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Intertemporal asset pricing : evidence from Germany ; 27 tables
Meyer, Bernd - 1999
Persistent link: https://www.econbiz.de/10000672061
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Der Einfluss von Dividenden auf Aktienrenditen
Schulz, Anja - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003389030
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Rekursive Präferenzen und das Equity Premium Puzzle : eine empirische Analyse des deutschen Kapitalmarkts
Köster, Michael - 2007
Persistent link: https://www.econbiz.de/10003527979
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Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation
Breuer, Wolfgang; Gürtler, Marc - 2005 - This Version: 2007-03-15
We consider investors with mean-variance-skewness preferences who aim at selecting one out of F different funds and combining it optimally with the riskless asset and direct stock holdings. Direct stock holdings are either exogenously or endogenously determined. In our theoretical section, we...
Persistent link: https://www.econbiz.de/10009486445
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The stable long-run CAPM and the cross-section of expected returns
Kurz-Kim, Jeong-Ryeol - 2002
The capital-asset-pricing model (CAPM) is one of the most popular methods of financial market analysis. But, evidence … of the poor empirical performance of the CAPM has accumulated in the literature. For example, based on their empirical … results regarding the relation between market Beta and average return, Fama and French (1996) conclude that the CAPM is no …
Persistent link: https://www.econbiz.de/10011431316
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Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R. - In: Applied economics 45 (2013) 25/27, pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
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Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation
Breuer, Wolfgang; Gürtler, Marc - In: Kredit und Kapital 41 (2008) 4, pp. 501-539
Persistent link: https://www.econbiz.de/10003804651
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Capital Asset Pricing Model und Alternativkalküle : Analyse in der Unternehmensbewertung mit empirischem Bezug auf die DAX-Werte
Stahl, Raphael - 2016 - 1. Aufl. 2016
Persistent link: https://www.econbiz.de/10011411494