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~subject:"CAPM"
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CAPM
Theorie
628,153
Theory
613,251
USA
45,339
Portfolio-Management
44,304
United States
44,044
Portfolio selection
43,959
Schätzung
32,349
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31,527
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28,511
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27,829
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24,229
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23,078
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22,678
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22,313
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20,785
Asymmetric information
20,678
Risiko
19,975
Risk
19,770
Mathematische Optimierung
17,429
Mathematical programming
17,323
Börsenkurs
15,865
Share price
15,601
Prognoseverfahren
14,802
Forecasting model
14,531
Spieltheorie
14,324
Kapitaleinkommen
14,026
Capital income
13,979
Game theory
13,573
Wirtschaftswachstum
13,390
Zeitreihenanalyse
13,215
Time series analysis
12,824
Economic growth
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Volatilität
12,721
Volatility
12,454
Experiment
12,218
Finanzmarkt
11,692
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11,448
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Stambaugh, Robert F.
50
Campbell, John Y.
49
Fabozzi, Frank J.
48
Ferson, Wayne E.
45
Hens, Thorsten
45
Cochrane, John H.
43
Jarrow, Robert A.
41
Zhang, Lu
40
Jagannathan, Ravi
38
Bekaert, Geert
37
Zaremba, Adam
36
Hansen, Lars Peter
35
Harvey, Campbell R.
32
Kan, Raymond
31
Zin, Stanley E.
31
He, Xue-zhong
30
Lo, Andrew W.
30
Madan, Dilip B.
30
Zhou, Guofu
30
Chiarella, Carl
28
Robotti, Cesare
28
Lee, Cheng F.
27
Bossaerts, Peter L.
26
Gagliardini, Patrick
26
Hull, John
26
Longstaff, Francis A.
26
Yaron, Amir
26
Korajczyk, Robert A.
25
Duffie, Darrell
24
Hommes, Cars H.
24
Kelly, Bryan T.
24
Pedersen, Lasse Heje
24
Pástor, Ľuboš
24
Fama, Eugene F.
23
Renault, Eric
23
Bansal, Ravi
22
Dumas, Bernard
22
Epstein, Larry G.
22
Lettau, Martin
22
Satchell, Stephen
22
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National Bureau of Economic Research
249
Institute of Finance and Accounting <London>
6
University of Chicago / Center for Research in Security Prices
6
Centre for Analytical Finance <Århus>
5
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
Rodney L. White Center for Financial Research
5
Erasmus Research Institute of Management
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
Institut for Finansiering <Frederiksberg>
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
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
Federal Reserve System / Board of Governors
2
INSEAD
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
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NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
201
Journal of financial economics
195
The journal of finance : the journal of the American Finance Association
175
NBER Working Paper
174
The review of financial studies
158
Journal of banking & finance
156
Journal of economic dynamics & control
135
Finance research letters
119
Journal of empirical finance
106
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Economics letters
77
Journal of financial and quantitative analysis : JFQA
77
Research paper series / Swiss Finance Institute
69
International review of financial analysis
68
International review of economics & finance : IREF
65
Discussion paper / Centre for Economic Policy Research
59
Journal of economic theory
59
Journal of monetary economics
59
Finance and stochastics
58
Journal of econometrics
56
International journal of theoretical and applied finance
53
Applied economics
52
The North American journal of economics and finance : a journal of financial economics studies
51
Review of quantitative finance and accounting
49
Economic modelling
48
Discussion papers / CEPR
47
Annals of finance
46
The European journal of finance
46
The journal of portfolio management : a publication of Institutional Investor
46
Journal of international money and finance
45
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
Journal of international financial markets, institutions & money
42
Journal of mathematical economics
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
The journal of asset management
40
Finance and economics discussion series
39
The journal of futures markets
39
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Source
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ECONIS (ZBW)
11,507
EconStor
43
OLC EcoSci
8
RePEc
6
Showing
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11,564
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date (oldest first)
1
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
2
Over-the-Counter market liquidity and securities lending
Foley-Fisher, Nathan
;
Gissler, Stefan
;
Verani, Stéphane
-
2019
Persistent link: https://www.econbiz.de/10011981382
Saved in:
3
Strategic insider trading equilibrium with a non-fiduciary market maker
Aase, Knut K.
;
Øksendal, Bernt K.
-
2019
Persistent link: https://www.econbiz.de/10012178138
Saved in:
4
Liquidity and expected returns : evidence from 1926 - 2008
Baradarannia, M. Reza
;
Peat, Maurice
- In:
International review of financial analysis
29
(
2013
),
pp. 10-23
Persistent link: https://www.econbiz.de/10010244145
Saved in:
5
Resilient price impact of trading and the cost of illiquidity
Roch, Alexandre
;
Soner, Halil Mete
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010197179
Saved in:
6
Essays in financial economics
Mahani, Reza S.
-
2005
Persistent link: https://www.econbiz.de/10003905438
Saved in:
7
Modelling the shape of the limit order book
Platania, Federico
;
Serrano, Pedro
;
Tapia, Mikel
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1575-1597
Persistent link: https://www.econbiz.de/10011913208
Saved in:
8
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
Saved in:
9
Essays on welfare and macroeconomic behavior with heterogeneous agents
Hatchondo, Juan Carlos
-
2005
Persistent link: https://www.econbiz.de/10003380203
Saved in:
10
Portfolio constraints, differences in beliefs and bubbles
Bidian, Florin
- In:
Journal of mathematical economics
61
(
2015
),
pp. 317-326
Persistent link: https://www.econbiz.de/10011573911
Saved in:
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