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CAPM
Theorie
628,990
Theory
614,088
Portfolio-Management
44,342
Portfolio selection
43,997
USA
42,920
United States
41,741
Schätzung
31,685
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30,905
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27,400
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23,395
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22,818
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22,073
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21,926
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19,659
Mathematische Optimierung
17,899
Mathematical programming
17,789
Stochastischer Prozess
17,303
Stochastic process
16,857
Prognoseverfahren
14,836
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14,558
Volatilität
13,680
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13,592
Volatility
13,403
Wirtschaftswachstum
13,382
Time series analysis
13,185
Kapitaleinkommen
13,178
Capital income
13,135
Börsenkurs
12,998
Spieltheorie
12,945
Share price
12,781
Economic growth
12,778
Game theory
12,220
Experiment
11,749
Schätztheorie
11,000
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10,714
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Stambaugh, Robert F.
52
Fabozzi, Frank J.
51
Campbell, John Y.
49
Ferson, Wayne E.
46
Hens, Thorsten
45
Cochrane, John H.
42
Jarrow, Robert A.
41
Zhang, Lu
39
Bekaert, Geert
37
Hansen, Lars Peter
37
Jagannathan, Ravi
34
He, Xue-zhong
33
Madan, Dilip B.
33
Zaremba, Adam
33
Harvey, Campbell R.
32
Kan, Raymond
31
Zhou, Guofu
31
Zin, Stanley E.
31
Lo, Andrew W.
30
Chiarella, Carl
29
Lee, Cheng F.
28
Robotti, Cesare
28
Gagliardini, Patrick
26
Hull, John
26
Longstaff, Francis A.
26
Yaron, Amir
26
Bossaerts, Peter L.
25
Korajczyk, Robert A.
25
Hommes, Cars H.
24
Kelly, Bryan T.
24
Pástor, Ľuboš
24
Fama, Eugene F.
23
Gouriéroux, Christian
23
Renault, Eric
23
Satchell, Stephen
23
Bansal, Ravi
22
Duffie, Darrell
22
Dumas, Bernard
22
Epstein, Larry G.
22
Guidolin, Massimo
22
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National Bureau of Economic Research
247
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
Erasmus Research Institute of Management
5
Rodney L. White Center for Financial Research
5
Centre for Analytical Finance <Århus>
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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NBER working paper series
238
Working paper / National Bureau of Economic Research, Inc.
197
Journal of financial economics
192
NBER Working Paper
174
The journal of finance : the journal of the American Finance Association
170
The review of financial studies
157
Journal of banking & finance
156
Journal of economic dynamics & control
140
Finance research letters
123
Journal of empirical finance
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Economics letters
80
Management science : journal of the Institute for Operations Research and the Management Sciences
79
Journal of financial and quantitative analysis : JFQA
76
Research paper series / Swiss Finance Institute
70
International review of financial analysis
67
International journal of theoretical and applied finance
63
International review of economics & finance : IREF
63
Finance and stochastics
62
Journal of monetary economics
59
Journal of econometrics
58
Journal of economic theory
57
Discussion paper / Centre for Economic Policy Research
56
Annals of finance
51
Economic modelling
51
Applied economics
50
Review of quantitative finance and accounting
50
The North American journal of economics and finance : a journal of financial economics studies
49
The European journal of finance
48
Discussion papers / CEPR
47
The journal of portfolio management : a publication of Institutional Investor
46
Journal of international money and 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
42
Journal of international financial markets, institutions & money
40
Journal of mathematical economics
40
European journal of operational research : EJOR
39
Finance and economics discussion series
39
Quantitative finance
39
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Source
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ECONIS (ZBW)
11,498
EconStor
43
OLC EcoSci
8
RePEc
2
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1
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
2
The effects of stochastic inflation on asset prices
Labadie, Pamela
-
1988
Persistent link: https://www.econbiz.de/10000765366
Saved in:
3
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
4
Discrete-time Asset Pricing Models in Applied Stochastic Finance
Vassiliou, Panos C. G.
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003895184
Saved in:
5
The numéraire portfolio and arbitrage in semimartingale models of financial markets
Kardaras, Konstantinos
-
2005
Persistent link: https://www.econbiz.de/10003904226
Saved in:
6
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:
7
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
8
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Saved in:
9
How does beta explain stochastic dominance efficiency?
Shalit, Haim
;
Yitzhaki, Shlomo
- In:
Review of quantitative finance and accounting
35
(
2010
)
4
,
pp. 431-444
Persistent link: https://www.econbiz.de/10009260269
Saved in:
10
Liquidity risk, price impacts and the replication problem
Roch, Alexandre F.
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 399-419
Persistent link: https://www.econbiz.de/10009303238
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