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type_genre:"Arbeitspapier"
isPartOf:"Discussion papers in economics"
~subject:"CAPM"
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CAPM
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101
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49
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39
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Parker, Jonathan A.
2
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2
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49
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22
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1
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
2
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
3
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
4
Mind coskewness : a performance measure for prudent, long-term investors
Kostakis, Alexandros
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003446959
Saved in:
5
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
Saved in:
6
A two factor Black-Karasinski sovereign credit default swap pricing model
Realdon, Marco
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003535823
Saved in:
7
Consumption risk and the cross-section of expected returns
Parker, Jonathan A.
;
Julliard, Christian
-
2004
Persistent link: https://www.econbiz.de/10002239896
Saved in:
8
Consumption risk and expected stock returns
Parker, Jonathan A.
-
2002
Persistent link: https://www.econbiz.de/10001755286
Saved in:
9
Macroeconomic sources of FOREX risk
Wickens, Michael R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001613840
Saved in:
10
Tests of structural stability of risk premia and returns relationships
Karanikas, Evangelos
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980793
Saved in:
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