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subject:"CAPM"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Annals of finance"
~language:"eng"
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CAPM
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24
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Madan, Dilip B.
4
Brown, Martin
1
Buckley, Winston
1
Davison, Matt
1
Drokin, Yaroslav
1
Eisdorfer, Assaf
1
Elliott, Robert J.
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Matos, Paulo
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Annals of finance
Journal of financial economics
68
Finance research letters
57
Journal of banking & finance
47
Journal of empirical finance
40
Management science : journal of the Institute for Operations Research and the Management Sciences
40
The North American journal of economics and finance : a journal of financial economics studies
39
International review of economics & finance : IREF
32
Journal of economic dynamics & control
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International review of financial analysis
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Economics letters
24
Applied economics
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Journal of econometrics
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Quantitative finance
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The review of financial studies
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European journal of operational research : EJOR
17
International journal of theoretical and applied finance
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Journal of economic theory
15
Journal of financial econometrics
13
Mathematics and financial economics
13
Finance and stochastics
12
Journal of international money and finance
12
Review of quantitative finance and accounting
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
11
Journal of economic behavior & organization : JEBO
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Journal of monetary economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
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Journal of risk
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Research in international business and finance
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Insurance / Mathematics & economics
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The journal of investing : JOI
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The journal of portfolio management : JPM
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1
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
2
Some properties of portfolios constructed from principal components of asset returns
Severini, Thomas A.
- In:
Annals of finance
18
(
2022
)
4
,
pp. 457-483
Persistent link: https://www.econbiz.de/10013489455
Saved in:
3
The Shapley value decomposition of optimal portfolios
Shalit, Haim
- In:
Annals of finance
17
(
2021
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012489934
Saved in:
4
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
5
A stock market model based on CAPM and market size
Flores, Brandon
;
Ofori-Atta, Blessing
;
Sarantsev, Andrey
- In:
Annals of finance
17
(
2021
)
3
,
pp. 405-424
Persistent link: https://www.econbiz.de/10012622329
Saved in:
6
Equilibrium asset pricing and the cross section of expected returns
Vanden, Joel M.
- In:
Annals of finance
17
(
2021
)
2
,
pp. 153-186
Persistent link: https://www.econbiz.de/10012585513
Saved in:
7
Fundamental theorem of asset pricing under fixed and proportional transaction costs
Brown, Martin
;
Zastawniak, Tomasz
- In:
Annals of finance
16
(
2020
)
3
,
pp. 423-433
Persistent link: https://www.econbiz.de/10012496392
Saved in:
8
Relative growth optimal strategies in an asset market game
Drokin, Yaroslav
;
Zhitlukhin, M. V.
- In:
Annals of finance
16
(
2020
)
4
,
pp. 529-546
Persistent link: https://www.econbiz.de/10012496426
Saved in:
9
Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy
Buckley, Winston
;
Perera, Sandun
- In:
Annals of finance
15
(
2019
)
3
,
pp. 337-368
Persistent link: https://www.econbiz.de/10012240136
Saved in:
10
Cash flows risk, capital structure, and corporate bond yields
Palazzo, Berardino
- In:
Annals of finance
15
(
2019
)
3
,
pp. 401-420
Persistent link: https://www.econbiz.de/10012240143
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