//--> //--> //--> //-->
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:"Fama, Eugene F."
~person:"Hommes, Cars H."
~person:"Jagannathan, Ravi"
~type_genre:"Article in journal"
~type_genre:"Book section"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
50
Theorie
33
Theory
33
Capital income
11
Kapitaleinkommen
11
USA
10
United States
10
Börsenkurs
8
Erwartungsbildung
8
Expectation formation
8
Share price
8
Estimation
7
Schätzung
7
Portfolio selection
6
Portfolio-Management
6
Experiment
5
Begrenzte Rationalität
4
Bounded rationality
4
Bubbles
4
Dividend
4
Dividende
4
Spekulationsblase
4
Beta risk
3
Betafaktor
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Experimental economics
3
Experimentelle Ökonomik
3
Investment
3
Risikoprämie
3
Risk premium
3
1963-1990
2
Aktienmarkt
2
Anlageverhalten
2
Asset pricing model
2
Behavioural finance
2
Capital market returns
2
Chaos theory
2
Chaostheorie
2
Cost of capital
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
Book section
Aufsatz in Zeitschrift
47
Arbeitspapier
36
Working Paper
36
Graue Literatur
27
Non-commercial literature
27
Aufsatz im Buch
3
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
50
Author
All
Fama, Eugene F.
Hommes, Cars H.
Jagannathan, Ravi
Zaremba, Adam
63
Jarrow, Robert A.
36
Fabozzi, Frank J.
34
Faff, Robert W.
32
Ferson, Wayne E.
31
Cakici, Nusret
30
Madan, Dilip B.
29
Harvey, Campbell R.
28
Hansen, Lars Peter
25
Hens, Thorsten
23
Lee, Cheng F.
23
Sehgal, Sanjay
23
Zhou, Guofu
23
Satchell, Stephen
21
Rubio, Gonzalo
20
Campbell, John Y.
19
Fletcher, Jonathan
19
Levy, Haim
19
Bossaerts, Peter L.
18
Cochrane, John H.
18
Kan, Raymond
18
Robotti, Cesare
18
He, Xue-zhong
17
Renault, Eric
17
Shanken, Jay
17
Yang, Chunpeng
17
Duffie, Darrell
16
Zhang, Lu
16
Auer, Benjamin R.
15
Bali, Turan G.
15
Brennan, Michael J.
15
Guo, Hui
15
Lo, Andrew W.
15
Löffler, Andreas
15
Vaihekoski, Mika
15
Hung, Mao-Wei
14
Li, Bin
14
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
12
Journal of economic dynamics & control
8
Journal of financial economics
8
Journal of economic behavior & organization : JEBO
3
Journal of financial and quantitative analysis : JFQA
2
The journal of business : B
2
The review of financial studies
2
Annual review of financial economics
1
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
1
Federal Reserve Bank of Minneapolis quarterly review
1
Journal of monetary economics
1
Journal of political economy
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Papers and proceedings / American Finance Association
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Review of asset pricing studies
1
Statistical methods in finance
1
The American economic review
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
Tijdschrift voor economie en management
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are long-horizon expectations (de-)stabilizing? : theory and experiments
Evans, George W.
;
Hommes, Cars H.
;
McGough, Bruce
; …
- In:
Journal of monetary economics
132
(
2022
),
pp. 44-63
Persistent link: https://www.econbiz.de/10013489665
Saved in:
2
Coordination on bubbles in large-group asset pricing experiments
Te, Bao
;
Hennequin, Myrna
;
Hommes, Cars H.
;
Massaro, …
- In:
Journal of economic dynamics & control
110
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012501309
Saved in:
3
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
4
Market timing
Jagannathan, Ravi
;
Korajczyk, Robert A.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 49-71)
.
2017
Persistent link: https://www.econbiz.de/10011602877
Saved in:
5
International tests of a five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth R.
- In:
Journal of financial economics
123
(
2017
)
3
,
pp. 441-463
Persistent link: https://www.econbiz.de/10011751360
Saved in:
6
Booms, busts and behavioural heterogeneity in stock prices
Hommes, Cars H.
;
Veld, Daan in 't
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 101-124
Persistent link: https://www.econbiz.de/10011817632
Saved in:
7
Path dependent coordination of expectations in asset pricing experiments : a behavioral explanation
Agliari, Anna
;
Hommes, Cars H.
;
Pecora, Nicolò
- In:
Journal of economic behavior & organization : JEBO
121
(
2016
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011583782
Saved in:
8
Dissecting anomalies with a five-factor model
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10011447537
Saved in:
9
Price-dividend ratio factor proxies for long-run risks
Jagannathan, Ravi
;
Marakani, Srikant
- In:
Review of asset pricing studies
5
(
2015
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10011318437
Saved in:
10
A five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347324
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->