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~person:"Jagannathan, Ravi"
~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
16
Theorie
12
Theory
12
Capital income
4
Kapitaleinkommen
4
Estimation
3
Portfolio selection
3
Portfolio-Management
3
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3
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Aktienmarkt
2
Beta risk
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Jagannathan, Ravi
Zaremba, Adam
66
Jarrow, Robert A.
36
Fabozzi, Frank J.
34
Faff, Robert W.
32
Lee, Cheng F.
32
Cakici, Nusret
31
Ferson, Wayne E.
31
Harvey, Campbell R.
29
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
Robotti, Cesare
18
Yang, Chunpeng
18
He, Xue-zhong
17
Renault, Eric
17
Shanken, Jay
17
Zhang, Lu
17
Bali, Turan G.
16
Duffie, Darrell
16
Auer, Benjamin R.
15
Brennan, Michael J.
15
Guo, Hui
15
Lo, Andrew W.
15
Löffler, Andreas
15
Vaihekoski, Mika
15
Hommes, Cars H.
14
Hung, Mao-Wei
14
Li, Bin
14
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The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
2
Annual review of financial economics
1
Federal Reserve Bank of Minneapolis quarterly review
1
Journal of economic dynamics & control
1
Journal of political economy
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 journal of business : B
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ECONIS (ZBW)
16
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1
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:
2
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:
3
Calendar cycles, infrequent decisions, and the cross section of stock returns
Jagannathan, Ravi
;
Marakani, Srikant
;
Takehara, Hitoshi
; …
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 507-522
Persistent link: https://www.econbiz.de/10009525275
Saved in:
4
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Da, Zhi
;
Guo, Re-Jin
;
Jagannathan, Ravi
- In:
Journal of financial economics
103
(
2012
)
1
,
pp. 204-220
Persistent link: https://www.econbiz.de/10009492585
Saved in:
5
Cross-sectional asset pricing tests
Jagannathan, Ravi
;
Schaumburg, Ernst
;
Zhou, Guofu
- In:
Annual review of financial economics
2
(
2010
),
pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
Saved in:
6
Lazy investors, discretionary consumption, and the cross-section of stock returns
Jagannathan, Ravi
;
Wang, Yong
- In:
The journal of finance : the journal of the American …
62
(
2007
)
4
,
pp. 1623-1661
Persistent link: https://www.econbiz.de/10003522397
Saved in:
7
A direct test for mean variance efficiency of portfolio
Basak, Gopal
;
Jagannathan, Ravi
;
Sun, Guoqiang
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1195-1215
Persistent link: https://www.econbiz.de/10001656077
Saved in:
8
Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
Saved in:
9
Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z.
- In:
Journal of financial economics
47
(
1998
)
2
,
pp. 161-188
Persistent link: https://www.econbiz.de/10001234965
Saved in:
10
An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
Saved in:
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