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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:"Risikoprämie"
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Search: subject_exact:"Capital asset pricing model"
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Portfolio-Management
Risikoprämie
CAPM
268
Theorie
167
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120
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120
Capital income
55
Kapitaleinkommen
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Brennan, Michael J.
3
Dittmar, Robert F.
3
Lochstoer, Lars A.
3
Ahn, Dong-Hyun
2
Baele, Lieven
2
Bossaerts, Peter L.
2
Conrad, Jennifer S.
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Croce, Mariano M.
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Delikouras, Stefanos
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2
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Xia, Yihong
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The review of financial studies
Journal of financial economics
139
NBER working paper series
132
Journal of banking & finance
116
Working paper / National Bureau of Economic Research, Inc.
104
Finance research letters
95
NBER Working Paper
83
Journal of empirical finance
77
Journal of economic dynamics & control
61
International review of financial analysis
58
The journal of finance : the journal of the American Finance Association
55
Management science : journal of the Institute for Operations Research and the Management Sciences
52
International review of economics & finance : IREF
50
Research paper series / Swiss Finance Institute
46
Applied economics
41
Economic modelling
40
The journal of portfolio management : a publication of Institutional Investor
40
The North American journal of economics and finance : a journal of financial economics studies
39
The journal of asset management
38
Journal of international financial markets, institutions & money
37
Journal of financial and quantitative analysis : JFQA
33
Discussion papers / CEPR
32
Economics letters
32
International journal of theoretical and applied finance
31
Journal of international money and finance
31
Journal of investment management : JOIM
30
Pacific-Basin finance journal
28
The European journal of finance
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Journal of monetary economics
27
Annals of finance
26
Discussion paper / Centre for Economic Policy Research
26
Review of quantitative finance and accounting
26
Swiss Finance Institute Research Paper
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Journal of econometrics
25
Quantitative finance
25
Working paper
25
Applied financial economics
24
European journal of operational research : EJOR
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
86
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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
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:
4
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:
5
Risk price variation : the missing half of empirical asset pricing
Patton, Andrew J.
;
Weller, Brian M.
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5127-5184
Persistent link: https://www.econbiz.de/10013400158
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6
Term structure of risk in expected returns
Zviadadze, Irina
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 6032-6086
Persistent link: https://www.econbiz.de/10012694514
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
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
9
On the asset market view of exchange rates
Burnside, Craig
;
Graveline, Jeremy J.
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 239-260
Persistent link: https://www.econbiz.de/10012135553
Saved in:
10
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
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