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1
Book / Working Paper 		A note on the existence of CAPM equilibria with homogeneous Cumulative Prospect Theory preferences
Year:                     
2012-01
Person:  Vigna, Matteo Del
Institution:  Dipartimento di Matematica per le Decisioni, Facoltà di Economia
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2
Article 		Momentum anomaly : evidence from India
Year:                     
2012
Person:  Ansari, Valeed Ahmad; Khan, Soha
Published in:  Managerial finance ; 38
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3
Book / Working Paper 		The capital asset pricing model in the 21st century : analytical, empirical, and behavioral perspectives
Year:                     
2012
Person:  Levy, Haim
Publisher:  Cambridge [u.a.] : Cambridge Univ. Press
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4
Book / Working Paper 		Capital asset pricing under ambiguity
Year:                     
2012
Person:  Izhakian, Yehuda
Publisher:  New York, NY : Leonard N. Stern School of Business, Department of Economics
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5
Book / Working Paper 		Shadow probability theory and ambiguity measurement
Year:                     
2012
Person:  Izhakian, Yehuda
Publisher:  New York, NY : Leonard N. Stern School of Business, Department of Economics
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6
Article 		Agency and institutional investment
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7
Article 		The importance of investor attention : implications for the pricing of stocks
Year:                     
2012
Person:  Köll, Katharina Eleonora
Published in:  Value Day 2012 : aktuelle Entwicklungen in Controlling, Finance & Strategy
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8
Book / Working Paper 		Discrete models of financial markets
Year:                     
2012
Person:  Capiński, Marek; Kopp, Peter E.
Publisher:  Cambridge [u.a.] : Cambridge Univ. Press
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9
Book / Working Paper 		Saving based asset pricing models : a contribution to the solution of the equity premium puzzle
Year:                     
2012
Person:  Dreyer, Johannes Kabderian
Publisher:  Hamburg : Kovač, J
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10
Book / Working Paper 		Financial economics
Year:                     
c 2012
Person:  Fabozzi, Frank J.; Neave, Edwin H.; Zhou, Guofu
Publisher:  Hoboken, NJ : Wiley
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11
Article 		The cross-section of German stock returns : new data and new evidence
Year:                     
2012
Affiliated person:  Artmann, Sabine; Finter, Philipp; Kempf, Alexander; Koch, Stefan; Theissen, Erik
Published in:  Schmalenbach business review : Sbr ; 64
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12
Article 		The inventory growth spread
Year:                     
2012
Person:  Belo, Frederico; Lin, Xiaoji
Published in:  The review of financial studies ; 25
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13
Book / Working Paper 		Options, futures, and other derivatives
Year:                     
2012
Person:  Hull, John C.
Publisher:  Boston, Mass. [u.a.] : Pearson
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14
Other 		Cointegration of International Stock Markets: An Investigation of Diversification Opportunities
Year:                     
2011-11-02
Person:  Khan, Taimur A
Publisher:  IWU
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15
Book / Working Paper 		Financial market equilibria with heterogeneous agents: CAPM and market segmentation.
Year:                     
2011-09
Person:  Vigna, Matteo Del
Institution:  Dipartimento di Matematica per le Decisioni, Facoltà di Economia
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16
Book / Working Paper 		Determinants of Expected Stock Returns: Large Sample Evidence from the German Market
Year:                     
2011-07-01
Person:  Artmann, Sabine; Finter, Philipp; Kempf, Alexander
Institution:  Centre for Financial Research <Köln>
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17
Book / Working Paper 		DUAL BETAS ON THE
Year:                     
2011-05-10
Person:  Lakhan, Ashwin
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18
Other 		Estimation of Beta in a Simple Functional Capital Asset Pricing Model for High Frequency US Stock Data
Year:                     
2011-05-01
Person:  Zhang, Yan
Publisher:  USU
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19
Other 		Valuasi Harga Wajar Saham Sektor Perbankan Yang Go Public Di BEI
Year:                     
2011-04-08
Person:  Khairi, Sherly Emita
Affiliated person:  Pratomo, Wahyu Ario
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20
Book / Working Paper 		The Cross-Section of German Stock Returns: New Data and New Evidence
Year:                     
2011-04-01
Person:  Artmann, Sabine; Finter, Philipp; Kempf, Alexander
Institution:  Centre for Financial Research <Köln>
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21
Book / Working Paper 		Identification-robust estimation and testing of the zero-beta CAPM
Year:                     
2011-02-01
Person:  Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda
Institution:  Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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22
Article 		Bewertung von kleinen und mittleren Unternehmen
Year:                     
2011
Affiliated person:  Rabel, Klaus; Schwarz, Reinhard; Geißler, Eva
Published in:  Wirtschaftsprüfer-Jahrbuch
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23
Article 		The cost of equity in India : the effects of local and international models on equity pricing
Year:                     
2011
Affiliated person:  White, Reilly S. G.
Published in:  International journal of Indian culture and business management ; 4
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24
Article 		Risikoaversion und Equity-Premium-Puzzle : eine Analyse des deutschen Finanzmarktes
Year:                     
2011
Affiliated person:  Auer, Benjamin R.
