//--> //--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of monetary economics"
~subject:"Risiko"
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
Risiko
CAPM
251
Theorie
147
Theory
147
Capital income
54
Kapitaleinkommen
54
Risikoprämie
51
Risk premium
51
Portfolio selection
37
Portfolio-Management
37
Börsenkurs
33
Risk
33
Share price
33
Volatility
31
Volatilität
31
Option pricing theory
30
Optionspreistheorie
30
USA
30
United States
30
Estimation
25
Schätzung
25
Financial market
23
Finanzmarkt
23
Yield curve
18
Zinsstruktur
18
Stochastic process
17
Stochastischer Prozess
17
Anlageverhalten
13
Asset pricing
13
Behavioural finance
13
Derivat
13
Derivative
13
Incomplete market
13
Unvollkommener Markt
13
Aktienmarkt
11
Stock market
11
Erwartungsbildung
10
Expectation formation
10
Arbitrage Pricing
9
Arbitrage pricing
9
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
20
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
13
Working Paper
13
Graue Literatur
12
Non-commercial literature
12
Conference paper
2
Konferenzbeitrag
2
more ...
less ...
Language
All
English
33
Author
All
Lettau, Martin
3
Liu, Hening
2
Miao, Jianjun
2
Aiyagari, Sudhakar Rao
1
Albuquerque, Rui
1
Andreasen, Martin Møller
1
Backus, David
1
Bansal, Ravi
1
Başak, Suleyman
1
Bretscher, Lorenzo
1
Campbell, John Y.
1
Campbell, Rachel
1
Croce, Mariano M.
1
Croitoru, Benjamin
1
Das, Sanjiv R.
1
Eichenbaum, Martin S.
1
Faff, Robert W.
1
Ferriere, Axelle
1
Frahm, Gabriel
1
Galagedera, Don U. A.
1
Gertler, Mark
1
Ghysels, Eric
1
Giglio, Stefano
1
Giovannini, Alberto
1
Guérin, Pierre
1
Hui, Cho H.
1
Jacquet, Nicolas Laurent
1
Jokhadze, Valeriane
1
Jorion, Philippe
1
Jørgensen, Kasper
1
Kiku, Dana
1
Kocherlakota, Narayana Rao
1
Koedijk, Kees
1
Kofman, Paul
1
Lewis, Karen K.
1
Liu, Edith X.
1
Lo, C. F.
1
Lochstoer, Lars A.
1
Lustig, Hanno
1
Malkhozov, Aytek
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
International journal of theoretical and applied finance
Journal of monetary economics
Journal of financial economics
50
NBER working paper series
45
Journal of banking & finance
37
Finance research letters
32
The review of financial studies
32
NBER Working Paper
30
Journal of empirical finance
29
Working paper / National Bureau of Economic Research, Inc.
29
International review of economics & finance : IREF
24
International review of financial analysis
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
The journal of finance : the journal of the American Finance Association
20
Applied economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of economic dynamics & control
14
Pacific-Basin finance journal
13
Journal of international financial markets, institutions & money
12
Journal of financial and quantitative analysis : JFQA
11
Mathematics and financial economics
11
Annals of finance
10
Economics letters
10
Review of quantitative finance and accounting
10
The financial review : the official publication of the Eastern Finance Association
10
Applied financial economics
9
Economic modelling
9
Journal of economic theory
9
Journal of international money and finance
9
Journal of risk and financial management : JRFM
9
Quantitative finance
9
Cogent economics & finance
8
Discussion papers / CEPR
8
Energy economics
8
International journal of economics and finance
8
Journal of econometrics
8
Journal of financial markets
8
Research in international business and finance
8
Risks : open access journal
8
SAFE working paper
8
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expectations and aggregate risk
Bretscher, Lorenzo
;
Malkhozov, Aytek
;
Tamoni, Andrea
- In:
Journal of monetary economics
123
(
2021
),
pp. 91-108
Persistent link: https://www.econbiz.de/10013273698
Saved in:
2
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
3
The importance of timing attitudes in consumption-based asset pricing models
Andreasen, Martin Møller
;
Jørgensen, Kasper
- In:
Journal of monetary economics
111
(
2020
),
pp. 95-117
Persistent link: https://www.econbiz.de/10012494234
Saved in:
4
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
5
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
Saved in:
6
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
7
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
Saved in:
8
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
9
Time-varying idiosyncratic risk and aggregate consumption dynamics
McKay, Alisdair
- In:
Journal of monetary economics
88
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011799145
Saved in:
10
Risks for the long run : estimation with time aggregation
Bansal, Ravi
;
Kiku, Dana
;
Yaron, Amir
- In:
Journal of monetary economics
82
(
2016
),
pp. 52-69
Persistent link: https://www.econbiz.de/10011709475
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->