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subject:"CAPM"
type_genre:"Article in journal"
~accessRights:"restricted"
~language:"eng"
~person:"Bu, Ziwen"
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CAPM
Theorie
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Asset pricing model
2
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Faktorenanalyse
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Bu, Ziwen
Jarrow, Robert A.
9
Madan, Dilip B.
7
Prokopczuk, Marcel
7
Renault, Eric
7
Antoine, Bertille
6
Fabozzi, Frank J.
6
Hollstein, Fabian
6
Proulx, Kevin
6
Robotti, Cesare
6
Branger, Nicole
5
Gospodinov, Nikolaj
5
Hu, Duni
5
Li, Bin
5
Shi, Qi
5
Taussig, Roi D.
5
Wang, Hailong
5
Andrei, Daniel
4
Chabi-Yo, Fousseni
4
Gagliardini, Patrick
4
Hansen, Lars Peter
4
Hasler, Michael
4
Hommes, Cars H.
4
Johnstone, David
4
Kan, Raymond
4
Li, Kai
4
Lustig, Hanno
4
Reeves, Jonathan J.
4
Ruan, Xinfeng
4
Scaillet, Olivier
4
Tamoni, Andrea
4
Wang, Yan
4
Yang, Chunpeng
4
Zhang, Lu
4
Zhou, Guofu
4
Ahmed, Shamim
3
Auer, Benjamin R.
3
Bakshi, Gurdip S.
3
Boons, Martijn
3
Burzoni, Matteo
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International journal of finance & economics : IJFE
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
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ECONIS (ZBW)
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1
Which factor model? : a systematic return covariation perspective
Ahmed, Shamim
;
Bu, Ziwen
;
Symeonidis, Lazaros
; …
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014332349
Saved in:
2
What drives the distress risk-return puzzle? : a perspective on limits of arbitrage
Sha, Yezhou
;
Bu, Ziwen
;
Wang, Zilong
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3574-3592
Persistent link: https://www.econbiz.de/10014429152
Saved in:
3
Best of the best : a comparison of factor models
Ahmed, Shamim
;
Bu, Ziwen
;
Tsvetanov, Daniel
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1713-1758
Persistent link: https://www.econbiz.de/10012139944
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