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~subject:"CAPM"
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Subject
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CAPM
Theorie
627,810
Theory
612,908
Portfolio-Management
44,274
Portfolio selection
43,929
USA
43,008
United States
41,847
Schätzung
30,920
Estimation
30,157
Welt
27,287
World
26,647
Mathematische Optimierung
24,733
Mathematical programming
24,688
Deutschland
23,363
Geldpolitik
22,731
Monetary policy
21,991
Germany
21,896
Risiko
19,691
Risk
19,490
Prognoseverfahren
14,609
Forecasting model
14,337
Wirtschaftswachstum
13,340
Spieltheorie
13,136
Zeitreihenanalyse
13,056
Kapitaleinkommen
12,949
Capital income
12,909
Economic growth
12,734
Börsenkurs
12,730
Time series analysis
12,664
Share price
12,520
Game theory
12,406
Experiment
11,597
Volatilität
11,472
Volatility
11,207
Asymmetrische Information
10,707
Stochastischer Prozess
10,607
Finanzmarkt
10,510
Schätztheorie
10,463
Asymmetric information
10,420
Wettbewerb
10,336
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Free
3,893
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2,182
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Article
5,697
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5,599
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24
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5,341
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2,011
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1,865
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1,824
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522
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446
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305
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305
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110
Sammlung
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87
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79
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66
Systematic review
38
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38
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32
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31
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26
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22
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10
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English
10,820
German
374
French
47
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37
Italian
26
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5
Portuguese
5
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3
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1
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1
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1
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1
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1
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Author
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Stambaugh, Robert F.
50
Campbell, John Y.
49
Fabozzi, Frank J.
48
Hens, Thorsten
46
Ferson, Wayne E.
45
Cochrane, John H.
42
Jarrow, Robert A.
41
Zhang, Lu
39
Bekaert, Geert
37
Hansen, Lars Peter
35
Jagannathan, Ravi
34
Zaremba, Adam
33
Harvey, Campbell R.
32
Kan, Raymond
31
Zin, Stanley E.
31
He, Xue-zhong
30
Lo, Andrew W.
30
Madan, Dilip B.
30
Zhou, Guofu
30
Chiarella, Carl
28
Lee, Cheng F.
28
Robotti, Cesare
28
Gagliardini, Patrick
26
Hull, John
26
Longstaff, Francis A.
26
Yaron, Amir
26
Bossaerts, Peter L.
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
245
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
Rodney L. White Center for Financial Research
5
Centre for Analytical Finance <Århus>
4
Erasmus Research Institute of Management
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...
All
NBER working paper series
236
Working paper / National Bureau of Economic Research, Inc.
197
Journal of financial economics
187
NBER Working Paper
172
The journal of finance : the journal of the American Finance Association
169
The review of financial studies
155
Journal of banking & finance
154
Journal of economic dynamics & control
134
Finance research letters
118
Journal of empirical finance
101
Management science : journal of the Institute for Operations Research and the Management Sciences
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Economics letters
77
Journal of financial and quantitative analysis : JFQA
75
Research paper series / Swiss Finance Institute
69
International review of financial analysis
66
International review of economics & finance : IREF
63
Journal of monetary economics
59
Finance and stochastics
58
Journal of economic theory
57
Discussion paper / Centre for Economic Policy Research
56
Journal of econometrics
54
International journal of theoretical and applied finance
52
Applied economics
49
Review of quantitative finance and accounting
49
The North American journal of economics and finance : a journal of financial economics studies
49
Economic modelling
48
Discussion papers / CEPR
47
The journal of portfolio management : a publication of Institutional Investor
46
Annals of finance
45
Journal of international money and finance
44
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
Journal of mathematical economics
39
The journal of asset management
39
The journal of futures markets
39
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Source
All
ECONIS (ZBW)
11,267
EconStor
43
OLC EcoSci
8
RePEc
2
Showing
1
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10
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11,320
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date (oldest first)
1
A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando
;
Guijarro, Francisco
;
Moya, Ismael
- In:
Journal of business economics and management
14
(
2013
)
4
,
pp. 758-775
Persistent link: https://www.econbiz.de/10010188972
Saved in:
2
Prozeßorientierte Asset Allocation von Bondportfolios : Prognose, Optimierung und Beurteilungskritierien
Siemßen, Sönke J.
-
2000
Persistent link: https://www.econbiz.de/10013438280
Saved in:
3
The journal of computational finance
London : Infopro Digital Risk
;
früher: London : Risk …
;
…
-
1.1998 -
Persistent link: https://www.econbiz.de/10000662860
Saved in:
4
Approximating the numéraire portfolio by naive diversification
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663094
Saved in:
5
Stochastic programming approximations using limited moment information, with application to asset allocation
Edirisinghe, N. Chanaka P.
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 97-138)
.
2011
Persistent link: https://www.econbiz.de/10008798665
Saved in:
6
Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003981989
Saved in:
7
Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the CAPM
Ni, Xiaohui
;
Malevergne, Yannick
;
Sornette, Didier
; …
-
2011
. CAPM, Mean-Variance Portfolio
Optimization
, Constrained
Optimization
, Fama-French, Value-Size Portfolios, Dynamical …
Persistent link: https://www.econbiz.de/10009009611
Saved in:
8
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
-
2015
This study develops and implements a
theory
and method for analyzing whether introducing new securities or relaxing …
Persistent link: https://www.econbiz.de/10010512497
Saved in:
9
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
10
A mathematical approach to a stocks portfolio selection : the case of Uganda securities exchange (USE)
Mayanja, Fredrick
;
Mataramvura, Sure
;
Charles, Wilson Mahera
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 487-501
Persistent link: https://www.econbiz.de/10010240785
Saved in:
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