//--> //--> //--> //-->
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:"Kapitalmarktrendite"
~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
Kapitalmarktrendite
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
Volatility
23
Volatilität
23
Estimation theory
20
Schätztheorie
20
Yield curve
20
Zinsstruktur
20
Anlageverhalten
15
Behavioural finance
15
Derivat
15
Derivative
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
30
Free
1
Type of publication
All
Article
64
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
64
Author
All
Dittmar, Robert F.
3
Ahn, Dong-Hyun
2
Conrad, Jennifer S.
2
Daniel, Kent
2
Delikouras, Stefanos
2
Gungor, Sermin
2
Lo, Andrew W.
2
Luger, Richard
2
MacKinlay, Archie Craig
2
Santa-Clara, Pedro
2
Schmedders, Karl
2
Shapiro, Alex
2
Alan, Nazli Sila
1
Ang, Andrew
1
Athanasoulis, Stefano
1
Back, Kerry E.
1
Baele, Lieven
1
Barillas, Francisco
1
Başak, Suleyman
1
Bekaert, Geert
1
Belo, Frederico
1
Best, Michael J.
1
Biais, Bruno
1
Boloorforoosh, Ali
1
Bossaerts, Peter L.
1
Brandt, Michael W.
1
Brennan, Michael J.
1
Brogaard, Jonathan
1
Carr, Peter
1
Cederburg, Scott
1
Chen, Joseph
1
Chernov, Mikhail
1
Christoffersen, Peter F.
1
Cochrane, John H.
1
Crane, Alan D.
1
Crotty, Kevin
1
Dai, Lili
1
Dessaint, Olivier
1
Detemple, Jérôme B.
1
Donangelo, Andrés
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The review of financial studies
NBER working paper series
77
Journal of banking & finance
68
Journal of financial economics
68
Finance research letters
59
Journal of empirical finance
58
Working paper / National Bureau of Economic Research, Inc.
58
NBER Working Paper
48
International review of financial analysis
43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
The journal of portfolio management : a publication of Institutional Investor
37
The journal of finance : the journal of the American Finance Association
36
International review of economics & finance : IREF
35
The journal of asset management
35
Journal of economic dynamics & control
34
Applied economics
29
Research paper series / Swiss Finance Institute
29
Journal of investment management : JOIM
28
Journal of financial and quantitative analysis : JFQA
27
Journal of international financial markets, institutions & money
27
Pacific-Basin finance journal
27
The North American journal of economics and finance : a journal of financial economics studies
27
Economic modelling
24
The European journal of finance
23
European journal of operational research : EJOR
22
International journal of theoretical and applied finance
21
Quantitative finance
21
Annals of finance
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Finance and stochastics
19
Discussion papers / CEPR
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Financial markets and portfolio management
17
Journal of risk and financial management : JRFM
17
Swiss Finance Institute Research Paper
17
Review of quantitative finance and accounting
16
Investment management and financial innovations
15
Journal of economic theory
15
Journal of financial markets
15
Risks : open access journal
15
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
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
What drives firms' hiring decisions? : an asset pricing perspective
Belo, Frederico
;
Donangelo, Andrés
;
Lin, Xiaoji
;
Luo, Ding
- In:
The review of financial studies
36
(
2023
)
9
,
pp. 3825-3860
Persistent link: https://www.econbiz.de/10014331558
Saved in:
3
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:
4
Pricing implications of noise
Goulding, Christian L.
;
Santosh, Shrihari
;
Zhang, Xingtan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2468-2508
Persistent link: https://www.econbiz.de/10014320677
Saved in:
5
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
6
Do investment-based models explain equity returns? : evidence from Euler equations
Delikouras, Stefanos
;
Dittmar, Robert F.
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3823-3866
Persistent link: https://www.econbiz.de/10013350124
Saved in:
7
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:
8
CAPM-based company (mis)valuations
Dessaint, Olivier
;
Olivier, Jacques
;
Otto, Clemens A.
; …
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 1-66
Persistent link: https://www.econbiz.de/10012405802
Saved in:
9
What do fund flows reveal about asset pricing models and investor sophistication?
Jegadeesh, Narasimhan
;
Mangipudi, Chandra Sekhar
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 108-148
Persistent link: https://www.econbiz.de/10012405804
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->