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~subject:"CAPM"
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CAPM
Theorie
623,661
Theory
608,763
USA
53,996
United States
52,631
Börsenkurs
52,342
Share price
50,816
Schätzung
42,793
Estimation
41,824
Volatility
40,800
Volatilität
40,531
Kapitaleinkommen
39,274
Capital income
39,174
Welt
32,669
World
31,934
Portfolio-Management
26,012
Deutschland
25,999
Portfolio selection
25,788
Geldpolitik
24,644
Germany
24,171
Monetary policy
23,878
Risiko
21,320
Risk
21,206
Aktienmarkt
20,506
Prognoseverfahren
20,428
Stock market
20,252
Forecasting model
20,114
Mathematische Optimierung
16,961
Mathematical programming
16,856
Zeitreihenanalyse
15,638
Time series analysis
15,220
Performance measurement
15,127
Wirtschaftswachstum
14,696
Performance-Messung
14,314
Economic growth
14,079
Finanzmarkt
12,967
Spieltheorie
12,785
Financial market
12,715
Game theory
12,061
Stochastischer Prozess
12,059
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4,953
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7,214
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6,775
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23
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Zaremba, Adam
83
Campbell, John Y.
59
Bekaert, Geert
54
Zhang, Lu
54
Harvey, Campbell R.
53
Stambaugh, Robert F.
50
Fabozzi, Frank J.
47
Ferson, Wayne E.
46
Cakici, Nusret
45
Cochrane, John H.
45
Jagannathan, Ravi
45
Jarrow, Robert A.
40
Zhou, Guofu
38
Hens, Thorsten
37
Hansen, Lars Peter
35
Lee, Cheng F.
35
Bali, Turan G.
34
Madan, Dilip B.
34
Guo, Hui
33
He, Xue-zhong
33
Bansal, Ravi
32
Lettau, Martin
32
Yaron, Amir
31
Zin, Stanley E.
31
Chiarella, Carl
30
Fama, Eugene F.
30
Hommes, Cars H.
29
Longstaff, Francis A.
29
Kogan, Leonid
28
Kan, Raymond
27
Lo, Andrew W.
27
Hull, John
26
Korajczyk, Robert A.
26
Polk, Christopher
26
Robotti, Cesare
26
Duffie, Darrell
25
Dumas, Bernard
25
Gagliardini, Patrick
25
Renault, Eric
25
Yogo, Motohiro
25
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National Bureau of Economic Research
304
Federal Reserve Bank of St. Louis
9
Chambre de commerce et d'industrie de Paris
6
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
University of Chicago / Center for Research in Security Prices
5
Centre for Analytical Finance <Århus>
4
Deutsche Forschungsgemeinschaft
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Erasmus Research Institute of Management
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Institute of Finance and Accounting <London>
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve System / Division of Research and Statistics
3
International Center for Financial Asset Management and Engineering
3
Springer Fachmedien Wiesbaden
3
Stanford Institute for Economic Policy Research
3
University of British Columbia / Finance Division
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
École des Hautes Études Commerciales <Lausanne>
3
Bank of England / Monetary Analysis Division
2
Birkbeck College / Department of Economics
2
Boston 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
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
School of Finance and Business Economics <Perth, Western Australia>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
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NBER working paper series
295
Journal of financial economics
260
Working paper / National Bureau of Economic Research, Inc.
240
NBER Working Paper
220
The journal of finance : the journal of the American Finance Association
205
Journal of banking & finance
203
The review of financial studies
173
Finance research letters
155
Journal of economic dynamics & control
144
Journal of empirical finance
128
International review of financial analysis
103
Management science : journal of the Institute for Operations Research and the Management Sciences
100
Journal of financial and quantitative analysis : JFQA
91
Economics letters
89
Applied economics
81
International review of economics & finance : IREF
80
Pacific-Basin finance journal
80
Research paper series / Swiss Finance Institute
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
The North American journal of economics and finance : a journal of financial economics studies
72
Discussion paper / Centre for Economic Policy Research
69
Journal of monetary economics
69
The European journal of finance
67
Review of quantitative finance and accounting
64
Journal of international money and finance
63
Journal of international financial markets, institutions & money
62
Journal of econometrics
61
International journal of theoretical and applied finance
58
Economic modelling
57
Journal of economic theory
57
Applied financial economics
56
Working paper
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Discussion papers / CEPR
53
Finance and stochastics
53
Annals of finance
46
The journal of real estate finance and economics
46
Finance and economics discussion series
45
Swiss Finance Institute Research Paper
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
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Source
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ECONIS (ZBW)
13,941
EconStor
55
RePEc
9
OLC EcoSci
7
Showing
1
-
10
of
14,012
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articles prioritized
date (newest first)
date (oldest first)
1
Emerging market stock momentum returns during US economic regimes
Martirosyan, Anna
;
Simonian, Joseph
- In:
The journal of portfolio management : JPM
47
(
2021
)
7
,
pp. 27-45
Persistent link: https://www.econbiz.de/10012613225
Saved in:
2
Tactical asset allocation with the relative total return cape
Peláez, Rolando F.
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 180-191
Persistent link: https://www.econbiz.de/10012486059
Saved in:
3
Firm-specific industries,
volatility
, and return : a text-based network industrial classification approach
Abdoh, Hussein
- In:
The journal of portfolio management : JPM
47
(
2021
)
8
,
pp. 184-196
Persistent link: https://www.econbiz.de/10012613452
Saved in:
4
Recent large-cap stock outperformance and its impact on US equities
Shapiro, Rob
;
Zheng, Fangze
- In:
The journal of investing : JOI
30
(
2021
)
5
,
pp. 95-106
Persistent link: https://www.econbiz.de/10012613204
Saved in:
5
Mechanical earnings forecasts and characteristic-based models for expected stock returns
Meuter, Martin
- In:
Three essays on the performance of earnings forecasts …
,
(pp. 38-67)
.
2018
Persistent link: https://www.econbiz.de/10011887237
Saved in:
6
The profitability and investment premium: Pre-1963 evidence
Wahal, Sunil
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 362-377
Persistent link: https://www.econbiz.de/10012131562
Saved in:
7
Earnings belief risk and the cross-section of stock returns
Gibson Brandon, Rajana
;
Wang, Songtao
- In:
Review of finance : journal of the European Finance …
24
(
2020
)
5
,
pp. 1107-1158
Persistent link: https://www.econbiz.de/10012403814
Saved in:
8
Price momentum, earnings forecasting, and valuation : implications for inefficient markets
Géczy, Christopher
;
Guerard, John Baynard
-
2024
Persistent link: https://www.econbiz.de/10015050071
Saved in:
9
Can size-, industry-, and leverage-adjustment of valuation ratios benefit the value investor?
Pätäri, Eero J.
;
Karell, Ville
;
Luukka, Pasi
- In:
International journal of business innovation and research
11
(
2016
)
1
,
pp. 76-109
Persistent link: https://www.econbiz.de/10011667601
Saved in:
10
Asset price dynamics,
volatility
, and prediction
Taylor, Stephen J.
;
Taylor, Stephen
-
2005
Persistent link: https://www.econbiz.de/10002746484
Saved in:
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