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~person:"Harvey, Campbell R."
~person:"Hommes, Cars H."
~person:"Robotti, Cesare"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
61
Theorie
31
Theory
31
Börsenkurs
13
Capital income
13
Kapitaleinkommen
13
Share price
13
USA
13
United States
13
Risiko
10
Risikoprämie
10
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10
Risk premium
10
Erwartungsbildung
8
Expectation formation
8
Welt
8
World
8
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7
Modellierung
7
Portfolio selection
7
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Asset pricing
5
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Graue Literatur
37
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English
61
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Harvey, Campbell R.
Hommes, Cars H.
Robotti, Cesare
Zaremba, Adam
66
Jarrow, Robert A.
36
Fabozzi, Frank J.
35
Faff, Robert W.
32
Lee, Cheng F.
32
Cakici, Nusret
31
Ferson, Wayne E.
31
Madan, Dilip B.
29
Hansen, Lars Peter
25
Hens, Thorsten
23
Sehgal, Sanjay
23
Zhou, Guofu
23
Rubio, Gonzalo
21
Satchell, Stephen
21
Fama, Eugene F.
20
Campbell, John Y.
19
Fletcher, Jonathan
19
Levy, Haim
19
Bossaerts, Peter L.
18
Cochrane, John H.
18
Kan, Raymond
18
Yang, Chunpeng
18
He, Xue-zhong
17
Renault, Eric
17
Shanken, Jay
17
Zhang, Lu
17
Bali, Turan G.
16
Duffie, Darrell
16
Guo, Hui
16
Jagannathan, Ravi
16
Auer, Benjamin R.
15
Brennan, Michael J.
15
Lo, Andrew W.
15
Löffler, Andreas
15
Vaihekoski, Mika
15
Hung, Mao-Wei
14
Li, Bin
14
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Journal of financial economics
8
Journal of economic dynamics & control
7
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Journal of empirical finance
4
Journal of economic behavior & organization : JEBO
3
Economic review
2
Journal of financial econometrics
2
Research in finance
2
Advances in financial economics
1
African emerging markets ; Vol. 1
1
Annals of economics and finance
1
Critical finance review
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
1
Financial analysts journal : FAJ
1
Investment and risk in Africa
1
Journal of banking & finance
1
Journal of econometrics
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
Research in banking and finance
1
Statistical methods in finance
1
Swedish economic policy review
1
The World Bank economic review
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The internationalization of equity markets
1
The journal of business : B
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ECONIS (ZBW)
61
Showing
1
-
10
of
61
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date (oldest first)
1
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
2
Priced risk in corporate bonds
Dickerson, Alexander
;
Mueller, Philippe
;
Robotti, Cesare
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462590
Saved in:
3
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
Saved in:
4
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:
5
Common pricing across asset classes : empirical evidence revisited
Gospodinov, Nikolaj
;
Robotti, Cesare
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 292-324
Persistent link: https://www.econbiz.de/10013188701
Saved in:
6
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
7
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
8
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:
9
Too good to be true? Fallacies in evaluating risk factor models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012136929
Saved in:
10
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
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