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subject:"CAPM"
type:"article"
~isPartOf:"Journal of international financial markets, institutions & money"
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CAPM
Theorie
230
Theory
230
Estimation
38
Schätzung
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Volatility
35
Volatilität
35
Börsenkurs
33
Share price
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Christiansen, Charlotte
2
Murtazashvili, Irina
2
Vozlyublennaia, Nadia
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Aggarwal, Raj
1
Asgharian, Hossein
1
Beaulieu, Marie-Claude
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Bradrania, M. Reza
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Ko, Hyungjin
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Lim, Guay C.
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Journal of international financial markets, institutions & money
The journal of finance : the journal of the American Finance Association
155
Journal of financial economics
154
The review of financial studies
139
Journal of banking & finance
121
Journal of economic dynamics & control
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Finance research letters
75
Journal of empirical finance
74
Economics letters
65
Journal of financial and quantitative analysis : JFQA
65
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Journal of economic theory
54
Journal of monetary economics
54
Finance and stochastics
51
International review of economics & finance : IREF
46
International review of financial analysis
45
Journal of econometrics
45
International journal of theoretical and applied finance
43
The North American journal of economics and finance : a journal of financial economics studies
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 money and finance
41
Review of quantitative finance and accounting
40
Annals of finance
38
Advances in futures and options research : a research annual
36
The journal of futures markets
36
Economic theory : official journal of the Society for the Advancement of Economic Theory
34
Journal of mathematical economics
34
Economic modelling
33
Applied economics
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
European journal of operational research : EJOR
30
The European journal of finance
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Journal of political economy
27
The journal of portfolio management : a publication of Institutional Investor
27
The financial review : the official publication of the Eastern Finance Association
25
The journal of real estate finance and economics
25
Applied economics letters
23
Applied financial economics
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ECONIS (ZBW)
26
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1
A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management
Ko, Hyungjin
;
Son, Bumho
;
Lee, Jaewook
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
Saved in:
2
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
3
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
Saved in:
4
Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
Saved in:
5
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
6
Forecast ranked tailored equity portfolios
Buncic, Daniel
;
Stern, Cord
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
Saved in:
7
Less is more : testing financial integration using identification-robust asset pricing models
Beaulieu, Marie-Claude
;
Gagnon, Marie-Hélène
;
Khalaf, …
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 171-190
Persistent link: https://www.econbiz.de/10011690522
Saved in:
8
Foreign exchange market inefficiency and exchange rate anomalies
Li, Jing
;
Miller, Norman C.
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 311-320
Persistent link: https://www.econbiz.de/10011474591
Saved in:
9
Value premium and implied equity duration in the Japanese stock market
Fukuta, Yuichi
;
Yamane, Akiko
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 102-121
Persistent link: https://www.econbiz.de/10011475648
Saved in:
10
The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.
;
Li, Huimin
;
Zheng, Dazhi
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
Saved in:
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