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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Capital asset pricing"
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Kapitaleinkommen
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The journal of finance : the journal of the American Finance Association
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95
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1
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:
2
Duration-driven returns
Gormsen, Niels
;
Lazarus, Eben
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1393-1447
Persistent link: https://www.econbiz.de/10014312031
Saved in:
3
Modeling corporate bond returns
Kelly, Bryan T.
;
Palhares, Diogo
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 1967-2008
Persistent link: https://www.econbiz.de/10014312073
Saved in:
4
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
5
Valuation risk and asset pricing
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Luo, Victor Xi
; …
- In:
The journal of finance : the journal of the American …
71
(
2016
)
6
,
pp. 2861-2904
Persistent link: https://www.econbiz.de/10011738221
Saved in:
6
The pre-FOMC announcement drift
Lucca, David O.
;
Mönch, Emanuel
- In:
The journal of finance : the journal of the American …
70
(
2015
)
1
,
pp. 329-371
Persistent link: https://www.econbiz.de/10010501912
Saved in:
7
Growth opportunities, technology shocks, and asset prices
Kogan, Leonid
;
Papanikolaou, Dimitris
- In:
The journal of finance : the journal of the American …
69
(
2014
)
2
,
pp. 675-718
Persistent link: https://www.econbiz.de/10010372382
Saved in:
8
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 51-100
Persistent link: https://www.econbiz.de/10010372429
Saved in:
9
Volatility, the macroeconomy, and asset prices
Bansal, Ravi
;
Kiku, Dana
;
Shaliastovich, Ivan
;
Yaron, Amir
- In:
The journal of finance : the journal of the American …
69
(
2014
)
6
,
pp. 2471-2511
Persistent link: https://www.econbiz.de/10010498716
Saved in:
10
Industry-specific human capital, idiosyncratic risk, and the cross-section of expected stock returns
Eiling, Esther
- In:
The journal of finance : the journal of the American …
68
(
2013
)
1
,
pp. 43-84
Persistent link: https://www.econbiz.de/10009719762
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