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
Long-term project valuation in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
625,486
Theory
610,584
Risk
44,841
USA
44,618
Risiko
44,390
United States
43,330
Risikomanagement
35,135
Risk management
34,071
Schätzung
32,420
Estimation
31,610
Welt
29,311
World
28,644
Deutschland
25,776
Germany
24,066
Geldpolitik
23,372
Portfolio-Management
22,762
Monetary policy
22,721
Portfolio selection
22,525
Mathematische Optimierung
17,181
Mathematical programming
17,077
Prognoseverfahren
15,195
Forecasting model
14,920
Wirtschaftswachstum
13,993
Economic growth
13,501
Zeitreihenanalyse
13,220
Spieltheorie
13,214
Börsenkurs
13,158
Share price
12,931
Volatilität
12,841
Time series analysis
12,829
Volatility
12,609
Game theory
12,478
Experiment
11,918
Kapitaleinkommen
11,055
Capital income
11,014
Finanzmarkt
10,888
Asymmetrische Information
10,849
Financial market
10,662
EU-Staaten
10,606
more ...
less ...
Online availability
All
Free
3,752
Undetermined
1,996
Type of publication
All
Book / Working Paper
5,399
Article
5,380
Journal
23
Type of publication (narrower categories)
All
Article in journal
5,038
Aufsatz in Zeitschrift
5,038
Graue Literatur
1,895
Non-commercial literature
1,895
Working Paper
1,770
Arbeitspapier
1,729
Hochschulschrift
494
Thesis
432
Aufsatz im Buch
280
Book section
280
Collection of articles written by one author
104
Sammlung
104
Bibliografie enthalten
97
Bibliography included
97
Lehrbuch
69
Textbook
64
Collection of articles of several authors
60
Sammelwerk
60
Systematic review
38
Übersichtsarbeit
38
Konferenzschrift
29
Forschungsbericht
27
Aufsatzsammlung
25
Glossar enthalten
20
Glossary included
20
Conference paper
19
Konferenzbeitrag
19
Conference proceedings
15
Amtsdruckschrift
9
Government document
9
Reprint
9
Handbook
8
Handbuch
8
Mehrbändiges Werk
8
Multi-volume publication
8
Rezension
7
Mikroform
6
Article
4
Bibliografie
4
Einführung
4
more ...
less ...
Language
All
English
10,289
German
373
French
46
Spanish
38
Italian
26
Undetermined
18
Portuguese
5
Danish
3
Afrikaans
1
Czech
1
Hungarian
1
Dutch
1
Slovenian
1
Swedish
1
more ...
less ...
Author
All
Campbell, John Y.
47
Stambaugh, Robert F.
47
Fabozzi, Frank J.
41
Ferson, Wayne E.
41
Cochrane, John H.
40
Hansen, Lars Peter
40
Jagannathan, Ravi
39
Jarrow, Robert A.
39
Harvey, Campbell R.
38
Zhang, Lu
38
Lettau, Martin
32
He, Xue-zhong
31
Hens, Thorsten
31
Madan, Dilip B.
31
Zin, Stanley E.
31
Bekaert, Geert
28
Chiarella, Carl
28
Kan, Raymond
27
Robotti, Cesare
27
Zhou, Guofu
27
Hull, John
26
Yaron, Amir
26
Gagliardini, Patrick
25
Hommes, Cars H.
24
Lee, Cheng F.
24
Prokopczuk, Marcel
24
Renault, Eric
24
Bansal, Ravi
23
Longstaff, Francis A.
23
Duffie, Darrell
22
Dumas, Bernard
22
Epstein, Larry G.
22
Gouriéroux, Christian
22
Bali, Turan G.
21
Gollier, Christian
21
Hodrick, Robert J.
21
Lo, Andrew W.
21
Ludvigson, Sydney C.
21
Pástor, Ľuboš
21
Başak, Suleyman
20
more ...
less ...
Institution
All
National Bureau of Economic Research
249
Chambre de commerce et d'industrie de Paris
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Erasmus Research Institute of Management
5
Rodney L. White Center for Financial Research
5
Svenska Handelshögskolan <Helsinki>
5
University of Chicago / Center for Research in Security Prices
5
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institute of Finance and Accounting <London>
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Stanford Institute for Economic Policy Research
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
Springer Fachmedien Wiesbaden
3
The Wharton Financial Institutions Center
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
Department of Economics, University of Kansas
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
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
University of York / Department of Economics and Related Studies
2
more ...
less ...
Published in...
All
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
192
Journal of financial economics
190
NBER Working Paper
178
The journal of finance : the journal of the American Finance Association
167
The review of financial studies
158
Journal of banking & finance
149
Journal of economic dynamics & control
123
Finance research letters
110
Journal of empirical finance
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of financial and quantitative analysis : JFQA
71
Management science : journal of the Institute for Operations Research and the Management Sciences
71
Economics letters
67
International review of financial analysis
62
Journal of monetary economics
60
Research paper series / Swiss Finance Institute
60
International review of economics & finance : IREF
58
Discussion paper / Centre for Economic Policy Research
57
Journal of economic theory
56
The North American journal of economics and finance : a journal of financial economics studies
54
Finance and stochastics
53
Review of quantitative finance and accounting
49
Journal of econometrics
48
International journal of theoretical and applied finance
47
Journal of international money and finance
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Applied economics
42
Working paper
41
Annals of finance
40
Discussion papers / CEPR
40
The European journal of finance
40
Economic modelling
39
Finance and economics discussion series
38
Swiss Finance Institute Research Paper
38
The journal of futures markets
38
Advances in futures and options research : a research annual
36
Journal of mathematical economics
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Economic theory : official journal of the Society for the Advancement of Economic Theory
35
more ...
less ...
Source
All
ECONIS (ZBW)
10,724
EconStor
45
RePEc
23
OLC EcoSci
8
BASE
1
Other ZBW resources
1
Showing
1
-
10
of
10,802
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How to choose the return model for market
risk
? : getting towards a right magnitude of stressed
VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
2
Insights to systematic
risk
and diversification across a joint probability distribution
Choo, Weihao
;
De Jong, Piet
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 142-150
Persistent link: https://www.econbiz.de/10011457218
Saved in:
3
Asymmetric jump beta estimation with implications for portfolio
risk
management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
4
Systematic tail
risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
5
The effectiveness of Value-at-
Risk
models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
6
Average drawdown
risk
and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza
;
Glabadanidis, Paskalis
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010241626
Saved in:
7
Asymmetric jump beta estimation with implications forportfolio
risk
management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
-
2017
Persistent link: https://www.econbiz.de/10012806610
Saved in:
8
Mean-p portfolio selection and p-arbitrage for coherent
risk
measures
Herdegen, Martin
;
Khan, Nazem
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 226-272
Persistent link: https://www.econbiz.de/10012815955
Saved in:
9
Systematic extreme downside
risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
10
Score-driven Markov-switching EGARCH models : an application to systematic
risk
analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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...
