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  • Search: subject:"Asset Pricing Models"
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Year of publication
Subject
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CAPM 131 Asset pricing models 71 Capital income 66 Kapitaleinkommen 66 asset pricing models 55 Portfolio-Management 54 Portfolio selection 52 Financial economics 46 Kapitalmarkttheorie 46 Börsenkurs 43 Theorie 43 Share price 42 Theory 40 Schätzung 39 Estimation 38 Risikoprämie 35 Risk premium 34 Aktienmarkt 23 Stock market 22 Asset Pricing Models 19 Prognoseverfahren 17 Anlageverhalten 16 Behavioural finance 16 Forecasting model 16 Estimation theory 14 Schätztheorie 14 Stochastic process 12 Stochastischer Prozess 12 Risiko 11 Volatility 11 Risk 10 Volatilität 10 USA 9 Discounting 8 Diskontierung 8 Liquidity 8 Portfolio analysis 8 Anomalies 7 Asset-pricing models 7 Bayesian analysis 7
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Online availability
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Free 97 Undetermined 92 CC license 5
Type of publication
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Article 143 Book / Working Paper 79
Type of publication (narrower categories)
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Article in journal 101 Aufsatz in Zeitschrift 101 Working Paper 34 Graue Literatur 27 Non-commercial literature 27 Arbeitspapier 20 Article 7 Hochschulschrift 7 Aufsatz im Buch 2 Aufsatzsammlung 2 Book section 2 Conference paper 2 Konferenzbeitrag 2 research-article 2 Collection of articles written by one author 1 Sammlung 1
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Language
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English 178 Undetermined 42 French 1 Spanish 1
Author
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Ziegler, Andreas 14 Robotti, Cesare 10 Kan, Raymond 8 Hammami, Yacine 7 Maio, Paulo 6 Gordon, Stephen 5 Gospodinov, Nikolay 5 St-Amour, Pascal 5 Busch, Timo 4 Carson, Scott Alan 4 Lindahl, Anna 4 Mollet, Janick Christian 4 Adami, Roberta 3 Amisano, Gianni 3 Andreou, Elena 3 Bakshi, Gurdip S. 3 Cooper, Ilan 3 El Ouadghiri, Imane 3 Farmer, Leland E. 3 Ghysels, Eric 3 Gough, Orla 3 Grishchenko, Olesya V. 3 Guesmi, Khaled 3 Hoffmann, Volker H. 3 Linnainmaa, Juhani 3 Mukherjee, Suranjita 3 Peillex, Jonathan 3 Rodríguez, Rosa 3 Sakowski, Paweł 3 Savona, Roberto 3 Sivaprasad, Sheeja 3 Weber, Christoph 3 Wywiał, Mateusz 3 Akira Toda, Alexis 2 Ang, Andrew 2 Arx, Urs von 2 Ayub, Usman 2 Azher, Sara 2 Balduzzi, Pierluigi 2 Balvers, Ronald J. 2
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Institution
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C.E.P.R. Discussion Papers 4 Département d'Économique, Université Laval 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Departamento de Estadistica, Universidad Carlos III de Madrid 2 Department of Economics, College of Business and Economics 2 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 2 Banco de España 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Department of Economics and Finance, College of Business and Economics 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Econometric Society 1 European Central Bank 1 Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen 1 Federal Reserve Bank of Atlanta 1 International Centre for Economic Research (ICER) 1 Keleti Károly Gazdasági Kar, Óbudai Egyetem 1 National Research University Higher School of Economics 1 School of Economics and Finance, Business School 1 Swiss Finance Institute 1 Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 1
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Published in...
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Journal of financial economics 6 Working Paper 5 CEPR Discussion Papers 4 Cahiers de recherche 4 Dissertation Series CentER 4 Finance research letters 4 Applied economics 3 Journal of banking & finance 3 Journal of econometrics 3 Journal of investment management : JOIM 3 MPRA Paper 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Review of Quantitative Finance and Accounting 3 Review of quantitative finance and accounting 3 CER-ETH Economics working paper series 2 CIRANO Working Papers 2 Economics Working Paper Series 2 Financial Markets and Portfolio Management 2 Financial markets and portfolio management 2 International Journal of Financial Services Management 2 International journal of finance & economics : IJFE 2 International review of economics & finance : IREF 2 International review of financial analysis 2 Journal of Banking & Finance 2 Journal of Risk and Financial Management 2 Journal of empirical finance 2 Journal of financial and quantitative analysis : JFQA 2 Journal of risk and financial management : JRFM 2 MAGKS Joint Discussion Paper Series in Economics 2 Pacific-Basin finance journal 2 Quantitative economics : QE ; journal of the Econometric Society 2 Quantitative finance 2 Research in finance 2 Research in international business and finance 2 Research paper series / Swiss Finance Institute 2 Statistics and Econometrics Working Papers 2 Studies in Economics and Finance 2 The quarterly journal of finance 2 Tuck School of Business working paper / Tuck School of Business at Dartmouth 2 Working Papers / Department of Economics, College of Business and Economics 2
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Source
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ECONIS (ZBW) 133 RePEc 64 EconStor 21 BASE 2 Other ZBW resources 2
Showing 31 - 40 of 222
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Professional Investment Portfolio Management : Boosting Performance with Machine-Made Portfolios and Stock Market Evidence
Kolari, James W.; Liu, Wei; Pynnönen, Seppo - 2023
Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2 …: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A …
Persistent link: https://www.econbiz.de/10014467008
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Conditional equity premium and aggregate corporate investment
Guo, Hui; Qiu, Buhui - In: Journal of money, credit and banking : JMCB 55 (2023) 1, pp. 251-295
Persistent link: https://www.econbiz.de/10014305964
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International characteristic-based asset pricing
Jagannathan, Murali; Jiao, Wei; Wermers, Russ - 2020
In this paper, we develop characteristic-based asset-pricing models for international stocks. We price stocks using …
Persistent link: https://www.econbiz.de/10012416700
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Herding in fast moving consumer group sector : equity market asymmetry and crisis
Bharti, Bharti; Kumar, Ashish - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 9, pp. 39-49
Persistent link: https://www.econbiz.de/10012670774
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Time-series efficient factors
Ehsani, Sina; Linnainmaa, Juhani - 2020
Factors in prominent asset pricing models are positively autocorrelated. We derive a transformation that turns an …
Persistent link: https://www.econbiz.de/10012244867
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International characteristic-based asset pricing
Jagannathan, Murali; Jiao, Wei; Wermers, Russ - 2020 - This version: August 2019
In this paper, we develop characteristic-based asset-pricing models for international stocks. We price stocks using …
Persistent link: https://www.econbiz.de/10012387428
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Essays on international finance and empirical asset pricing
Maletic, Matjaz - 2020
Persistent link: https://www.econbiz.de/10012144841
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Predicting the VIX and the volatility risk premium : the role of short-run funding spreads volatility factors
Andreou, Elena; Ghysels, Eric - 2020
Persistent link: https://www.econbiz.de/10014336139
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Asset pricing implications of money : new evidence
Maio, Paulo; Silva, André C. - In: Journal of banking & finance 120 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012521478
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Public attention to environmental issues and stock market returns
El Ouadghiri, Imane; Guesmi, Khaled; Peillex, Jonathan; … - 2019
This paper empirically examines the effect of public attention to climate change and pollution on the weekly returns on US sustainability stock indices (i.e. the DJSI US and the FTSE4Good USA Index) in comparison to their conventional counterparts (i.e. the S&P 500 Index and the FTSE USA). In...
Persistent link: https://www.econbiz.de/10012111138
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