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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Search: subject:"CAPM"
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CAPM
366
Theorie
217
Theory
217
USA
113
United States
113
Capital income
110
Kapitaleinkommen
110
Börsenkurs
68
Share price
68
Portfolio selection
66
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66
Estimation
56
Schätzung
56
Risikoprämie
47
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47
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42
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32
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asset pricing
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Option pricing theory
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Finanzmarkt
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13
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Ferson, Wayne E.
8
Fama, Eugene F.
7
French, Kenneth Ronald
6
Jagannathan, Ravi
6
Lo, Andrew W.
6
Bansal, Ravi
5
Hasler, Michael
5
Shanken, Jay
5
Cochrane, John H.
4
Harvey, Campbell R.
4
Jacobs, Kris
4
Kan, Raymond
4
Ross, Stephen A.
4
Stambaugh, Robert F.
4
Subrahmanyam, Avanidhar
4
Wang, Jiang
4
Zhou, Guofu
4
Bali, Turan G.
3
Brennan, Michael J.
3
Carlin, Bruce Ian
3
Duffie, Darrell
3
Elton, Edwin J.
3
Garlappi, Lorenzo
3
Kandel, Shmuel
3
Longstaff, Francis A.
3
O'Hara, Maureen
3
Papanikolaou, Dimitris
3
Ritchken, Peter H.
3
Singleton, Kenneth J.
3
Viswanathan, S.
3
Wang, Zhenyu
3
Yang, Liyan
3
Yu, Jianfeng
3
Ai, Hengjie
2
Albuquerque, Rui
2
Andrei, Daniel
2
Backus, David
2
Bakshi, Gurdip S.
2
Boguth, Oliver
2
Bossaerts, Peter L.
2
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of finance : the journal of the American Finance Association
Journal of financial economics
320
Journal of banking & finance
275
The review of financial studies
224
Finance research letters
196
Journal of economic dynamics & control
174
Journal of empirical finance
162
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Economics letters
109
Pacific-Basin finance journal
104
Applied economics
95
International review of economics & finance : IREF
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
83
The European journal of finance
83
International journal of theoretical and applied finance
80
Journal of econometrics
80
The North American journal of economics and finance : a journal of financial economics studies
80
Applied financial economics
77
Finance and stochastics
74
Journal of monetary economics
74
The journal of futures markets
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of economic theory
66
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
56
The journal of real estate finance and economics
53
Quantitative finance
52
Applied economics letters
51
Advances in futures and options research : a research annual
50
Research in international business and finance
50
Review of finance : journal of the European Finance Association
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Journal of risk and financial management : JRFM
48
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ECONIS (ZBW)
367
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367
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1
The distortion in prices due to passive investing
Baruch, Shmuel
;
Zhang, Xiaodi
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6219-6234
Persistent link: https://www.econbiz.de/10013372951
Saved in:
2
The economics of security analysis
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 164-186
Persistent link: https://www.econbiz.de/10014469937
Saved in:
3
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
78
(
2023
)
1
,
pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
Saved in:
4
Macroeconomic news in asset pricing and reality
Duffee, Greg
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1499-1543
Persistent link: https://www.econbiz.de/10014312036
Saved in:
5
The longshot bias is a context effect
Meyer, Andrew
;
Hundtofte, Sean
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 6954-6968
Persistent link: https://www.econbiz.de/10014435444
Saved in:
6
A new test of risk factor relevance
Chinco, Alex
;
Hartzmark, Samuel M.
;
Sussman, Abigail B.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2183-2238
Persistent link: https://www.econbiz.de/10013279808
Saved in:
7
Deep learning in asset pricing
Chen, Luyang
;
Pelger, Markus
;
Zhu, Jason
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 714-750
Persistent link: https://www.econbiz.de/10014513601
Saved in:
8
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
9
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
10
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
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