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CAPM
Portfolio-Management
43,903
Portfolio selection
43,885
Theorie
19,329
Theory
19,310
Kapitaleinkommen
6,823
Capital income
6,822
Anlageverhalten
5,422
Behavioural finance
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Risk
4,638
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4,604
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3,776
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3,764
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3,560
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Risk management
3,378
USA
3,202
United States
3,170
Estimation
2,985
Schätzung
2,985
Welt
2,847
World
2,847
Risikomaß
2,736
Risk measure
2,732
Börsenkurs
2,597
Share price
2,589
Aktienmarkt
2,523
Stock market
2,502
Hedging
2,326
Volatilität
2,195
Volatility
2,194
Mathematical programming
1,776
Mathematische Optimierung
1,776
Kreditrisiko
1,685
Credit risk
1,675
Financial market
1,673
Finanzmarkt
1,673
Finanzanalyse
1,672
Financial analysis
1,635
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Fabozzi, Frank J.
38
Zaremba, Adam
28
Hens, Thorsten
20
Lo, Andrew W.
20
Ferson, Wayne E.
18
Ang, Andrew
17
Kelly, Bryan T.
16
Lee, Cheng F.
16
Bossaerts, Peter L.
14
Blitz, David
13
Evstigneev, Igor V.
13
Jarrow, Robert A.
13
Lioui, Abraham
13
Platen, Eckhard
13
Stambaugh, Robert F.
13
Uppal, Raman
13
Cochrane, John H.
12
He, Xue-zhong
12
Zhang, Lu
12
Bekaert, Geert
11
Kakushadze, Zura
11
Levy, Moshe
11
Pedersen, Lasse Heje
11
Pástor, Ľuboš
11
Satchell, Stephen
11
Bodie, Zvi
10
Dindo, Pietro
10
Elton, Edwin J.
10
Grobys, Klaus
10
Malamud, Semyon
10
Santa-Clara, Pedro
10
Sentana, Enrique
10
Siegel, Andrew F.
10
Bottazzi, Giulio
9
Kan, Raymond
9
Longstaff, Francis A.
9
Markowitz, Harry
9
Sehgal, Sanjay
9
Baele, Lieven
8
Chabakauri, Georgy
8
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National Bureau of Economic Research
65
Institute of Finance and Accounting <London>
3
Nationalekonomiska Institutionen <Lund>
2
University of California Los Angeles / Department of Economics
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
Association for Investment Management and Research
1
Australian National University / Faculty of Economics and Commerce
1
Bonn Graduate School of Economics
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
David Eccles School of Business
1
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Friedrich-Schiller-Universität Jena
1
Gruppo IMI <Rom>
1
Institut for Finansiering <Frederiksberg>
1
Institut für Höhere Studien
1
Institut für Wirtschaftswissenschaften <Wien>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
International Workshop on Financial Engineering <2009, Tokio>
1
Københavns Universitet / Økonomisk Institut
1
Leonard N. Stern School of Business
1
Michael G. Foster School of Business
1
Rodney L. White Center for Financial Research
1
Salomon Brothers Center for the Study of Financial Institutions
1
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> / Projektbereich Variable und Informationsabhängige Strukturen
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Chicago / Center for Research in Security Prices
1
University of Washington / Graduate School of Business Administration
1
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
1
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Journal of banking & finance
65
NBER working paper series
64
Finance research letters
62
Journal of financial economics
58
Journal of empirical finance
53
Working paper / National Bureau of Economic Research, Inc.
48
NBER Working Paper
38
International review of economics & finance : IREF
37
International review of financial analysis
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Journal of economic dynamics & control
35
The journal of portfolio management : a publication of Institutional Investor
35
The review of financial studies
35
The journal of asset management
34
The journal of finance : the journal of the American Finance Association
29
Journal of investment management : JOIM
28
Research paper series / Swiss Finance Institute
28
Applied economics
26
Economic modelling
24
The European journal of finance
24
Discussion papers / CEPR
23
European journal of operational research : EJOR
22
Journal of international financial markets, institutions & money
22
Quantitative finance
22
Annals of finance
21
International journal of theoretical and applied finance
21
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of financial and quantitative analysis : JFQA
20
Finance and stochastics
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Financial markets and portfolio management
17
Pacific-Basin finance journal
17
Swiss Finance Institute Research Paper
17
Journal of risk and financial management : JRFM
16
Risks : open access journal
16
Applied economics letters
15
Economics letters
15
Journal of economic theory
15
Journal of financial markets
15
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ECONIS (ZBW)
3,847
RePEc
4
EconStor
2
Showing
1
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10
of
3,853
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date (newest first)
date (oldest first)
1
The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
Saved in:
2
Exhaustibility and risk as asset class dimensions : a social investor approach to capital-resource economies
Kakeu, Johnson
- In:
Environmental & resource economics : the official …
65
(
2016
)
4
,
pp. 677-695
Persistent link: https://www.econbiz.de/10011649122
Saved in:
3
Are intermediary constraints priced?
Du, Wenxin
;
Hébert, Benjamin
;
Huber, Amy Wang
- In:
The review of financial studies
36
(
2023
)
4
,
pp. 1464-1507
Persistent link: https://www.econbiz.de/10014320525
Saved in:
4
Estimating asset pricing models with frictions
Crotty, Kevin
;
Teguia, Alberto
- In:
Economics letters
154
(
2017
),
pp. 24-27
Persistent link: https://www.econbiz.de/10011810702
Saved in:
5
w-MPS risk aversion and the shadow CAPM : theory and empirical evidence
Huang, Lin
;
Ma, Chenghu
;
Nakata, Hiroyuki
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 947-973
Persistent link: https://www.econbiz.de/10011740277
Saved in:
6
Default risk, leverage and shadow costs of incomplete information
Farissi, Inass El
;
Bellalah, Mondher
- In:
Finance India : the quarterly journal of Indian …
18
(
2004
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10002455401
Saved in:
7
Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1641-1701
Persistent link: https://www.econbiz.de/10001508760
Saved in:
8
Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul
-
2000
Persistent link: https://www.econbiz.de/10001465982
Saved in:
9
Kapital- und Opportunitätskosten bei Unsicherheit
Nippel, Peter
;
Scheinert, Roland
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
29
(
2000
)
10
,
pp. 557-561
Persistent link: https://www.econbiz.de/10001518929
Saved in:
10
Hotelling confronts CAPM : a test of the theory of exhaustible resources
Slade, Margaret Emily
- In:
The Canadian journal of economics
30
(
1997
)
3
,
pp. 685-708
Persistent link: https://www.econbiz.de/10001231670
Saved in:
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