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CAPM
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Campbell, John Y.
47
Stambaugh, Robert F.
47
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41
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40
Hansen, Lars Peter
39
Jagannathan, Ravi
39
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39
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38
Harvey, Campbell R.
38
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38
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32
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32
He, Xue-zhong
31
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31
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31
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28
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27
Kan, Raymond
27
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Zhou, Guofu
27
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26
Yaron, Amir
26
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Gouriéroux, Christian
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Hodrick, Robert J.
21
Lo, Andrew W.
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Ludvigson, Sydney C.
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Pástor, Ľuboš
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Bali, Turan G.
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Chabi-Yo, Fousseni
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Fama, Eugene F.
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Aase, Knut K.
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Finance research letters
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Journal of empirical finance
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Economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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Review of quantitative finance and accounting
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Swiss Finance Institute Research Paper
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Advances in futures and options research : a research annual
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36
The European journal of finance
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
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RePEc
4
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1
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
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2
Computational methods for production-based asset pricing models with recursive utility
Aldrich, Eric Mark
;
Kung, Howard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012437836
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3
Optimal portfolio choice under shadow costs with fixed assets when time-horizon is uncertain
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Computational economics
56
(
2020
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10012272014
Saved in:
4
The legacy of Robert Lucas, Jr.
Hoover, Kevin D.
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001389085
Saved in:
5
Is there a curse of dimensionality for contraction fixed points in the worst case?
Rust, John
;
Traub, J. F.
;
Woźniakowski, H.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10001648108
Saved in:
6
Necessity of transversality conditions for stochastic problems
Kamihigashi, Takashi
- In:
Journal of economic theory
109
(
2003
)
1
,
pp. 140-149
Persistent link: https://www.econbiz.de/10001759582
Saved in:
7
Loanable funds, risk, bank service output
Wang, J. Christina
-
2003
Persistent link: https://www.econbiz.de/10001819981
Saved in:
8
On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation
Knudsen, Thomas S.
;
Meister, Bernhard
;
Zervos, Mihail
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10001412177
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9
Necessity of transversality conditions for infinite horizon problems
Kamihigashi, Takashi
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 995-1012
Persistent link: https://www.econbiz.de/10001594728
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10
An intertemporal capital asset pricing model under imcomplete information
Bellalah, Mondher
;
Wu, Zhen
- In:
International journal of business
14
(
2009
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003828671
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