//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The review of financial studies"
~subject:"Derivative"
~subject:"Portfolio-Management"
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:"Capital asset pricing model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Portfolio-Management
CAPM
268
Theorie
167
Theory
167
USA
120
United States
120
Capital income
55
Kapitaleinkommen
55
Risikoprämie
46
Risk premium
46
Portfolio selection
42
Estimation
39
Schätzung
39
Risiko
34
Risk
34
Börsenkurs
31
Share price
31
Capital market returns
24
Kapitalmarktrendite
24
Volatility
23
Volatilität
23
Estimation theory
20
Schätztheorie
20
Yield curve
20
Zinsstruktur
20
Anlageverhalten
15
Behavioural finance
15
Derivat
15
Risikoaversion
14
Risk aversion
14
Time series analysis
14
Zeitreihenanalyse
14
Stochastic process
11
Stochastischer Prozess
11
Welt
11
World
11
Anleihe
10
Bond
10
Erwartungsbildung
9
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Language
All
English
55
Author
All
Ahn, Dong-Hyun
2
Conrad, Jennifer S.
2
Dittmar, Robert F.
2
Gungor, Sermin
2
He, Hua
2
Lo, Andrew W.
2
Luger, Richard
2
MacKinlay, Archie Craig
2
Santa-Clara, Pedro
2
Schmedders, Karl
2
Shapiro, Alex
2
Ang, Andrew
1
Athanasoulis, Stefano
1
Baele, Lieven
1
Başak, Suleyman
1
Bekaert, Geert
1
Berndt, Antje
1
Best, Michael J.
1
Biais, Bruno
1
Bossaerts, Peter L.
1
Boudoukh, Jacob
1
Boyle, Phelim P.
1
Brandt, Michael W.
1
Brennan, Michael J.
1
Carr, Peter
1
Cederburg, Scott
1
Chen, Joseph
1
Cochrane, John H.
1
Daniel, Kent
1
Detemple, Jérôme B.
1
Du, Wenxin
1
Dybvig, Philip H.
1
Evnine, Jeremy
1
Favero, Carlo A.
1
Ferson, Wayne E.
1
Gibbs, Stephen
1
Gouriéroux, Christian
1
Grauer, Robert R.
1
Han, Yufeng
1
Hou, Kewei
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The review of financial studies
Journal of banking & finance
75
NBER working paper series
67
Journal of financial economics
63
Finance research letters
57
Journal of empirical finance
53
Working paper / National Bureau of Economic Research, Inc.
51
The journal of finance : the journal of the American Finance Association
42
NBER Working Paper
40
Journal of economic dynamics & control
39
International review of financial analysis
38
Management science : journal of the Institute for Operations Research and the Management Sciences
38
International review of economics & finance : IREF
35
The journal of portfolio management : a publication of Institutional Investor
35
Journal of financial and quantitative analysis : JFQA
34
The journal of asset management
34
International journal of theoretical and applied finance
32
Research paper series / Swiss Finance Institute
30
Applied economics
28
Journal of investment management : JOIM
28
The European journal of finance
28
The journal of futures markets
26
European journal of operational research : EJOR
25
Economic modelling
24
Annals of finance
23
Quantitative finance
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of international financial markets, institutions & money
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Advances in futures and options research : a research annual
20
Finance and stochastics
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Review of quantitative finance and accounting
19
Swiss Finance Institute Research Paper
19
Discussion papers / CEPR
18
Financial markets and portfolio management
17
Journal of risk and financial management : JRFM
17
Pacific-Basin finance journal
17
Risks : open access journal
16
Applied economics letters
15
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Existence of the wealth-consumption ratio in asset pricing models with recursive preferences
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
The review of financial studies
37
(
2024
)
3
,
pp. 989-1028
Persistent link: https://www.econbiz.de/10014528731
Saved in:
2
Are intermediary constraints priced?
Du, Wenxin
;
Hébert, Benjamin
;
Huber, Amy Wang
- In:
The review of financial studies
36
(
2023
)
4
,
pp. 1464-1507
Persistent link: https://www.econbiz.de/10014320525
Saved in:
3
Firm characteristics and empirical factor models : a model mining experiment
Tian, Mary
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 6087-6125
Persistent link: https://www.econbiz.de/10012694515
Saved in:
4
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
5
Implications of return predictability for consumption dynamics and asset pricing
Favero, Carlo A.
;
Ortu, Fulvio
;
Tamoni, Andrea
;
Yang, Haoxi
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 527-541
Persistent link: https://www.econbiz.de/10012262492
Saved in:
6
The cross-section of risk and returns
Daniel, Kent
;
Mota, Lira
;
Rottke, Simon
;
Santos, Tano
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 1927-1979
Persistent link: https://www.econbiz.de/10012244727
Saved in:
7
Financial markets with trade on risk and return
Smith, Kevin
- In:
The review of financial studies
32
(
2019
)
10
,
pp. 4042-4078
Persistent link: https://www.econbiz.de/10012108175
Saved in:
8
Understanding the risk-return relation : the aggregate wealth proxy actually matters
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 721-735
Persistent link: https://www.econbiz.de/10012179374
Saved in:
9
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
10
Digesting anomalies : an investment approach
Hou, Kewei
;
Xue, Chen
;
Zhang, Lu
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 650-715
Persistent link: https://www.econbiz.de/10011337567
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->