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~isPartOf:"Journal of financial economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Capital income"
~type:"article"
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Search: subject:"Risikoprämie"
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Capital income
Risikoprämie
257
Risk premium
255
CAPM
123
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117
Theorie
116
Theory
116
Estimation
90
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Zhou, Guofu
5
Bali, Turan G.
4
Bollerslev, Tim
4
Todorov, Viktor
4
Bakshi, Gurdip S.
3
Kilic, Mete
3
Schneider, Paul
3
Timmermann, Allan
3
Ai, Hengjie
2
Barroso, Pedro
2
Boons, Martijn
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Christoffersen, Peter F.
2
Ermolov, Andrey
2
Gao, Xiaohui
2
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2
Hasler, Michael
2
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2
Kelly, Bryan T.
2
Linnainmaa, Juhani
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Londono, Juan M.
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Lustig, Hanno
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Moskowitz, Tobias J.
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Ornthanalai, Chayawat
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Pedersen, Lasse Heje
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2
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1
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1
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Journal of financial economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
69
Finance research letters
58
Journal of empirical finance
50
International review of economics & finance : IREF
35
International review of financial analysis
32
Journal of financial markets
29
Pacific-Basin finance journal
29
Journal of international financial markets, institutions & money
27
The review of financial studies
27
Journal of international money and finance
26
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Economics letters
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The journal of finance : the journal of the American Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of monetary economics
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The European journal of finance
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The journal of asset management
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Applied financial economics
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Journal of econometrics
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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Applied economics letters
14
Journal of risk and financial management : JRFM
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Research in international business and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
International journal of finance & economics : IJFE
11
Journal of investment management : JOIM
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Journal of money, credit and banking : JMCB
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The journal of real estate finance and economics
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The quarterly journal of finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economic modelling
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Energy economics
10
European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
117
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
3
Micro uncertainty and asset prices
Herskovic, Bernard
;
Kind, Thilo
;
Kung, Howard
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 27-51
Persistent link: https://www.econbiz.de/10014331808
Saved in:
4
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
5
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
6
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
7
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
8
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
9
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
Saved in:
10
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
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