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type_genre:"Case study"
type_genre:"Sammlung"
~person:"Zhang, Lu"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Theory"
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4
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Zhang, Lu
Jarrow, Robert A.
27
Madan, Dilip B.
22
Hansen, Lars Peter
17
Ferson, Wayne E.
16
Zhou, Guofu
16
Cochrane, John H.
14
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13
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13
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12
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12
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12
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12
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12
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11
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11
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11
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11
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10
Chiarella, Carl
10
Detemple, Jérôme B.
10
Epstein, Larry G.
10
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10
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10
Hens, Thorsten
10
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10
Kan, Raymond
10
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10
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10
Wei, K. C. John
10
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9
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9
Lioui, Abraham
9
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9
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9
Aït-Sahalia, Yacine
8
Bakshi, Gurdip S.
8
Chabi-Yo, Fousseni
8
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8
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8
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The review of financial studies
4
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2
Journal of political economy
1
NBER reporter online
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi
;
Liu, Jiapeng
;
Zhang, Lu
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
Saved in:
2
Aggregation, capital heterogeneity, and the investment CAPM
Gonçalves, Andrei S.
;
Xue, Chen
;
Zhang, Lu
- In:
The review of financial studies
33
(
2020
)
6
,
pp. 2728-2771
Persistent link: https://www.econbiz.de/10012244800
Saved in:
3
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
4
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:
5
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
6
A supply approach to valuation
Belo, Frederico
;
Xue, Chen
;
Zhang, Lu
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3029-3067
Persistent link: https://www.econbiz.de/10010237373
Saved in:
7
Does q-theory with investment frictions explain anomalies in the cross section of returns?
Li, Dongmei
;
Zhang, Lu
- In:
Journal of financial economics
98
(
2010
)
2
,
pp. 297-314
Persistent link: https://www.econbiz.de/10008826328
Saved in:
8
Asset pricing implications of firms financing constraints
Gomes, João
;
Yaron, Amir
;
Zhang, Lu
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1321-1356
Persistent link: https://www.econbiz.de/10003391763
Saved in:
9
The value premium
Zhang, Lu
- In:
The journal of finance : the journal of the American …
60
(
2005
)
1
,
pp. 67-103
Persistent link: https://www.econbiz.de/10002645600
Saved in:
10
Equilibrium cross section of returns
Gomes Neto, João Batista F.
;
Kogan, Leonid
;
Zhang, Lu
- In:
Journal of political economy
111
(
2003
)
4
,
pp. 693-732
Persistent link: https://www.econbiz.de/10001786306
Saved in:
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