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subject:"CAPM"
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CAPM
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ECONIS (ZBW)
29
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1
Environmental, social, and governance criteria : why investors are paying attention
Jagannathan, Ravi
;
Ravikumar, Ashwin
;
Sammon, Marco
-
2017
Persistent link: https://www.econbiz.de/10011782640
Saved in:
2
The cross-section of risk and return
Daniel, Kent
;
Mota, Lira
;
Rottke, Simon
;
Santos, Tano
-
2017
Persistent link: https://www.econbiz.de/10011789209
Saved in:
3
The term structures of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
-
2009
Persistent link: https://www.econbiz.de/10003804273
Saved in:
4
Asset pricing tests with long run risks in consumption growth
Kōnstantinidēs, Giōrgos
;
Ghosh, Anisha
-
2008
Persistent link: https://www.econbiz.de/10003791474
Saved in:
5
Measuring the risk-return tradeoff with time-varying conditional covariances
Hedegaard, Esben
;
Hodrick, Robert J.
-
2014
Persistent link: https://www.econbiz.de/10010386644
Saved in:
6
Consumption risk and the cost of equity capital
Jagannathan, Ravi
;
Wang, Yong
-
2005
Persistent link: https://www.econbiz.de/10002527282
Saved in:
7
Why is long-horizon less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002626301
Saved in:
8
Tail risk in momentum strategy returns
Daniel, Kent
;
Jagannathan, Ravi
;
Kim, Soohun
-
2012
Persistent link: https://www.econbiz.de/10009562288
Saved in:
9
Debt financing in asset markets
He, Zhiguo
;
Xiong, Wei
-
2012
Persistent link: https://www.econbiz.de/10009526844
Saved in:
10
Valuation risk and asset pricing
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Rebelo, Sérgio
-
2012
Persistent link: https://www.econbiz.de/10009687293
Saved in:
11
There is a risk-return tradeoff after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
-
2004
Persistent link: https://www.econbiz.de/10002482316
Saved in:
12
Do a firm's equity returns reflect the risk of its pension plans?
Jin, Li
;
Merton, Robert C.
;
Bodie, Zvi
-
2004
Persistent link: https://www.econbiz.de/10002172017
Saved in:
13
Global asset pricing
Lewis, Karen K.
-
2011
Persistent link: https://www.econbiz.de/10009259845
Saved in:
14
Carry trades and risk
Burnside, Craig
-
2011
Persistent link: https://www.econbiz.de/10009295405
Saved in:
15
Uncovering the risk-return relation in the stock market
Guo, Hui
;
Whitelaw, Robert F.
-
2003
Persistent link: https://www.econbiz.de/10001787128
Saved in:
16
Risk sharing and asset prices : evidence from a natural experiment
Chari, Anusha
;
Henry, Peter Blair
-
2002
Persistent link: https://www.econbiz.de/10001674284
Saved in:
17
Downside risk and the momentum effect
Ang, Andrew
;
Chen, Joseph
;
Xing, Yuhang
-
2001
Persistent link: https://www.econbiz.de/10001632872
Saved in:
18
Prospect theory and asset prices
Barberis, Nicholas
;
Huang, Ming
;
Santos, Tano
-
1999
Persistent link: https://www.econbiz.de/10001399638
Saved in:
19
Economic, financial, and fundamental global risk in and out of the EMU
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1999
Persistent link: https://www.econbiz.de/10001370322
Saved in:
20
Asset pricing when risk sharing is limited by default
Alvarez, Fernando
;
Jermann, Urban J.
-
1998
Persistent link: https://www.econbiz.de/10013416408
Saved in:
21
The risk and return from factors
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1997
Persistent link: https://www.econbiz.de/10000634580
Saved in:
22
The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert
-
1994
Persistent link: https://www.econbiz.de/10000912810
Saved in:
23
Predictable risk and returns in emerging markets
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000881185
Saved in:
24
Risk aversion and intertemporal substitution in the capital asset pricing model
Giovannini, Alberto
;
Weil, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000764071
Saved in:
25
Equilibrium exchange rate hedging
Black, Fischer
-
1989
Persistent link: https://www.econbiz.de/10000766818
Saved in:
26
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000755202
Saved in:
27
Time-varying risk perceptions and the pricing of risky assets
Friedman, Benjamin M.
;
Kuttner, Kenneth N.
-
1988
Persistent link: https://www.econbiz.de/10000756009
Saved in:
28
Risk aversion and determinants of stock market behavior
Pindyck, Robert S.
-
1986
Persistent link: https://www.econbiz.de/10000695352
Saved in:
29
Risk and return : consumption versus market beta
Mankiw, N. Gregory
;
Shapiro, Matthew D.
-
1984
Persistent link: https://www.econbiz.de/10002421634
Saved in:
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