//--> //--> //--> //-->
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
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
Empirical evaluation of asset...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
105
Theory
103
CAPM
58
Capital income
46
Kapitaleinkommen
46
USA
45
United States
42
Börsenkurs
37
Share price
37
Portfolio-Management
36
Portfolio selection
35
Estimation
30
Schätzung
30
Risikoprämie
22
Financial crisis
21
Risk premium
21
Finanzkrise
19
Großbritannien
18
Investmentfonds
18
Cost of capital
17
Investment Fund
17
United Kingdom
17
Dividende
16
Kapitalkosten
16
Securities trading
16
Stock market
16
Wertpapierhandel
16
Dividend
15
Risiko
15
Risk
15
Aktienmarkt
14
Volatility
14
Volatilität
14
Auction
12
Auktion
12
Prognoseverfahren
12
Welt
12
World
12
Anlageverhalten
11
Börsengang
11
more ...
less ...
Online availability
All
Free
199
Undetermined
117
Type of publication
All
Book / Working Paper
289
Article
224
Type of publication (narrower categories)
All
Working Paper
81
Arbeitspapier
72
Article in journal
69
Aufsatz in Zeitschrift
69
Graue Literatur
60
Non-commercial literature
60
Aufsatz im Buch
3
Book section
3
Systematic review
3
Übersichtsarbeit
3
Festschrift
1
more ...
less ...
Language
All
English
291
Undetermined
222
Author
All
Jagannathan, Ravi
381
Wang, Zhenyu
123
Da, Zhi
34
Schaumburg, Ernst
23
Ghysels, Eric
22
Jagannathan, R.
22
Boyd, John H.
21
Ma, Tongshu
19
Hansen, Lars Peter
18
Meier, Iwan
18
Chabot, Benjamin
16
Gao, Pengjie
16
Wang, Yong
15
Sundaresan, Suresh M.
14
Huberman, Gur
13
Sarkar, Asani
13
Sherman, Ann E.
13
Takehara, Hitoshi
12
Glosten, Lawrence R.
11
Pelizzon, Loriana
11
Yuferova, Darya
11
Guasoni, Paolo
10
Marakani, Srikant
10
Shen, Jianfeng
10
Green, Edward J.
9
Kapoor, Mudit
9
Li, Kai
9
McGrattan, Ellen R.
9
Guo, Re-Jin
8
Hayashi, Fumio
8
Hu, Jian
8
Jirnyi, Andrei
8
Kaplin, Andrew
8
Sundaresan, Suresh
8
Getmansky, Mila
7
Glasserman, Paul
7
Jagannathan, Raj
7
Kubota, Keiichi
7
Novikov, Dmitry
7
Scherbina, Anna
7
more ...
less ...
Institution
All
National Bureau of Economic Research
40
National Bureau of Economic Research (NBER)
29
Federal Reserve Bank of Minneapolis
13
Federal Reserve Bank of New York
8
Federal Reserve Bank of San Francisco
3
C.E.P.R. Discussion Papers
2
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1
EconWPA
1
Federal Reserve Bank <Chicago, Ill.> / Research Department
1
Federal Reserve Bank <San Francisco, Calif.> / Economic Research Department
1
Federal Reserve Bank of Chicago
1
Graduate School of Business <New York, NY>
1
University of Bonn, Germany
1
University of British Columbia / Finance Division
1
University of Hong Kong / School of Economics and Finance
1
more ...
less ...
Published in...
All
NBER working paper series
38
NBER Working Paper
35
Working paper / National Bureau of Economic Research, Inc.
32
NBER Working Papers
27
The journal of finance : the journal of the American Finance Association
26
Working paper / National Bureau of Economic Research, Inc
23
Journal of Finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Management Science
11
Staff report / Research Department, Federal Reserve Bank of Minneapolis
11
Journal of financial economics
10
The review of financial studies
10
Staff Report / Federal Reserve Bank of Minneapolis
9
Federal Reserve Bank of Minneapolis quarterly review
8
Staff Reports / Federal Reserve Bank of New York
8
Staff reports / Federal Reserve Bank of New York
8
Staff Report
6
FRB of New York Staff Report
5
Journal of Financial Economics
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Review of Financial Studies
4
SAFE working paper
4
The journal of business : B
4
Discussion Paper / Institute for Empirical Macroeconomics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Institute for Empirical Macroeconomics
3
Journal of Empirical Finance
3
Journal of financial intermediation
3
Journal of investment management : JOIM
3
Quarterly Review
3
The Journal of Business
3
The Journal of Finance
3
Annual review of financial economics
2
CEA_372Cass working paper series
2
CEPR Discussion Papers
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic policy review
2
Finance working papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
309
RePEc
123
OLC EcoSci
66
EconStor
9
Other ZBW resources
5
USB Cologne (business full texts)
1
Showing
1
-
10
of
513
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The CAPM is alive and well
Jagannathan, Ravi
;
Wang, Zhenyu
-
1993
Persistent link: https://www.econbiz.de/10000881167
Saved in:
2
The analysis of the cross-section of security returns
Jagannathan, Ravi
;
Skoulakis, Georgios
;
Wang, Zhenyu
-
2010
Persistent link: https://www.econbiz.de/10003900742
Saved in:
3
Generalized method of moments : applications in finance
Jagannathan, Ravi
;
Skoulakis, Georgios
;
Wang, Zhenyu
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 470-481
Persistent link: https://www.econbiz.de/10001705960
Saved in:
4
Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
Saved in:
5
A note on the asymptotic covariance in Fama-MacBeth regression
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 799-801
Persistent link: https://www.econbiz.de/10001238217
Saved in:
6
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
51
(
1996
)
1
,
pp. 3-53
Persistent link: https://www.econbiz.de/10001202204
Saved in:
7
An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
Saved in:
8
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1995
Persistent link: https://www.econbiz.de/10000933194
Saved in:
9
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1996
Persistent link: https://www.econbiz.de/10000588919
Saved in:
10
A shrinkage approach to model uncertainty and asset allocation
Wang, Zhenyu
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 673-705
Persistent link: https://www.econbiz.de/10002882106
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...
//-->