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~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kapitalmarkttheorie"
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Search: subject:"asset pricing"
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Subject
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Kapitalmarkttheorie
CAPM
167
Theorie
82
Theory
82
Portfolio selection
47
Portfolio-Management
47
Option pricing theory
33
Optionspreistheorie
33
Risikoprämie
33
Risk premium
33
Volatility
31
Volatilität
31
Capital income
29
Kapitaleinkommen
29
Börsenkurs
28
Share price
28
Estimation
26
Schätzung
26
Stochastic process
24
Stochastischer Prozess
24
Aktienmarkt
21
Stock market
21
Financial economics
20
Asset pricing
19
Risiko
16
Risk
16
Anlageverhalten
15
Behavioural finance
15
Derivat
13
Derivative
13
Financial market
13
Finanzmarkt
13
Beta risk
12
Betafaktor
12
Bubbles
11
Spekulationsblase
11
Yield curve
11
Zinsstruktur
11
Arbitrage Pricing
10
Arbitrage pricing
10
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Undetermined
9
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Article
18
Book / Working Paper
2
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Article in journal
20
Aufsatz in Zeitschrift
20
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
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English
20
Author
All
Yang, Chunpeng
4
Zhang, Rengui
2
Alstrom, Preben
1
Belak, Christoph
1
Belenkiy, Ari
1
Bouchaud, Jean-Philippe
1
Buchmann, Boris
1
Cai, Chuangqun
1
Chan, Kwok Ho
1
Christensen, Sören
1
Czapkiewicz, Anna
1
Dandapani, Aditi
1
Devin, Siobhán
1
Fabozzi, Frank J.
1
Fung, Ka Wai Terence
1
Hanzon, Bernard
1
Herdegen, Martin
1
Jarrow, Robert A.
1
Lau, Chi Keung
1
Lauritsen, Kent
1
Li, Jinfang
1
Lin, Jin-lung
1
Liu, Weimin
1
Ma, Xiuli
1
Menkens, Olaf
1
Ormos, Mihály
1
Protter, Philip
1
Račev, Svetlozar T.
1
Ribarits, Thomas
1
Schatz, Michael
1
Schweizer, Martin
1
Sekine, Jun
1
Sornette, Didier
1
Stoyanov, Stoyan V.
1
Timotity, Dusán
1
Weber, Stefan
1
Wójtowicz, Tomasz
1
Zaremba, Adam
1
Zhang, Xindong
1
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
International Conference on Modelling Monetary and Financial Sectors <2000, Taipeh>
1
Published in...
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Economic modelling
International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
128
NBER working paper series
108
NBER Working Paper
79
SpringerLink / Bücher
59
Discussion paper / Centre for Economic Policy Research
46
The review of financial studies
39
Journal of economic theory
26
The journal of finance : the journal of the American Finance Association
26
Research paper series / Swiss Finance Institute
25
Journal of financial economics
22
Journal of economic dynamics & control
21
Journal of mathematical economics
21
Discussion papers / CEPR
18
Finance and stochastics
18
Swiss Finance Institute Research Paper
17
Annual review of financial economics
15
Gabler Edition Wissenschaft
15
Journal of banking & finance
15
Review of finance : journal of the European Finance Association
15
Springer eBook Collection
15
Working paper
15
Dissertation Series CentER
14
Springer eBook Collection / Business and Economics
14
International review of financial analysis
12
Tinbergen Institute research series
12
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
Journal of financial and quantitative analysis : JFQA
11
PhD series / Copenhagen Business School
11
CESifo working papers
10
Europäische Hochschulschriften / 5
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Policy research working paper : WPS
10
Wiley finance series
10
Journal of economic behavior & organization : JEBO
9
Journal of monetary economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The American economic review
9
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9
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ECONIS (ZBW)
20
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1
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
2
Further tests of
asset
pricing
models : liquidity risk matters
Ma, Xiuli
;
Zhang, Xindong
;
Liu, Weimin
- In:
Economic modelling
95
(
2021
),
pp. 255-273
Persistent link: https://www.econbiz.de/10012695989
Saved in:
3
Generalized
asset
pricing
: Expected Downside Risk-based equilibrium modeling
Ormos, Mihály
;
Timotity, Dusán
- In:
Economic modelling
52
(
2016
),
pp. 967-980
Persistent link: https://www.econbiz.de/10011643117
Saved in:
4
Bubbles and multiple-factor
asset
pricing
models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
5
The conditional equity premium, cross-sectional returns and stochastic volatility
Fung, Ka Wai Terence
;
Lau, Chi Keung
;
Chan, Kwok Ho
- In:
Economic modelling
38
(
2014
),
pp. 316-327
Persistent link: https://www.econbiz.de/10010419068
Saved in:
6
Higher order expectations in sentiment
asset
pricing
model
Yang, Chunpeng
;
Cai, Chuangqun
- In:
Economic modelling
39
(
2014
),
pp. 95-100
Persistent link: https://www.econbiz.de/10010419984
Saved in:
7
Dynamic
asset
pricing
model with heterogeneous sentiments
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
33
(
2013
),
pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
Saved in:
8
Investor sentiment, information and
asset
pricing
model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
Saved in:
9
Sentiment
asset
pricing
model with consumption
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
30
(
2013
),
pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
Saved in:
10
Strict local martingales via filtration enlargement
Dandapani, Aditi
;
Protter, Philip
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
Saved in:
1
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