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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The review of financial studies"
~subject:"Portfolio-Management"
~subject:"Risikoaversion"
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Search: subject_exact:"Capital asset pricing model"
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Portfolio-Management
Risikoaversion
CAPM
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Capital income
55
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Ahn, Dong-Hyun
2
Conrad, Jennifer S.
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Dittmar, Robert F.
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Garcia, René
2
Gungor, Sermin
2
Lo, Andrew W.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The review of financial studies
Journal of banking & finance
73
NBER working paper series
71
Journal of financial economics
64
Finance research letters
59
Journal of empirical finance
57
Working paper / National Bureau of Economic Research, Inc.
57
Journal of economic dynamics & control
44
NBER Working Paper
44
Management science : journal of the Institute for Operations Research and the Management Sciences
39
International review of financial analysis
38
International review of economics & finance : IREF
35
The journal of portfolio management : a publication of Institutional Investor
35
The journal of asset management
34
The journal of finance : the journal of the American Finance Association
33
Research paper series / Swiss Finance Institute
31
Applied economics
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Journal of investment management : JOIM
27
Economic modelling
26
The North American journal of economics and finance : a journal of financial economics studies
26
The European journal of finance
25
European journal of operational research : EJOR
22
International journal of theoretical and applied finance
22
Journal of international financial markets, institutions & money
22
Quantitative finance
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Discussion papers / CEPR
21
Journal of financial and quantitative analysis : JFQA
21
Finance and stochastics
20
Annals of finance
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Swiss Finance Institute Research Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Financial markets and portfolio management
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Journal of economic theory
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Journal of risk and financial management : JRFM
17
Pacific-Basin finance journal
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Review of quantitative finance and accounting
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Economics letters
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Risks : open access journal
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Applied economics letters
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ECONIS (ZBW)
55
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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
Ambiguity in the cross-section of expected returns : an empirical assessment
Thimme, Julian
;
Völkert, Clemens
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 418-429
Persistent link: https://www.econbiz.de/10011390409
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