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subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
~person:"Semenov, Andrei"
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CAPM
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Aufsatz in Zeitschrift
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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
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4
Christiansen, Charlotte
4
Epstein, Larry G.
4
Ferson, Wayne E.
4
Gospodinov, Nikolaj
4
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4
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Jarrow, Robert A.
4
Madan, Dilip B.
4
Robotti, Cesare
4
Almeida, Caio
3
Aslanidis, Nektarios
3
Atanasov, Victoria
3
Beißner, Patrick
3
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3
Bollerslev, Tim
3
Cenesizoglu, Tolga
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Chen, Ming-Chi
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Chiang, Thomas C.
3
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Duc Hong Vo
3
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3
Ghysels, Eric
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Gueyie, Jean-Pierre
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Guo, Hui
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He, Xue-zhong
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Applied financial economics letters
1
Journal of empirical finance
1
Review of quantitative finance and accounting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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
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