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subject:"CAPM"
~person:"Pedersen, Lasse Heje"
~type:"article"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
Theorie
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Theory
6
Portfolio selection
4
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Asset pricing
3
Capital income
3
Kapitaleinkommen
3
Leverage constraints
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1997-2000
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Aktienmarkt
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Pedersen, Lasse Heje
Zaremba, Adam
63
Fabozzi, Frank J.
36
Jarrow, Robert A.
36
Ferson, Wayne E.
33
Faff, Robert W.
32
Cakici, Nusret
30
Madan, Dilip B.
29
Harvey, Campbell R.
28
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27
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24
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23
Lee, Cheng F.
23
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23
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21
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21
Fama, Eugene F.
20
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20
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19
Levy, Haim
19
Cochrane, John H.
18
Duffie, Darrell
18
Kan, Raymond
18
Robotti, Cesare
18
Bossaerts, Peter L.
17
Brennan, Michael J.
17
He, Xue-zhong
17
Renault, Eric
17
Shanken, Jay
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Jagannathan, Ravi
16
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16
Auer, Benjamin R.
15
Bali, Turan G.
15
Guo, Hui
15
Lo, Andrew W.
15
Löffler, Andreas
15
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14
Hung, Mao-Wei
14
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14
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Journal of financial economics
6
The journal of finance : the journal of the American Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
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2
Betting against correlation : testing theories of the low-risk effect
Asness, Cliff
;
Frazzini, Andrea
;
Gormsen, Niels
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012543201
Saved in:
3
Generalized recovery
Jensen, Christian Skov
;
Lando, David
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 154-174
Persistent link: https://www.econbiz.de/10012164075
Saved in:
4
Betting against beta
Frazzinia, Andrea
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
Saved in:
5
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Saved in:
6
Over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1815-1847
Persistent link: https://www.econbiz.de/10003185747
Saved in:
7
Asset pricing with liquidity risk
Acharya, Viral V.
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
77
(
2005
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10003052543
Saved in:
8
Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell
;
Pedersen, Lasse Heje
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
Saved in:
9
Securities lending, shorting, and pricing
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
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