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  • Search: subject:"CAPM"
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Year of publication
Subject
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CAPM 21,008 Theorie 10,669 Theory 10,623 Kapitaleinkommen 5,714 Capital income 5,704 Portfolio-Management 5,033 Portfolio selection 5,018 Börsenkurs 4,698 Share price 4,678 Risikoprämie 3,466 Risk premium 3,453 Schätzung 3,038 Estimation 3,016 Risk 2,778 Risiko 2,767 Volatilität 1,960 Volatility 1,958 Aktienmarkt 1,784 Stock market 1,743 USA 1,672 United States 1,643 Anlageverhalten 1,483 Behavioural finance 1,469 Optionspreistheorie 1,377 Option pricing theory 1,360 Betafaktor 1,323 Beta risk 1,312 Finanzmarkt 1,236 Financial market 1,232 Kapitalmarktrendite 1,064 Capital market returns 1,062 Kapitalmarkttheorie 955 Welt 946 World 940 Capital market theory 916 Stochastischer Prozess 857 Stochastic process 855 Zinsstruktur 849 Yield curve 845 Asset pricing 823
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Online availability
All
Free 7,769 Undetermined 4,764 CC license 261 Digitizable 2
Type of publication
All
Article 11,301 Book / Working Paper 10,141 Journal 24 Other 8
Subcategories
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Article in journal 10,500 Working paper 3,771 Book section 543 Textbook 112 Proceedings 88 Literature review 45 Glossary included 29 Handbook 12 Government document 10 Review 10 Case study 8 Introduction 5 Guidebook 2 Biography 1
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Language
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English 20,046 German 684 Undetermined 522 Spanish 83 French 70 Italian 30 Portuguese 18 Danish 7 Polish 6 Swedish 3 Czech 2 Norwegian 2 Afrikaans 1 Hungarian 1 Lithuanian 1 Dutch 1 Romanian 1 Russian 1 Slovenian 1 Turkish 1
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Author
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Zaremba, Adam 87 Zhang, Lu 83 Campbell, John Y. 82 Ferson, Wayne E. 68 Jarrow, Robert A. 67 Fabozzi, Frank J. 65 Harvey, Campbell R. 64 Hens, Thorsten 63 Bekaert, Geert 62 Cochrane, John H. 60 Stambaugh, Robert F. 60 Bali, Turan G. 58 Hansen, Lars Peter 53 Jagannathan, Ravi 53 Robotti, Cesare 51 Lo, Andrew W. 49 Cakici, Nusret 47 Kan, Raymond 47 Lee, Cheng F. 47 Zhou, Guofu 47 He, Xue-zhong 46 Kelly, Bryan T. 46 Faff, Robert W. 44 Kogan, Leonid 44 Madan, Dilip B. 43 Lettau, Martin 42 Polk, Christopher 41 Lustig, Hanno 40 Ang, Andrew 39 Chiarella, Carl 38 Bansal, Ravi 37 Pedersen, Lasse Heje 37 Fama, Eugene F. 36 Guidolin, Massimo 36 Prokopczuk, Marcel 36 Duffie, Darrell 35 Guo, Hui 35 Hommes, Cars H. 35 Shanken, Jay 35 Başak, Suleyman 34
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Institution
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National Bureau of Economic Research 420 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 50 C.E.P.R. Discussion Papers 15 EconWPA 13 Ekonomiska forskningsinstitutet <Stockholm> 10 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 10 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 10 Federal Reserve Bank of St. Louis 9 Institute of Finance and Accounting <London> 9 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 8 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 8 MASTER CONSULTORES 8 University of Chicago / Center for Research in Security Prices 8 Centre for Analytical Finance <Århus> 7 Centre for Economic Policy Research 7 Chambre de commerce et d'industrie de Paris 7 Erasmus Research Institute of Management 7 Springer Fachmedien Wiesbaden 7 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 6 Deutsche Forschungsgemeinschaft 6 Rodney L. White Center for Financial Research 6 CESifo 5 Département de Sciences Économiques, Université de Montréal 5 Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique 5 Federal Reserve System / Division of Research and Statistics 5 Finance Discipline Group, Business School 5 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 5 Society for Computational Economics - SCE 5 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn 5 Svenska Handelshögskolan <Helsinki> 5 World Scientific (Firm) 5 American Finance Association 4 Center for Financial Studies 4 Department of Economics and Related Studies, University of York 4 Federal Reserve Bank of San Francisco 4 Federal Reserve System / Board of Governors 4 HAL 4 Institut de Préparation à l'Administration et à la Gestion (IPAG) 4 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 4 Stanford Institute for Economic Policy Research 4
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Published in...
