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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Finanzmarkt"
~subject:"Risikoprämie"
~subject:"Stochastic process"
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Finanzmarkt
Risikoprämie
Stochastic process
CAPM
124
Theorie
65
Theory
65
Capital income
35
Kapitaleinkommen
35
USA
35
United States
35
Estimation
22
Schätzung
22
Portfolio selection
20
Portfolio-Management
20
Derivat
16
Derivative
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Risk premium
14
Beta risk
11
Betafaktor
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Risiko
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Börsenkurs
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Share price
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Capital market returns
9
Kapitalmarktrendite
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Anlageverhalten
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Behavioural finance
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Schätztheorie
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Stock market
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Yield curve
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Zinsstruktur
6
Factor analysis
5
Faktorenanalyse
5
Welt
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World
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English
16
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Ahn, Seung Chan
1
Ballotta, Laura
1
Balvers, Ronald J.
1
Choe, Chong-mu
1
Christoffersen, Peter F.
1
Fama, Eugene F.
1
Fournier, Mathieu
1
Fusai, Gianluca
1
Glabadanidis, Paskalis
1
González, Mariano
1
Guo, Hui
1
Hiraki, Takato
1
Horenstein, Alex R.
1
Jacobs, Kris
1
Jostova, Gergana
1
Kalev, Petko S.
1
Karoui, Mehdi
1
Kryzanowski, Lawrence
1
Lalancette, Simon
1
Lee, Charles M. C.
1
Levi, Yaron
1
Loregian, Angela
1
Luo, H. Arthur
1
Maio, Paulo
1
Nave Pineda, Juan M.
1
Ng, David Tat-chee
1
Perez, M. Fabricio
1
Philipov, Alexander
1
Rubio, Gonzalo
1
Santa-Clara, Pedro
1
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1
Scruggs, John T.
1
Swaminathan, Bhaskaran
1
Takezawa, Nobuya
1
To, Minh-chau
1
Wang, Na
1
Welch, Ivo
1
Zhou, Chunsheng
1
Zolotoy, Leon
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Journal of financial and quantitative analysis : JFQA
Journal of financial economics
120
NBER working paper series
104
Journal of banking & finance
82
Working paper / National Bureau of Economic Research, Inc.
81
NBER Working Paper
74
Finance research letters
59
Journal of economic dynamics & control
50
Journal of empirical finance
45
The review of financial studies
43
International review of financial analysis
42
Research paper series / Swiss Finance Institute
39
The journal of finance : the journal of the American Finance Association
36
International review of economics & finance : IREF
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Discussion paper / Centre for Economic Policy Research
30
International journal of theoretical and applied finance
30
Staff working paper / Bank of Canada
30
Applied economics
29
Economic modelling
28
Economics letters
28
Journal of international money and finance
28
Journal of monetary economics
28
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of international financial markets, institutions & money
26
Annals of finance
25
The European journal of finance
24
Discussion papers / CEPR
23
Pacific-Basin finance journal
22
CESifo working papers
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Journal of econometrics
20
Review of quantitative finance and accounting
20
Review of finance : journal of the European Finance Association
19
Working paper
19
Journal of economic theory
18
Journal of political economy
18
Quantitative finance
18
Swiss Finance Institute Research Paper
18
Finance and economics discussion series
17
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ECONIS (ZBW)
16
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1
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:
2
Coskewness risk decomposition, covariation risk, and intertemporal asset pricing
Kalev, Petko S.
;
Saxena, Konark
;
Zolotoy, Leon
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 335-368
Persistent link: https://www.econbiz.de/10012128917
Saved in:
3
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
4
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
5
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
Saved in:
6
Social screens and systematic investor boycott risk
Luo, H. Arthur
;
Balvers, Ronald J.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 365-399
Persistent link: https://www.econbiz.de/10011667742
Saved in:
7
Best practice for cost-of-capital estimates
Levi, Yaron
;
Welch, Ivo
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 427-464
Persistent link: https://www.econbiz.de/10011742050
Saved in:
8
The cross section of expected returns with MIDAS betas
González, Mariano
;
Nave Pineda, Juan M.
;
Rubio, Gonzalo
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 115-135
Persistent link: https://www.econbiz.de/10009623141
Saved in:
9
Testing international asset pricing models using implied costs of capital
Lee, Charles M. C.
;
Ng, David Tat-chee
;
Swaminathan, …
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003865566
Saved in:
10
Bayesian analysis of stochastic betas
Jostova, Gergana
;
Philipov, Alexander
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
4
,
pp. 747-778
Persistent link: https://www.econbiz.de/10003242805
Saved in:
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