//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Expected Log-Utility Maximizat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Portfolio-Management
43,586
Portfolio selection
43,568
Theorie
21,564
Theory
21,520
Kapitaleinkommen
6,788
Capital income
6,787
Incomplete information
5,514
Unvollkommene Information
5,483
Anlageverhalten
5,373
Behavioural finance
5,360
Risk
4,687
Risiko
4,659
Investmentfonds
3,742
Investment Fund
3,730
Kapitalanlage
3,528
Risikomanagement
3,497
Financial investment
3,413
Risk management
3,374
USA
3,292
United States
3,258
Schätzung
3,038
Estimation
3,035
Welt
2,819
World
2,819
Risikomaß
2,716
Risk measure
2,711
Börsenkurs
2,632
Share price
2,623
Aktienmarkt
2,519
Stock market
2,499
Hedging
2,328
Volatility
2,232
Volatilität
2,231
Financial market
1,773
Finanzmarkt
1,773
Mathematical programming
1,773
Mathematische Optimierung
1,773
Kreditrisiko
1,749
Credit risk
1,739
more ...
less ...
Online availability
All
Free
1,293
Undetermined
1,118
Type of publication
All
Article
2,176
Book / Working Paper
1,675
Journal
9
Type of publication (narrower categories)
All
Article in journal
2,056
Aufsatz in Zeitschrift
2,056
Graue Literatur
611
Non-commercial literature
611
Working Paper
540
Arbeitspapier
538
Hochschulschrift
146
Thesis
113
Aufsatz im Buch
105
Book section
105
Lehrbuch
45
Collection of articles of several authors
39
Sammelwerk
39
Textbook
39
Collection of articles written by one author
36
Sammlung
36
Bibliografie enthalten
22
Bibliography included
22
Aufsatzsammlung
20
Konferenzschrift
14
Glossar enthalten
12
Glossary included
12
Conference proceedings
10
Conference paper
9
Konferenzbeitrag
9
Handbook
5
Handbuch
5
Systematic review
5
Übersichtsarbeit
5
Forschungsbericht
4
Reprint
4
Festschrift
3
Mehrbändiges Werk
3
Multi-volume publication
3
Amtsdruckschrift
2
Bibliografie
2
Government document
2
Guidebook
2
Ratgeber
2
Accompanied by computer file
1
more ...
less ...
Language
All
English
3,750
German
82
Italian
11
French
10
Undetermined
4
Danish
2
Afrikaans
1
Hungarian
1
Spanish
1
more ...
less ...
Author
All
Fabozzi, Frank J.
38
Zaremba, Adam
27
Hens, Thorsten
20
Lo, Andrew W.
20
Ferson, Wayne E.
18
Ang, Andrew
17
Lee, Cheng F.
16
Kelly, Bryan T.
15
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
Bellalah, Mondher
12
Cochrane, John H.
12
He, Xue-zhong
12
Zhang, Lu
12
Kakushadze, Zura
11
Levy, Moshe
11
Pedersen, Lasse Heje
11
Pástor, Ľuboš
11
Satchell, Stephen
11
Bekaert, Geert
10
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
Longstaff, Francis A.
9
Markowitz, Harry
9
Sehgal, Sanjay
9
Baele, Lieven
8
Chabakauri, Georgy
8
more ...
less ...
Institution
All
National Bureau of Economic Research
64
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
more ...
less ...
Published in...
All
Journal of banking & finance
65
NBER working paper series
63
Finance research letters
61
Journal of financial economics
56
Journal of empirical finance
53
Working paper / National Bureau of Economic Research, Inc.
48
Management science : journal of the Institute for Operations Research and the Management Sciences
38
NBER Working Paper
38
International review of economics & finance : IREF
37
International review of financial analysis
37
Journal of economic dynamics & control
36
The journal of portfolio management : a publication of Institutional Investor
35
The review of financial studies
35
The journal of asset management
34
Research paper series / Swiss Finance Institute
30
The journal of finance : the journal of the American Finance Association
29
Journal of investment management : JOIM
28
Applied economics
26
Economic modelling
24
Discussion papers / CEPR
23
The European journal of finance
23
European journal of operational research : EJOR
22
Journal of international financial markets, institutions & money
22
Quantitative finance
22
The North American journal of economics and finance : a journal of financial economics studies
22
International journal of theoretical and applied finance
21
Annals of finance
20
Journal of financial and quantitative analysis : JFQA
20
Finance and stochastics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Swiss Finance Institute Research Paper
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Financial markets and portfolio management
17
Pacific-Basin finance journal
17
Journal of economic theory
16
Journal of risk and financial management : JRFM
16
Review of quantitative finance and accounting
16
Risks : open access journal
16
Applied economics letters
15
Journal of financial markets
15
more ...
less ...
Source
All
ECONIS (ZBW)
3,853
RePEc
5
EconStor
2
Showing
1
-
10
of
3,860
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bubbles in assets with finite life
Berestycki, Henri
;
Bruggeman, Cameron
;
Monneau, Regis
; …
- In:
Mathematics and financial economics
13
(
2019
)
3
,
pp. 429-458
Persistent link: https://www.econbiz.de/10012055863
Saved in:
2
A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets
Dong, Juan
;
Korobenko, Lyudmila
;
Sezer, A. Deniz
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 483-497
Persistent link: https://www.econbiz.de/10012194903
Saved in:
3
A generalized earnings-based stock valuation model with learning
Jacoby, Gady
;
Paseka, Alexander
;
Wang, Yan
- In:
The financial review : the official publication of the …
52
(
2017
)
2
,
pp. 199-232
Persistent link: https://www.econbiz.de/10011690697
Saved in:
4
Valuation of a risk-averse investor under incomplete information
Takino, Kazuhiro
;
Ishinagi, Yoshikazu
- In:
International journal of accounting and finance
9
(
2019
)
1
,
pp. 68-85
Persistent link: https://www.econbiz.de/10012138845
Saved in:
5
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
Saved in:
6
Ambiguous information, risk aversion, and asset pricing
Illeditsch, Philipp Karl
-
2010
Persistent link: https://www.econbiz.de/10003991683
Saved in:
7
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
8
Essays on macroeconomics with microeconomic frictions
Luo, Yulei
-
2005
Persistent link: https://www.econbiz.de/10003553452
Saved in:
9
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2006
Persistent link: https://www.econbiz.de/10003302411
Saved in:
10
A benchmark approach to risk-minimization under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 129-146
Persistent link: https://www.econbiz.de/10010366196
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->