//--> //--> //--> //-->
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
The q5 model and its consisten...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
629,007
Theory
614,105
USA
45,948
United States
44,795
Kapitaleinkommen
39,523
Capital income
39,423
Schätzung
36,233
Estimation
35,483
Welt
28,273
World
27,648
Portfolio-Management
25,607
Portfolio selection
25,387
Börsenkurs
23,765
Share price
23,537
Deutschland
23,466
Geldpolitik
23,055
Monetary policy
22,336
Germany
22,046
Risiko
20,480
Risk
20,333
Prognoseverfahren
17,348
Mathematische Optimierung
17,111
Forecasting model
17,076
Mathematical programming
17,006
Volatilität
16,578
Volatility
16,309
Zeitreihenanalyse
13,997
Time series analysis
13,618
Wirtschaftswachstum
13,535
Economic growth
12,964
Spieltheorie
12,722
Game theory
11,999
Aktienmarkt
11,616
Stock market
11,471
Experiment
11,445
Finanzmarkt
10,965
Asymmetrische Information
10,936
Financial market
10,758
Asymmetric information
10,653
more ...
less ...
Online availability
All
Free
6,804
Undetermined
3,795
Type of publication
All
Article
9,926
Book / Working Paper
9,113
Journal
24
Other
8
Type of publication (narrower categories)
All
Article in journal
9,131
Aufsatz in Zeitschrift
9,131
Graue Literatur
3,242
Non-commercial literature
3,242
Working Paper
3,113
Arbeitspapier
3,002
Hochschulschrift
702
Thesis
585
Aufsatz im Buch
513
Book section
513
Collection of articles written by one author
156
Sammlung
156
Bibliografie enthalten
108
Bibliography included
108
Collection of articles of several authors
102
Sammelwerk
102
Lehrbuch
96
Textbook
87
Aufsatzsammlung
53
Systematic review
44
Übersichtsarbeit
44
Conference paper
42
Konferenzbeitrag
42
Konferenzschrift
42
Article
29
Glossar enthalten
29
Glossary included
29
Forschungsbericht
28
Conference proceedings
21
Reprint
15
Amtsdruckschrift
11
Government document
11
Handbook
11
Handbuch
11
Mehrbändiges Werk
10
Multi-volume publication
10
Rezension
10
research-article
7
Mikroform
6
Bibliografie
5
more ...
less ...
Language
All
English
17,946
German
582
Undetermined
330
Spanish
78
French
68
Italian
30
Portuguese
16
Danish
7
Polish
6
Swedish
3
Czech
2
Norwegian
2
Afrikaans
1
Hungarian
1
Dutch
1
Russian
1
Slovenian
1
Turkish
1
more ...
less ...
Author
All
Zaremba, Adam
85
Zhang, Lu
80
Campbell, John Y.
71
Fabozzi, Frank J.
65
Hens, Thorsten
64
Ferson, Wayne E.
63
Bekaert, Geert
59
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
46
Lee, Cheng F.
46
Faff, Robert W.
43
He, Xue-zhong
42
Madan, Dilip B.
41
Lo, Andrew W.
40
Guo, Hui
38
Bali, Turan G.
37
Kogan, Leonid
37
Kelly, Bryan T.
36
Ang, Andrew
35
Chiarella, Carl
35
Duffie, Darrell
35
Fama, Eugene F.
35
Hommes, Cars H.
35
Zin, Stanley E.
35
Lettau, Martin
34
Bansal, Ravi
33
Dumas, Bernard
33
Polk, Christopher
33
Longstaff, Francis A.
32
Lustig, Hanno
32
Pedersen, Lasse Heje
32
Korajczyk, Robert A.
31
more ...
less ...
Institution
All
National Bureau of Economic Research
403
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
more ...
less ...
Published in...
All
NBER working paper series
391
Working paper / National Bureau of Economic Research, Inc.
328
Journal of financial economics
325
Journal of banking & finance
276
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
252
The review of financial studies
224
Finance research letters
195
Journal of economic dynamics & control
175
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
117
Economics letters
115
Pacific-Basin finance journal
104
Discussion paper / Centre for Economic Policy Research
97
Research paper series / Swiss Finance Institute
97
Applied economics
96
International review of economics & finance : IREF
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
88
Journal of econometrics
87
Review of quantitative finance and accounting
87
The European journal of finance
86
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Journal of monetary economics
75
Finance and stochastics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Discussion papers / CEPR
66
Journal of economic theory
66
Annals of finance
62
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
57
Swiss Finance Institute Research Paper
57
more ...
less ...
Source
All
ECONIS (ZBW)
18,502
RePEc
395
EconStor
141
BASE
14
OLC EcoSci
10
Other ZBW resources
9
Showing
1
-
10
of
19,071
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are the profitability and investment factors valid ICAPM risk factors? : pre-1963 evidence
Lin, Qi
;
Lin, Xi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186489
Saved in:
2
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
3
Economic activity and momentum profits : further evidence
Maio, Paulo
;
Philip, Dennis
- In:
Journal of banking & finance
88
(
2018
),
pp. 466-482
Persistent link: https://www.econbiz.de/10011962964
Saved in:
4
Economic uncertainty and cross section of stock returns : Australian evidence
Simkus, Matthew
;
Truong, Helen
;
Hoang, Khoa
;
Huang, Ronghong
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013389482
Saved in:
5
Return decomposition and the Intertemporal
CAPM
Maio, Paulo
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4958-4972
Persistent link: https://www.econbiz.de/10010341875
Saved in:
6
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
7
Appropriate expected return and the relationship with risk
Panutat Maneemaroj
;
Ravi Lonkani
;
Chanon Chingchayanurak
- In:
Global business review
22
(
2021
)
4
,
pp. 865-878
Persistent link: https://www.econbiz.de/10012591567
Saved in:
8
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
Saved in:
9
Incomplete information, idiosyncratic volatility and stock returns
Berrada, Tony
;
Hugonnier, Julien
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10009705642
Saved in:
10
Excess volatility and the cross-section of stock returns
Wang, Yuming
;
Ma, Jinpeng
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010460922
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...
//-->