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subject:"CAPM"
~person:"Jarrow, Robert A."
~person:"Semenov, Andrei"
~type_genre:"Aufsatz in Zeitschrift"
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CAPM
Risiko
16
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6
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3
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Jarrow, Robert A.
Semenov, Andrei
Zaremba, Adam
11
Demirer, Rıza
8
Bali, Turan G.
6
Bergeron, Claude
6
Cakici, Nusret
5
Liu, Hening
5
Long, Huaigang
5
Reeves, Jonathan J.
5
Savva, Christos S.
5
Wagner, Niklas F.
5
Batten, Jonathan A.
4
Brown, Stephen J.
4
Christiansen, Charlotte
4
Epstein, Larry G.
4
Ferson, Wayne E.
4
Gospodinov, Nikolaj
4
Hansen, Lars Peter
4
Harvey, Campbell R.
4
Madan, Dilip B.
4
Robotti, Cesare
4
Almeida, Caio
3
Aslanidis, Nektarios
3
Atanasov, Victoria
3
Beißner, Patrick
3
Bekaert, Geert
3
Bollerslev, Tim
3
Cenesizoglu, Tolga
3
Chen, Ming-Chi
3
Chiang, Thomas C.
3
Coën, Alain
3
Driessen, Joost
3
Duc Hong Vo
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Faff, Robert W.
3
Ghysels, Eric
3
Gueyie, Jean-Pierre
3
Guo, Hui
3
He, Xue-zhong
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Annals of finance
2
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1
Journal of empirical finance
1
Mathematics and financial economics
1
Review of quantitative finance and accounting
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
2
Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
Saved in:
3
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
Saved in:
4
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
5
Background risk in consumption and the equity risk premium
Semenov, Andrei
- In:
Review of quantitative finance and accounting
48
(
2017
)
2
,
pp. 407-439
Persistent link: https://www.econbiz.de/10011796639
Saved in:
6
Is consumption risk priced in the stock market?
Semenov, Andrei
- In:
Journal of empirical finance
26
(
2014
),
pp. 112-130
Persistent link: https://www.econbiz.de/10010472000
Saved in:
7
The measure of relative risk aversion in the consumption CAPM with power utility
Semenov, Andrei
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 111-114
Persistent link: https://www.econbiz.de/10003302517
Saved in:
8
Counterparty risk and the pricing of defaultable securities
Jarrow, Robert A.
;
Yu, Fan
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1765-1799
Persistent link: https://www.econbiz.de/10001615429
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