31
Bekaert, Geert
28
Chiarella, Carl
28
Kan, Raymond
27
Robotti, Cesare
27
Zhou, Guofu
27
Gagliardini, Patrick
26
Hull, John
26
Yaron, Amir
26
Hommes, Cars H.
24
Lee, Cheng F.
24
Prokopczuk, Marcel
24
Renault, Eric
24
Longstaff, Francis A.
23
Bansal, Ravi
22
Duffie, Darrell
22
Dumas, Bernard
22
Epstein, Larry G.
22
Gouriéroux, Christian
22
Lo, Andrew W.
22
Bali, Turan G.
21
Gollier, Christian
21
Hodrick, Robert J.
21
Ludvigson, Sydney C.
21
Pástor, Ľuboš
21
Başak, Suleyman
20
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National Bureau of Economic Research
248
Chambre de commerce et d'industrie de Paris
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Erasmus Research Institute of Management
5
Svenska Handelshögskolan <Helsinki>
5
University of Chicago / Center for Research in Security Prices
5
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
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
Stanford Institute for Economic Policy Research
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
Springer Fachmedien Wiesbaden
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
Department of Economics, University of Kansas
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
University of York / Department of Economics and Related Studies
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
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NBER working paper series
239
Journal of financial economics
191
Working paper / National Bureau of Economic Research, Inc.
190
NBER Working Paper
177
The journal of finance : the journal of the American Finance Association
166
The review of financial studies
158
Journal of banking & finance
144
Journal of economic dynamics & control
122
Finance research letters
109
Journal of empirical finance
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Economics letters
70
Journal of financial and quantitative analysis : JFQA
69
Management science : journal of the Institute for Operations Research and the Management Sciences
69
International review of financial analysis
61
Journal of monetary economics
61
Research paper series / Swiss Finance Institute
60
International review of economics & finance : IREF
58
Discussion paper / Centre for Economic Policy Research
57
Journal of economic theory
56
The North American journal of economics and finance : a journal of financial economics studies
54
Finance and stochastics
53
Journal of econometrics
49
Review of quantitative finance and accounting
48
International journal of theoretical and applied finance
47
Journal of international money and finance
46
Applied economics
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Working paper
41
Annals of finance
40
Discussion papers / CEPR
40
The European journal of finance
40
Economic modelling
38
Finance and economics discussion series
38
Swiss Finance Institute Research Paper
38
The journal of futures markets
38
Journal of mathematical economics
37
Advances in futures and options research : a research annual
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
The journal of real estate finance and economics
35
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Source
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ECONIS (ZBW)
10,634
EconStor
43
RePEc
19
OLC EcoSci
7
BASE
1
Showing
1
-
10
of
10,704
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Systematic tail
risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
2
The effectiveness of Value-at-
Risk
models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
3
Higher-order
risk
preferences, constant relative
risk
aversion and the optimal portfolio allocation
Ñíguez, Trino-Manuel
;
Payá, Ivan
;
Peel, David
; …
-
2015
Persistent link: https://www.econbiz.de/10011796068
Saved in:
4
Fundamental multifactor equity
risk
models
Fabozzi, Frank J.
;
Vardharaj, Raman
;
Jones, Frank Joseph
-
2008
Persistent link: https://www.econbiz.de/10003764728
Saved in:
5
Coherent measures of
risk
from a general equilibrium perspective
Csóka, Péter
;
Herings, Peter Jean-Jacques
;
Kóczy, …
-
2006
Persistent link: https://www.econbiz.de/10003383551
Saved in:
6
Variation of wrong-way
risk
management and its impact on security price changes
Adachi, Tetsuya
;
Uchida, Yoshihiko
-
2015
Persistent link: https://www.econbiz.de/10011375975
Saved in:
7
A multiple-curve HJM model of interbank
risk
Crépey, Stéphane
;
Grbac, Zorana
;
Nguyen, Hai Nam
- In:
Mathematics and financial economics
6
(
2012
)
3
,
pp. 155-190
Persistent link: https://www.econbiz.de/10009624635
Saved in:
8
Average drawdown
risk
and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza
;
Glabadanidis, Paskalis
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010241626
Saved in:
9
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:
10
Insights to systematic
risk
and diversification across a joint probability distribution
Choo, Weihao
;
De Jong, Piet
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 142-150
Persistent link: https://www.econbiz.de/10011457218
Saved in:
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