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~isPartOf:"The journal of asset management"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~subject:"Yield curve"
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Search: subject_exact:"Capital asset pricing model"
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Kapitaleinkommen
Theory
Yield curve
CAPM
48
Portfolio selection
34
Portfolio-Management
34
Capital income
25
Risikoprämie
14
Risk premium
14
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13
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Glabadanidis, Paskalis
2
Kakushadze, Zura
2
Yu, Willie
2
Ang, Andrew
1
Bednarek, Ziemowit
1
Boon, Ling-Ni
1
Bu, Qiang
1
Demirovic, Amer
1
Derbali, Abdelkader
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Desban, Marc
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Di Bartolomeo, Dan
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Drobetz, Wolfgang
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El Khaldi, Abderrazek
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Elgammal, Mohammed Mohammed
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Haller, Rebekka
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Ielpo, Florian
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1
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The journal of asset management
NBER working paper series
270
Journal of financial economics
246
Working paper / National Bureau of Economic Research, Inc.
219
NBER Working Paper
202
The journal of finance : the journal of the American Finance Association
190
Journal of banking & finance
177
The review of financial studies
161
Finance research letters
128
Journal of economic dynamics & control
127
Journal of empirical finance
123
International review of financial analysis
91
Management science : journal of the Institute for Operations Research and the Management Sciences
91
Journal of financial and quantitative analysis : JFQA
89
Economics letters
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Research paper series / Swiss Finance Institute
72
Applied economics
70
International review of economics & finance : IREF
69
The North American journal of economics and finance : a journal of financial economics studies
67
Journal of monetary economics
66
Pacific-Basin finance journal
64
Discussion paper / Centre for Economic Policy Research
63
The European journal of finance
60
Journal of international money and finance
59
Journal of international financial markets, institutions & money
56
Review of quantitative finance and accounting
56
Journal of economic theory
55
Finance and stochastics
54
International journal of theoretical and applied finance
53
Journal of econometrics
52
Applied financial economics
49
Economic modelling
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Working paper
47
Discussion papers / CEPR
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Finance and economics discussion series
43
Swiss Finance Institute Research Paper
43
The journal of futures markets
43
The journal of real estate finance and economics
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ECONIS (ZBW)
32
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1
How the pandemic taught us to turn smart beta into real alpha
Kantos, Christopher
;
Di Bartolomeo, Dan
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 581-590
Persistent link: https://www.econbiz.de/10012421070
Saved in:
2
Can fund sentiment beta predict future performance?
Bu, Qiang
;
Stalebrink, Odd J.
- In:
The journal of asset management
21
(
2020
)
6
,
pp. 524-534
Persistent link: https://www.econbiz.de/10012298723
Saved in:
3
A common risk factor and the correlation between equity anda corporate bond returns
Demirovic, Amer
;
Kabiri, Ali
;
Tuckett, David
;
Nyman, Rickard
- In:
The journal of asset management
21
(
2020
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10012292757
Saved in:
4
Improving CAT bond pricing models via machine learning
Götze, Tobias
;
Gürtler, Marc
;
Witowski, Eileen
- In:
The journal of asset management
21
(
2020
)
5
,
pp. 428-446
Persistent link: https://www.econbiz.de/10012292867
Saved in:
5
State-dependent size and value premium : evidence from a regime-switching asset pricing model
Li, Bingxin
;
Piqueira, Natalia
- In:
The journal of asset management
20
(
2019
)
3
,
pp. 229-249
Persistent link: https://www.econbiz.de/10012059806
Saved in:
6
Predictability and the cross section of expected returns : evidence from the European stock market
Drobetz, Wolfgang
;
Haller, Rebekka
;
Jasperneite, Christian
- In:
The journal of asset management
20
(
2019
)
7
,
pp. 508-533
Persistent link: https://www.econbiz.de/10012155318
Saved in:
7
Corporate ownership structure, market anomalies and asset pricing
Desban, Marc
;
Lajili Jarjir, Souad
- In:
The journal of asset management
19
(
2018
)
5
,
pp. 316-340
Persistent link: https://www.econbiz.de/10011942566
Saved in:
8
Decoding stock market with quant alphas
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 38-48
Persistent link: https://www.econbiz.de/10011847616
Saved in:
9
Dead alphas as risk factors
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of asset management
19
(
2018
)
2
,
pp. 110-115
Persistent link: https://www.econbiz.de/10011847702
Saved in:
10
US sector rotation with five-factor Fama-French alphas
Sarwar, Golam
;
Mateus, Cesario
;
Todorovic, Natasa
- In:
The journal of asset management
19
(
2018
)
2
,
pp. 116-132
Persistent link: https://www.econbiz.de/10011847708
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