//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimating and testing beta pr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Capital income
95
Kapitaleinkommen
95
Theory
91
CAPM
85
Portfolio selection
63
Portfolio-Management
63
Forecasting model
59
Prognoseverfahren
59
Börsenkurs
42
Share price
42
Estimation
35
Schätzung
35
Risikoprämie
31
Risk premium
30
USA
26
United States
26
Anlageverhalten
21
Behavioural finance
21
Schätztheorie
21
Estimation theory
20
Capital market returns
18
Kapitalmarktrendite
18
Aktienmarkt
15
Stock market
15
Financial analysis
13
Finanzanalyse
13
Time series analysis
13
Zeitreihenanalyse
13
China
12
Welt
12
World
12
Bayes-Statistik
11
Bayesian inference
11
Erwartungsbildung
11
Expectation formation
11
Risiko
11
Risk
11
Volatility
10
Volatilität
10
more ...
less ...
Online availability
All
Free
33
Undetermined
8
Type of publication
All
Article
47
Book / Working Paper
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Aufsatz im Buch
2
Book section
2
Systematic review
2
Übersichtsarbeit
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
91
Author
All
Zhou, Guofu
65
Shanken, Jay
21
Zhu, Yingzi
7
Han, Yufeng
6
Harvey, Campbell R.
6
Lewellen, Jonathan
6
Rapach, David E.
6
Shanken, Jay A.
5
Solnik, Bruno
5
Barillas, Francisco
4
Huang, Dashan
4
Kan, Raymond
4
Tamayo, Ane
4
Tu, Jun
4
Nagel, Stefan
3
Rapach, David
3
Strauss, Jack
3
Avramov, Doron
2
Chou, Pin-huang
2
Filippou, Ilias
2
Geweke, John
2
Huang, Dayong
2
Jiang, Lei
2
Kothari, S. P.
2
Neely, Christopher J.
2
Taylor, Mark P.
2
Wu, Ke
2
Yuan, Ming
2
Bai, Jushan
1
Ball, Ray
1
Chib, Siddhartha
1
Chordia, Tarun
1
Fabozzi, Frank J.
1
Gibbons, Michael R.
1
Gormley, Todd
1
Goyal, Amit
1
He, Ai
1
Heston, Steven L.
1
Hong, Yongmiao
1
Hou, Ai Jun
1
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Chambre de commerce et d'industrie de Paris
1
Published in...
All
Journal of financial economics
11
NBER working paper series
5
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Journal of empirical finance
4
NBER Working Paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Annual review of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Annals of economics and finance
2
Journal of financial and quantitative analysis : JFQA
2
Annals of operations research
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Discussion papers / CEPR
1
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance research letters
1
International Journal of Portfolio Analysis and Management
1
Japan and the world economy : international journal of theory and policy
1
Journal of econometrics
1
Journal of financial markets
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Security market imperfections in worldwide equity markets
1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
Statistical methods in finance
1
The journal of business : B
1
The journal of portfolio management : a publication of Institutional Investor
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The current state of the arbitrage pricing theory
Shanken, Jay
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1569-1574
Persistent link: https://www.econbiz.de/10001133682
Saved in:
2
Multivariate tests of zero beta CAPM
Shanken, Jay
- In:
Journal of financial economics
14
(
1985
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10001009730
Saved in:
3
On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 331-337
Persistent link: https://www.econbiz.de/10001015127
Saved in:
4
Statistical methods in tests of portfolio efficiency : a synthesis
Shanken, Jay
-
1996
Persistent link: https://www.econbiz.de/10001320232
Saved in:
5
Intertemporal asset pricing : an empirical investigation
Shanken, Jay
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 99-120
Persistent link: https://www.econbiz.de/10001332078
Saved in:
6
On the estimation of beta-pricing models
Shanken, Jay
- In:
The review of financial studies
5
(
1992
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001119830
Saved in:
7
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
Saved in:
8
Comparing asset pricing models
Barillas, Francisco
;
Shanken, Jay
-
2015
Persistent link: https://www.econbiz.de/10011428008
Saved in:
9
Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay
;
Tamayo, Ane
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
Saved in:
10
Economic forces and the stock market revisited
Shanken, Jay
;
Weinstein, Mark I.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 129-144
Persistent link: https://www.econbiz.de/10003296946
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->