//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Campbell, John Y."
~person:"Duffie, Darrell"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Capital asset pricing model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
31
Theorie
21
Theory
21
USA
10
United States
10
Risikoprämie
5
Risk premium
5
Volatility
4
Volatilität
4
Aktienmarkt
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
Stock market
3
Aktie
2
Discounting
2
Diskontierung
2
Estimation
2
Nutzen
2
Probability theory
2
Public bond
2
Schätzung
2
Share
2
Stochastic process
2
Stochastischer Prozess
2
Utility
2
Wahrscheinlichkeitsrechnung
2
Yield curve
2
Zinsstruktur
2
Öffentliche Anleihe
2
1871-1990
1
1895-1995
1
1929-2001
1
1980-2000
1
1980-2010
1
1981-2008
1
1982-2007
1
1988-1994
1
1997-2000
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
31
Arbeitspapier
21
Working Paper
21
Graue Literatur
18
Non-commercial literature
18
Aufsatz im Buch
4
Book section
4
Lehrbuch
4
Textbook
4
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Glossar enthalten
1
Glossary included
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
30
Spanish
1
Author
All
Campbell, John Y.
Duffie, Darrell
Zaremba, Adam
63
Jarrow, Robert A.
34
Faff, Robert W.
32
Cakici, Nusret
30
Madan, Dilip B.
28
Fabozzi, Frank J.
27
Ferson, Wayne E.
26
Harvey, Campbell R.
24
Lee, Cheng F.
23
Sehgal, Sanjay
23
Hansen, Lars Peter
22
Zhou, Guofu
22
Hens, Thorsten
21
Fama, Eugene F.
20
Rubio, Gonzalo
20
Fletcher, Jonathan
19
Levy, Haim
19
Satchell, Stephen
19
Kan, Raymond
18
Robotti, Cesare
18
Bossaerts, Peter L.
16
Cochrane, John H.
16
Yang, Chunpeng
16
Zhang, Lu
16
Auer, Benjamin R.
15
Bali, Turan G.
15
Guo, Hui
15
Löffler, Andreas
15
Renault, Eric
15
Shanken, Jay
15
Brennan, Michael J.
14
He, Xue-zhong
14
Hung, Mao-Wei
14
Jagannathan, Ravi
14
Li, Bin
14
Longstaff, Francis A.
14
Stambaugh, Robert F.
14
French, Kenneth Ronald
13
more ...
less ...
Published in...
All
Journal of political economy
5
The journal of finance : the journal of the American Finance Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of economic dynamics & control
2
Journal of financial economics
2
The American economic review
2
Hitotsubashi journal of economics
1
Información comercial española / Cuadernos económicos
1
Journal of econometrics
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
Review of asset pricing studies
1
Swedish economic policy review
1
The Canadian journal of economics
1
The Geneva risk and insurance review
1
The Scandinavian journal of economics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macroeconomic drivers of bond and equity risks
Campbell, John Y.
;
Pflueger, Carolin E.
;
Viceira, Luis M.
- In:
Journal of political economy
128
(
2020
)
8
,
pp. 3148-3185
Persistent link: https://www.econbiz.de/10012418035
Saved in:
2
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
3
Comment on the Campbell-Cochrane habit model
Ljungqvist, Lars
;
Uhlig, Harald
- In:
Journal of political economy
123
(
2015
)
5
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10011409389
Saved in:
4
Empirical asset pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
Campbell, John Y.
- In:
The Scandinavian journal of economics
116
(
2014
)
3
,
pp. 593-634
Persistent link: https://www.econbiz.de/10010421869
Saved in:
5
Hard times
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
- In:
Review of asset pricing studies
3
(
2013
)
1
,
pp. 95-132
Persistent link: https://www.econbiz.de/10010188875
Saved in:
6
Predicting financial distress and the performance of distressed stocks
Campbell, John Y.
;
Hilscher, Jens
;
Szilagyi, Jan
- In:
Journal of investment management : JOIM
9
(
2011
)
2
,
pp. 14-34
Persistent link: https://www.econbiz.de/10009305618
Saved in:
7
Presidential address : asset price dynamics with slow-moving capital
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
65
(
2010
)
4
,
pp. 1237-1268
Persistent link: https://www.econbiz.de/10009011030
Saved in:
8
The changing role of nominal government bonds in asset allocation
Campbell, John Y.
- In:
The Geneva risk and insurance review
34
(
2009
)
2
,
pp. 89-104
Persistent link: https://www.econbiz.de/10003943460
Saved in:
9
Viewpoint: estimating the equity premium
Campbell, John Y.
- In:
The Canadian journal of economics
41
(
2008
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003679907
Saved in:
10
Over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1815-1847
Persistent link: https://www.econbiz.de/10003185747
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->