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Search: subject:"CAPM"
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CAPM
50
Theorie
22
Theory
22
Portfolio selection
20
Portfolio-Management
20
Stochastic process
15
Stochastischer Prozess
15
Capital income
14
Kapitaleinkommen
14
Option pricing theory
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Optionspreistheorie
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10
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Ding, Rui
2
González-Urteaga, Ana
2
Rubio, Gonzalo
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Yamazaki, Akira
2
Ap Gwilym, Owain
1
Bae, Kwangil
1
Bianchi, Michele Leonardo
1
Boen, Lynn
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Dentcheva, Darinka
1
Ding, Wenjie
1
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1
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1
Edirisinghe, Chanaka
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Quantitative finance
Journal of financial economics
320
Journal of banking & finance
275
The journal of finance : the journal of the American Finance Association
247
The review of financial studies
221
Journal of economic dynamics & control
172
Finance research letters
171
Journal of empirical finance
161
International review of financial analysis
129
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Economics letters
109
Pacific-Basin finance journal
100
Applied economics
93
International review of economics & finance : IREF
90
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
81
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
60
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
Advances in futures and options research : a research annual
50
Applied economics letters
50
Review of finance : journal of the European Finance Association
49
Journal of risk and financial management : JRFM
48
The journal of asset management
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
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ECONIS (ZBW)
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1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
4
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
5
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
6
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
7
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
8
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
9
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
10
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
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