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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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CAPM
184
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4
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Journal of financial and quantitative analysis : JFQA
The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
386
Working paper / National Bureau of Economic Research, Inc.
330
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
251
The review of financial studies
221
Journal of economic dynamics & control
173
Finance research letters
171
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162
International review of financial analysis
129
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116
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109
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100
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98
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90
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87
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87
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84
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84
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82
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81
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80
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80
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77
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77
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76
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74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
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ECONIS (ZBW)
184
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1
Enhanced global asset pricing factors
Zimmermann, Lukas
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2692-2731
Persistent link: https://www.econbiz.de/10014365211
Saved in:
2
Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
Saved in:
3
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
4
Using stocks or portfolios in tests of factor models
Ang, Andrew
;
Liu, Jun
;
Schwarz, Krista
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 709-750
Persistent link: https://www.econbiz.de/10012195614
Saved in:
5
Capital asset pricing with a stochastic horizon
Brennan, Michael J.
;
Zhang, Yuzhao
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 783-827
Persistent link: https://www.econbiz.de/10012195620
Saved in:
6
Good volatility, bad volatility, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
7
A single-factor consumption-based asset pricing model
Delikouras, Stefanos
;
Kostakis, Alexandros
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 789-827
Persistent link: https://www.econbiz.de/10012138945
Saved in:
8
Best of the best : a comparison of factor models
Ahmed, Shamim
;
Bu, Ziwen
;
Tsvetanov, Daniel
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1713-1758
Persistent link: https://www.econbiz.de/10012139944
Saved in:
9
Pricing intertemporal risk when investment opportunities are unobservable
Cederburg, Scott
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1759-1789
Persistent link: https://www.econbiz.de/10012139946
Saved in:
10
Great expectations : a tactical asset allocation framework for diversified real asset portfolios
Simonian, Joseph
;
Wu, Chenwei
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 38-45
Persistent link: https://www.econbiz.de/10012016812
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