//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"The European journal of finance"
~subject:"CAPM"
~subject:"Risikoprämie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CAPM"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Risikoprämie
Theorie
72
Theory
72
Capital income
39
Kapitaleinkommen
39
Portfolio selection
27
Portfolio-Management
27
Estimation
24
Schätzung
24
Börsenkurs
20
Share price
20
Risk premium
15
USA
15
United States
15
Großbritannien
14
United Kingdom
14
asset pricing
13
Option pricing theory
12
Optionspreistheorie
12
Risiko
10
Risk
10
Volatility
10
Volatilität
10
Derivat
9
Derivative
9
Beta risk
8
Betafaktor
8
Stochastic process
8
Stochastischer Prozess
8
Aktienmarkt
7
Financial market
7
Finanzmarkt
7
Stock market
7
Yield curve
7
Zinsstruktur
7
ARCH model
6
ARCH-Modell
6
Anlageverhalten
6
Behavioural finance
6
more ...
less ...
Online availability
All
Undetermined
36
Free
1
Type of publication
All
Article
127
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
126
Aufsatz in Zeitschrift
126
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
128
Author
All
Duffie, Darrell
4
Ross, Stephen A.
3
Satchell, Stephen
3
Bessler, Wolfgang
2
Cox, John C.
2
Epstein, Larry G.
2
Feng, Xu
2
Gagliardini, Patrick
2
Huang, Chi-fu
2
Huang, Lin
2
Ingersoll jr., Jonathan E.
2
Kostakis, Alexandros
2
Kubler, Felix
2
Li, Yuming
2
Miao, Jianjun
2
Mills, Terence C.
2
Singleton, Kenneth J.
2
Tauchen, George Eugene
2
Zame, William R.
2
Zapatero, Fernando
2
Adcock, C. J.
1
Adcock, Christopher
1
Agapova, Anna
1
Agarwal, Vineet
1
Ahmed, Sheraz
1
Alireza Zarei
1
Allingham, Michael
1
Alonso-Conde, Ana Belén
1
Anderson, Greg
1
Andriosopoulos, Dimitris
1
Armitage, Seth
1
Asgharian, Hossein
1
Aït-Sahalia, Yacine
1
Bai, Jushan
1
Bajeux-Besnainou, Isabelle
1
Balafas, Nikolaos
1
Barone-Adesi, Giovanni
1
Bentzen, Eric
1
Bhatti, Muhammad Ishaq
1
Bonaccolto, G.
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
The European journal of finance
NBER working paper series
386
Working paper / National Bureau of Economic Research, Inc.
329
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
250
The review of financial studies
221
Journal of economic dynamics & control
173
Finance research letters
170
Journal of empirical finance
162
International review of financial analysis
129
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Economics letters
109
Pacific-Basin finance journal
100
Discussion paper / Centre for Economic Policy Research
98
Research paper series / Swiss Finance Institute
97
Applied economics
93
International review of economics & finance : IREF
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
87
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
76
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
66
Annals of finance
60
The journal of portfolio management : a publication of Institutional Investor
60
Discussion papers / CEPR
59
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
128
Showing
1
-
10
of
128
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing the accruals anomaly based on the speed of price adjustment
Choy, Siu Kai
;
Lobo, Gerald J.
;
Tan, Yongxian
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1664-1684
Persistent link: https://www.econbiz.de/10013532256
Saved in:
2
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
3
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
4
Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion
Hodgson, Allan
;
Okunev, John
- In:
The European journal of finance
28
(
2022
)
17
,
pp. 1728-1744
Persistent link: https://www.econbiz.de/10013532260
Saved in:
5
The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing
;
Zhang, Wei
;
Li, Youwei
;
Feng, Xu
- In:
The European journal of finance
28
(
2022
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
Saved in:
6
The size premium as a lottery
McGee, Richard J.
;
Olmo, Jose
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10012424933
Saved in:
7
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
8
Irreversible investment, asset returns, and time-inconsistent preferences
Niu, Yingjie
;
Wu, Yaoyao
;
Zou, Zhentao
- In:
The European journal of finance
27
(
2021
)
7
,
pp. 706-720
Persistent link: https://www.econbiz.de/10012516120
Saved in:
9
Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? : evidence from the European equity market
Rojo-Suárez, Javier
;
Alonso-Conde, Ana Belén
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 721-739
Persistent link: https://www.econbiz.de/10012516122
Saved in:
10
Shadow leverage risk and corporate bond pricing : evidence from China
Feng, Xu
;
Huang, Lin
;
Wang, Guanying
- In:
The European journal of finance
27
(
2021
)
18
,
pp. 1834-1854
Persistent link: https://www.econbiz.de/10013373207
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->