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Hodges–Lehmann optimality for...
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CAPM
Momentenmethode
4,821
Method of moments
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1,350
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1,120
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1,118
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Sentana, Enrique
13
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11
Peñaranda, Francisco
10
Gouriéroux, Christian
9
Renault, Eric
9
Kan, Raymond
6
Gospodinov, Nikolaj
5
Nagel, Stefan
5
Racicot, François-Éric
5
Robotti, Cesare
5
Satchell, Stephen
5
Singleton, Kenneth J.
5
Bossaerts, Peter L.
4
Carlson, Murray
4
Fisher, Adlai
4
Giammarino, Ronald P. M.
4
Grammig, Joachim
4
Hall, Alastair R.
4
Hunter, John
4
Møller, Stig Vinther
4
Rentz, William F.
4
Wright, Jonathan H.
4
Wu, Feng
4
Zhang, Harold H.
4
Bibinger, Markus
3
Cui, Liyuan
3
Engsted, Tom
3
Ferson, Wayne E.
3
Hautsch, Nikolaus
3
Hong, Yongmiao
3
Iqbal, Javed
3
Kodongo, Odongo
3
Laurinaityte, Nora
3
Malec, Peter
3
Meinerding, Christoph
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Penaranda, Francisco
3
Plott, Charles
3
Reiß, Markus
3
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3
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Journal of empirical finance
9
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8
Finance research letters
5
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5
Journal of econometrics
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Applied economics letters
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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
4
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NBER working paper series
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Pacific-Basin finance journal
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3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
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2
CFS working paper series
2
CREATES research paper
2
Discussion paper
2
Econometric theory
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance : revue de l'Association Française de Finance
2
Financial markets and asset pricing
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Fisher College of Business working paper series
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International Journal of Financial Studies : open access journal
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
269
EconStor
1
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1
A survey on the estimation of CCAPM via moment restrictions : the case of Japan
Noda, Akihiko
- In:
Keio economic studies
49
(
2013
),
pp. 69-91
Persistent link: https://www.econbiz.de/10010194358
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2
Robust Identification of investor beliefs
Chen, Xiaohong
;
Hansen, Lars Peter
;
Hansen, Peter G.
-
2020
-
This draft: May 14, 2020
Persistent link: https://www.econbiz.de/10012320533
Saved in:
3
Asymptotic optimality of constant-order policies in joint pricing and inventory models
Chen, Xin
;
Stolyar, Alexander L.
;
Xin, Linwei
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 557-577
Persistent link: https://www.econbiz.de/10014527956
Saved in:
4
Learning, large deviations and rare events
Benhabib, Jess
;
Dave, Chetan
- In:
Review of economic dynamics
17
(
2014
)
3
,
pp. 367-382
Persistent link: https://www.econbiz.de/10011280982
Saved in:
5
Recursive preferences, learning and large deviations
Dave, Chetan
;
Tsang, Kwok Ping
- In:
Economics letters
124
(
2014
)
3
,
pp. 329-334
Persistent link: https://www.econbiz.de/10010493978
Saved in:
6
Pricing for large positions in contingent claims
Robertson, Scott
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 746-778
Persistent link: https://www.econbiz.de/10011764970
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7
Estimating preference parameters from stock returns using simulated method of moments
Biswas, Anindya Kumar
;
Mandal, Biwwajit
- In:
Annals of financial economics
11
(
2016
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011504190
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8
Long run risk model and equity premium puzzle in Thailand
Sartja Duangchaiyoosook
;
Kilenthong, Weerachart T.
-
2021
Persistent link: https://www.econbiz.de/10012582703
Saved in:
9
Long Run Risk Model and Equity Premium Puzzle in Thailand
Sartja Duangchaiyoosook
;
Kilenthong, Weerachart T.
- In:
Southeast Asian journal of economics
10
(
2022
)
1
,
pp. 133-167
Persistent link: https://www.econbiz.de/10013193514
Saved in:
10
Impact of idiosyncratic volatility on stock returns : a cross-sectional study
Khovansky, Serguey
;
Zhylyevskyy, Oleksandr
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3064-3075
Persistent link: https://www.econbiz.de/10009777131
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