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~subject:"CAPM"
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CAPM
Theorie
16,942
Theory
16,745
Optionspreistheorie
14,731
Option pricing theory
14,273
Markov chain
7,824
Markov-Kette
7,537
Volatilität
6,614
Volatility
6,540
Kapitaleinkommen
5,909
Capital income
5,895
Schätzung
5,394
Estimation
5,341
Portfolio-Management
5,052
Portfolio selection
5,028
Börsenkurs
4,626
Share price
4,595
Stochastischer Prozess
4,323
Stochastic process
4,269
Risikoprämie
3,512
Risk premium
3,496
Rohstoffpreis
3,419
Commodity price
3,250
USA
3,052
United States
3,000
Optionsgeschäft
2,911
Option trading
2,892
Derivat
2,883
Derivative
2,881
Risk
2,837
Risiko
2,827
Welt
2,401
World
2,343
Aktienmarkt
2,112
Stock market
2,071
Prognoseverfahren
1,854
Forecasting model
1,838
Zinsstruktur
1,753
Yield curve
1,739
Hedging
1,652
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Free
6,742
Undetermined
3,685
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Article
9,792
Book / Working Paper
9,079
Journal
24
Other
8
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9,032
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9,032
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3,213
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3,084
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2,973
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702
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585
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493
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493
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156
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156
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108
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102
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95
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52
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44
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44
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40
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40
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40
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29
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29
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29
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28
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21
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15
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11
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11
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11
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10
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6
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English
17,779
German
581
Undetermined
330
Spanish
78
French
68
Italian
30
Portuguese
16
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7
Polish
6
Swedish
3
Czech
2
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2
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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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Zaremba, Adam
84
Zhang, Lu
79
Campbell, John Y.
70
Fabozzi, Frank J.
64
Hens, Thorsten
64
Ferson, Wayne E.
63
Bekaert, Geert
58
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Jagannathan, Ravi
53
Cochrane, John H.
52
Hansen, Lars Peter
51
Jarrow, Robert A.
51
Robotti, Cesare
49
Cakici, Nusret
48
Zhou, Guofu
48
Kan, Raymond
45
Faff, Robert W.
43
He, Xue-zhong
42
Madan, Dilip B.
41
Lo, Andrew W.
39
Guo, Hui
37
Kogan, Leonid
37
Lee, Cheng F.
37
Bali, Turan G.
36
Ang, Andrew
35
Chiarella, Carl
35
Duffie, Darrell
35
Fama, Eugene F.
35
Hommes, Cars H.
35
Kelly, Bryan T.
35
Zin, Stanley E.
35
Lettau, Martin
34
Bansal, Ravi
33
Dumas, Bernard
33
Longstaff, Francis A.
32
Pedersen, Lasse Heje
32
Polk, Christopher
32
Korajczyk, Robert A.
31
Lustig, Hanno
31
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National Bureau of Economic Research
398
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
EconWPA
12
Ekonomiska forskningsinstitutet <Stockholm>
9
Federal Reserve Bank of St. Louis
9
Institute of Finance and Accounting <London>
9
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
University of Chicago / Center for Research in Security Prices
8
C.E.P.R. Discussion Papers
7
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Deutsche Forschungsgemeinschaft
6
Rodney L. White Center for Financial Research
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Svenska Handelshögskolan <Helsinki>
5
American Finance Association
4
Centre for Economic Policy Research
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Stanford Institute for Economic Policy Research
4
BANCO DE LA REPÚBLICA
3
Banco de la Republica de Colombia
3
Center for Economic Research <Tilburg>
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Département de Sciences Économiques, Université de Montréal
3
Econometrisch Instituut <Rotterdam>
3
Faculty of Economics, University of Cambridge
3
Federal Reserve Bank of San Francisco
3
HAL
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Institut for Finansiering <Frederiksberg>
3
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Published in...
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NBER working paper series
386
Working paper / National Bureau of Economic Research, Inc.
328
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
251
The review of financial studies
221
Finance research letters
183
Journal of economic dynamics & control
173
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Economics letters
109
Pacific-Basin finance journal
105
Discussion paper / Centre for Economic Policy Research
97
Research paper series / Swiss Finance Institute
97
International review of economics & finance : IREF
96
Applied economics
94
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
83
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
66
Annals of finance
61
Discussion papers / CEPR
60
The journal of portfolio management : a publication of Institutional Investor
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
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Source
All
ECONIS (ZBW)
18,341
RePEc
395
EconStor
141
BASE
14
OLC EcoSci
10
Other ZBW resources
2
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18,903
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1
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
2
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
3
Explosive behavior in a log-normal interest rate model
Pirjol, Dan
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009780635
Saved in:
4
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
Saved in:
5
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun
;
Park, Hyungbin
- In:
Finance research letters
13
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
Saved in:
6
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
7
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
8
Heat kernel models for asset pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
9
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
10
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
Fard, Farzad Alavi
;
Siu, Tak Kuen
- In:
Annals of finance
9
(
2013
)
3
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009776434
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