All
NBER working paper series 407 Working paper / National Bureau of Economic Research, Inc. 334 Journal of financial economics 333 Journal of banking & finance 300 NBER Working Paper 286 The journal of finance : the journal of the American Finance Association 278 The review of financial studies 230 Finance research letters 221 Journal of empirical finance 200 Journal of economic dynamics & control 181 International review of financial analysis 156 Journal of financial and quantitative analysis : JFQA 155 Management science : journal of the Institute for Operations Research and the Management Sciences 140 Economics letters 131 International review of economics & finance : IREF 119 Pacific-Basin finance journal 117 Research paper series / Swiss Finance Institute 113 Applied economics 106 Journal of econometrics 102 Discussion paper / Centre for Economic Policy Research 100 Discussion papers / CEPR 97 The European journal of finance 96 Mathematical finance : an international journal of mathematics, statistics and financial theory 93 Economic modelling 92 International journal of theoretical and applied finance 92 Journal of international financial markets, institutions & money 92 Journal of international money and finance 92 Working paper 88 Review of quantitative finance and accounting 86 The journal of futures markets 83 The North American journal of economics and finance : a journal of financial economics studies 79 Finance and stochastics 78 Journal of monetary economics 78 Quantitative finance 78 Applied financial economics 77 Journal of economic theory 68 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 68 Annals of finance 66 Research in international business and finance 63 The journal of real estate finance and economics 60
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Source
All
ECONIS (ZBW) 20,475 RePEc 583 EconStor 185 USB Cologne (EcoSocSci) 101 Other ZBW resources 101 BASE 19 OLC EcoSci 10
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Showing 1 - 10 of 17,931
 
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Spatiotemporal return decomposition and multi-strategy performance analysis in Dow Jones Industrial Average constituents : a 20-year empirical investigation
Pattnaik, Sarthak; Jain, Chhayank; Pinsky, Eugene - 2026
dominant mean-reverting dynamics; and (iii) positive rolling CAPM alpha in 51-79% of rolling windows, indicating persistent …
Persistent link: https://www.econbiz.de/10016061230
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Real time investor alphas and the survival of the anomaly zoo
Goncalves, Andrei S.; Loudis, Johnathan A.; Ogden, … - 2026
Persistent link: https://www.econbiz.de/10016071092
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Margin constraints and asset prices
Ahn, Jungkyu - 2025
Persistent link: https://www.econbiz.de/10015357637
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ESG ratings and investment returns at the country level : does higher mean better?
Asteriou, Dimitrios; Pilbeam, Keith; Litsios, Ioannis; … - 2025
Persistent link: https://www.econbiz.de/10015482710
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Bank of Japan's ETF purchase program and equity risk premium : a CAPM interpretation
Katagiri, Mitsuru; Shino, Junnosuke; Takahashi, Koji - 2025
Persistent link: https://www.econbiz.de/10015402260
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Bank of Japan's ETF purchase program and equity risk premium : a CAPM interpretation
Katagiri, Mitsuru; Shino, Junnosuke; Takahashi, Koji - 2022
Book / Working Paper
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Is the Fama and French three factor model robust to the pricing of risk preferences?
Obrimah, Oghenovo Adewale - 2025
Persistent link: https://www.econbiz.de/10015672370
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Beyond the bubble : empirical evidence on asset pricing under persistent low interest rates
Shimizu, Chihiro - 2026
Persistent link: https://www.econbiz.de/10015617260
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Can risk-free and zero-beta portfolios be constructed? : UK and US evidence
He, Zhen; O'Connor, Fergal A.; Thijssen, Jacco J. J. - 2025
Persistent link: https://www.econbiz.de/10015463858
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A bound on price impact and disagreement
Beck, Philippe van der; Bretscher, Lorenzo; Fu, Julie Zhiyu - 2026 - This draft: October 31, 2025
Persistent link: https://www.econbiz.de/10015618229
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Doing good and doing well : the relationships between ESG and stock returns of REITs
Neo, Jing Rui Dominic; Sing, Tien Foo; Wang, Wenwen - 2025
Persistent link: https://www.econbiz.de/10015458724
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