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CAPM
Theorie
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Theory
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Risk
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USA
44,288
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43,019
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32,642
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10,752
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Campbell, John Y.
48
Stambaugh, Robert F.
47
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
Fabozzi, Frank J.
37
Lettau, Martin
32
He, Xue-zhong
31
Hens, Thorsten
31
Madan, Dilip B.
31
Zin, Stanley E.
31
Bekaert, Geert
30
Chiarella, Carl
28
Kan, Raymond
27
Robotti, Cesare
27
Zhou, Guofu
27
Gagliardini, Patrick
26
Hull, John
26
Yaron, Amir
26
Hommes, Cars H.
24
Prokopczuk, Marcel
24
Renault, Eric
24
Lo, Andrew W.
23
Longstaff, Francis A.
23
Bansal, Ravi
22
Duffie, Darrell
22
Dumas, Bernard
22
Epstein, Larry G.
22
Gouriéroux, Christian
22
Bali, Turan G.
21
Gollier, Christian
21
Hodrick, Robert J.
21
Ludvigson, Sydney C.
21
Pástor, Ľuboš
21
Başak, Suleyman
20
Chabi-Yo, Fousseni
20
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National Bureau of Economic Research
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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
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Svenska Handelshögskolan <Helsinki>
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University of Chicago / Center for Research in Security Prices
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Stanford Institute for Economic Policy Research
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American Finance Association
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Deutsche Forschungsgemeinschaft
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Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
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International Center for Financial Asset Management and Engineering
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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University of British Columbia / Finance Division
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École des Hautes Études Commerciales <Lausanne>
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Bank of England / Monetary Analysis Division
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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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 Bank of San Francisco
2
Federal Reserve System / Board of Governors
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INSEAD
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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
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NBER working paper series
239
Journal of financial economics
191
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
177
The journal of finance : the journal of the American Finance Association
165
The review of financial studies
158
Journal of banking & finance
145
Journal of economic dynamics & control
123
Finance research letters
109
Journal of empirical finance
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of financial and quantitative analysis : JFQA
71
Economics letters
70
Management science : journal of the Institute for Operations Research and the Management Sciences
69
International review of financial analysis
62
Research paper series / Swiss Finance Institute
61
Journal of monetary economics
60
Discussion paper / Centre for Economic Policy Research
57
International review of economics & finance : IREF
57
Journal of economic theory
56
The North American journal of economics and finance : a journal of financial economics studies
55
Finance and stochastics
54
Journal of econometrics
49
Review of quantitative finance and accounting
48
International journal of theoretical and applied finance
47
Journal of international money and finance
47
Applied economics
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Working paper
41
Annals of finance
40
Discussion papers / CEPR
40
Economic modelling
39
Finance and economics discussion series
39
Swiss Finance Institute Research Paper
39
The European journal of finance
38
The journal of futures markets
38
Journal of mathematical economics
37
Advances in futures and options research : a research annual
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
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ECONIS (ZBW)
10,636
EconStor
45
RePEc
19
OLC EcoSci
7
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1
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1
Capital asset pricing model and conditional value at
risk
Karapici, Valbona
- In:
Transformation in the light of theory and globalization …
,
(pp. 157-187)
.
2008
Persistent link: https://www.econbiz.de/10003773181
Saved in:
2
The impact of highter order moments added to the multiscale Carhart model for different investment periods
Trimech, Anyssa
- In:
International journal of decision sciences, risk and …
5
(
2013/14
)
3
,
pp. 263-276
Persistent link: https://www.econbiz.de/10011347007
Saved in:
3
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:
4
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:
5
An alternative nonparametric tail
risk
measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
Saved in:
6
Weighted
risk
capital allocations in the presence of systematic
risk
Furman, Edward
;
Kuznetsov, Alexey
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
Saved in:
7
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
8
Risk
measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
9
f-Betas and portfolio optimization with f-divergence induced
risk
measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
10
Measuring dependence in a set of asset returns
Madan, Dilip B.
;
Wang, King
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10014342359
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