Published in:  Corporate finance ; 2
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25
Article 		Mean-variance versus expected utility in dynamic investment analysis
Year:                     
2011
Person:  MacLean, Leonard; Zhao, Yonggan; Ziemba, William
Publisher:  Springer
Published in:  Computational Management Science
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26
Article 		Efficient derivative pricing by the extended method of moments
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27
Article 		The ambiguity premium vs. the risk premium under limited market participation
Year:                     
2011
Person:  Ui, Takashi
Published in:  Review of finance : journal of the European Finance Association ; 15
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28
Article 		Presidential address: discount rates
Year:                     
2011
Person:  Cochrane, John H.
Published in:  The journal of finance : the journal of the American Finance Association ; 66
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29
Article 		An alternative measure of the "world market portfolio" : determinants efficiency, and information content
Year:                     
2011
Person:  Clark, Ephraim; Kassimatis, Konstantinos
Published in:  Journal of international money and finance ; 30
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30
Book / Working Paper 		Bond math : the theory behind the formulas
Year:                     
c 2011
Person:  Smith, Donald J.
Publisher:  Hoboken, NJ : Wiley
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31
Book / Working Paper 		The behavior of savings and asset prices when preferences and beliefs are heterogeneous
Year:                     
2011
Person:  Tran, Ngoc-khanh; Zeckhauser, Richard J.
Publisher:  Cambridge, Mass.
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32
Article 		Sind konsumbasierte Kapitalmarktmodelle mit europäischen Wertpapierrenditen vereinbar?
Year:                     
2011
Person:  Auer, Benjamin R.
Published in:  Jahrbuch für Wirtschaftswissenschaften ; 62
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33
Article 		Using the capital asset pricing model and arbitrage pricing theory in capital budgeting
Year:                     
2011
Person:  Young, S. David; Saadi, Samir
Published in:  Capital budgeting valuation : financial analysis for today's investment projects
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34
Book / Working Paper 		Sources of entropy in representative agent models
Year:                     
2011
Person:  Backus, David; Chernov, Mikhail; Zin, Stanley E.
Publisher:  Cambridge, Mass.
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35
Article 		Omitted debt risk, financial distress and the cross-section of expected equity returns
Year:                     
2011
Person:  Aretz, Kevin; Shackleton, Mark B.
Published in:  Journal of banking & finance ; 35
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36
Article 		A conditional asset-pricing model with the optimal orthogonal portfolio
Year:                     
2011
Person:  Asgharian, Hossein
Published in:  Journal of banking & finance ; 35
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37
Book / Working Paper 		Essays on capital flows and financial stability
Year:                     
2011
Person:  Svirydzenka, Katsiaryna
Publisher:  Genève : Graduate Institute of International and Development Studies
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38
Article 		Foreign exchange risk pricing and equity market segmentation in Africa
Year:                     
2011
Person:  Kodongo, Odongo; Ojah, Kalu
Published in:  Journal of banking & finance ; 35
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39
Article 		Liquidity and asset pricing : evidence from the Hong Kong stock market
Year:                     
2011
Person:  Lam, Keith S. K.; Tam, Lewis H. K.
Published in:  Journal of banking & finance ; 35
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40
Article 		The volatility of consumption-based stochastic discount factors and economic cycles
Year:                     
2011
Person:  Nieto, Belén; Rubio, Gonzalo
Published in:  Journal of banking & finance ; 35
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41
Article 		Consumption-based CAPM models : international evidence
Year:                     
2011
Person:  Darrat, Ali F.; Li, Bin; Park, Jung Chul
Published in:  Journal of banking & finance ; 35
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42
Article 		Size and liquidity effects in Japanese regional stock markets
Year:                     
2011
Person:  Hearn, Bruce
Published in:  Journal of the Japanese and international economies : an international journal ; JJIE ; 25
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43
Article 		Explaining asset prizing puzzles associated with the 1987 market crash
Year:                     
2011
Person:  Benzoni, Luca; Dufresne, Pierre Collin; Goldstein, Robert S.
Published in:  Journal of financial economics ; 101
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44
Article 		On the characteristics and performance of long-short, market-neutral and bear mutual funds
Year:                     
2011
Person:  Badrinath, S. G.; Gubellini, S.
Published in:  Journal of banking & finance ; 35
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45
Book / Working Paper 		Sources of entropy in representative agent models
Year:                     
2011
Person:  Backus, David; Chernov, Mikhail; Zin, Stanley E.
Publisher:  London : Centre for Economic Policy Research
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46
Book / Working Paper 		Alternative tests for monotonicity in expected asset returns
Year:                     
2011
Person:  Romano, Joseph P.; Wolf, Michael
Publisher:  Zurich : Univ., Dep. of Economics
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47
Article 		Internal rationality, imperfect market knowledge and asset prices
Year:                     
2011
Person:  Adam, Klaus; Marcet, Albert
Published in:  Journal of economic theory ; 146
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48
Article 		Human capital values and returns : bounds implied by earnings and asset returns data
Year:                     
2011
Person:  Huggett, Mark; Kaplan, Greg
Published in:  Journal of economic theory ; 146
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49
Book / Working Paper 		Covariances versus characteristics in general equilibrium
Year:                     
2011
Person:  Lin, Xiaoji; Zhang, Lu
Publisher:  Cambridge, Mass.
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50
Article 		Could dynamic beta measures enhance performance of capital-asset-pricing model on fitting stock returns? : a reality test
Year:                     
2011
Person:  Li, Ming-yuan Leon
Published in:  The Manchester School ; 79
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