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  • Search: subject:"CCAPM"
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Year of publication
Subject
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CCAPM 109 CAPM 74 Theorie 47 Theory 47 Capital income 28 Kapitaleinkommen 28 Risk premium 28 Risikoprämie 27 Estimation 21 Schätzung 21 C-CAPM 18 Risiko 18 Risk 18 Consumption theory 17 Konsumtheorie 17 Portfolio selection 16 Portfolio-Management 16 Equity premium puzzle 11 Börsenkurs 10 Equity-Premium-Puzzle 10 Private consumption 10 Privater Konsum 10 Risk aversion 10 Share price 10 Anlageverhalten 9 Factor substitution 9 Faktorsubstitution 9 Beta risk 8 Betafaktor 8 Risikoaversion 8 Asset pricing 7 Nutzenfunktion 7 USA 7 United States 7 Utility function 7 Aktienmarkt 6 Schweiz 6 Stock market 6 Wealth 6 Discounting 5
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Online availability
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Free 55 Undetermined 41 CC license 1
Type of publication
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Article 71 Book / Working Paper 66
Type of publication (narrower categories)
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Article in journal 49 Aufsatz in Zeitschrift 49 Working Paper 17 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 13 Thesis 5 Hochschulschrift 4 Aufsatz im Buch 3 Book section 3 Dissertation u.a. Prüfungsschriften 3 Article 2 Bibliografie enthalten 1 Bibliography included 1 Konferenzschrift 1 Lehrbuch 1 research-article 1
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Language
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English 87 Undetermined 39 German 9 Portuguese 1 Spanish 1
Author
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Chen, Xiaohong 8 Ludvigson, Sydney C. 8 Aase, Knut K. 7 Bergeron, Claude 6 Auer, Benjamin R. 5 Favilukis, Jack 5 Posch, Olaf 5 Schrimpf, Andreas 5 Dreyer, Johannes Kabderian 4 Gollier, Christian 4 Jouini, Elyès 4 Napp, Clotilde 4 Edenhofer, Ottmar 3 Favilukis, Jack Y 3 Grabowski, Szymon 3 Gürtler, Marc 3 Hartmann, Nora 3 Lessmann, Kai 3 Parra-Alvarez, Juan Carlos 3 Schneider, Johannes 3 Smith, William T. 3 Tahri, Ibrahim 3 Tshering, Lobsang Tenzin 3 Aase, Knut K 2 Abhakorn, Pongrapeeporn 2 Adegboye, Abidemi C. 2 Bach, Christian 2 Bärtsch, Oxana 2 Derviz, Alexis 2 Fouilloux, Jessica 2 Gueyie, Jean-Pierre 2 Gutiérrez, Carlos Enrique Carrasco 2 Head, Allen C. 2 Köster, Michael 2 Liu, Jingyi 2 Rasmussen, Anne-Sofie Reng 2 Rojo-Suárez, Javier 2 Sedzro, Komlan 2 Smith, Gregor W. 2 Smith, Peter N. 2
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Institution
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 4 EconWPA 3 HAL 3 School of Economics and Management, University of Aarhus 3 Anderson Graduate School of Management, University of California-Los Angeles (UCLA) 2 Ehrvervøkonomisk Institut, Institut for Økonomi 2 Institut für Schweizerisches Bankwesen <Zürich> 2 Université Paris-Dauphine (Paris IX) 2 Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 2 CESifo 1 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 1 Department of Economics, Trinity College 1 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1 Economics Department, Queen's University 1 Institut für Wirtschaftswissenschaften <Braunschweig> / Lehrstuhl BWL, insbes. Finanzwirtschaft 1 National Bureau of Economic Research 1 School of Economics, University of Edinburgh 1 Scottish Institute for Research in Economics (SIRE) 1 Université Paris-Dauphine 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Česká Národní Banka 1
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Published in...
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Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 4 CREATES Research Papers 3 Discussion paper / Department of Business and Management Science 3 Essays on consumption risk in international asset markets 3 American journal of finance and accounting 2 CESifo Working Paper 2 Economics Papers from University Paris Dauphine 2 Finance 2 Finance Research Group Working Papers 2 Hochschulschriften 2 International journal of economics and finance 2 Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists 2 Quantitative economics : QE ; journal of the Econometric Society 2 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 2 The European journal of finance 2 The journal of finance : the journal of the American Finance Association 2 University of California at Los Angeles, Anderson Graduate School of Management 2 Working Paper Series 2 Working Papers / HAL 2 Working Papers / Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 2 Working papers / TSE : WP 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Annals of Economics and Finance 1 Annals of economics and finance 1 Applied Financial Economics 1 Applied economics 1 Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel 1 Archive of Monetary Policy Division Working Papers 1 Berner Beiträge zur Nationalökonomie 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Bulletin of the Czech Econometric Society 1 Business review / Federal Reserve Bank of Philadelphia 1 CBN Journal of Applied Statistics 1 CBN journal of applied statistics 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CESifo Working Paper Series 1 CESifo working papers 1 Cowles Foundation Discussion Paper 1 Czech Journal of Economics and Finance (Finance a uver) 1 DEOS Working Papers 1
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Source
All
ECONIS (ZBW) 76 RePEc 47 EconStor 6 USB Cologne (business full texts) 3 USB Cologne (EcoSocSci) 3 BASE 1 Other ZBW resources 1
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Showing 1 - 10 of 137
Did you mean: subject:"capm" (21,213 results)
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Optimal risk sharing with translation invariant recursive utility for jump-diffusions
Aase, Knut K. - 2025
Persistent link: https://www.econbiz.de/10015471575
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The economics of risk sharing in discrete time with translation invariant recursive utility
Aase, Knut K. - 2025
Persistent link: https://www.econbiz.de/10015473078
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Optimal risk sharing with translation invariant recursive utility in continuous time
Aase, Knut K. - 2025
Persistent link: https://www.econbiz.de/10015473080
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Asset pricing and the carbon beta of externalities
Edenhofer, Ottmar; Lessmann, Kai; Tahri, Ibrahim - In: Journal of environmental economics and management : … 125 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015069859
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Durable goods, rare disasters, and the value premium
Chibane, Messaoud; Giménez Roche, Gabriel A.; Ouzan, Samuel - In: The European journal of finance 31 (2025) 17, pp. 2168-2194
Persistent link: https://www.econbiz.de/10015555382
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Investigating the impact of consumption distribution on CRRA estimation : quantile-CCAPM-based approach
Ramos, Sofia B.; Taamouti, Abderrahim; Veiga, Helena - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10015437850
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Essentials of Financial Economics : A Hands-On Approach
Donadelli, Michael; Costola, Michele; Gufler, Ivan - 2025
Choice under Uncertainty -- Modern Portfolio Theory -- The Capital Asset Pricing Model -- Empirical Analysis of the CAPM -- The Consumption CAPM -- Arbitrage Pricing Theory and Multi-factor Models -- Empirical Cross-Sectional Asset Pricing -- The Black-Litterman Model -- Event-Study Analysis.
Persistent link: https://www.econbiz.de/10015397272
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Regret aversion and asset pricing anomalies in the Chinese stock market
Wang, Yajie; Yang, Jiayu - In: International review of finance : the official journal … 25 (2025) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015334572
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Validity of CARA function under expected utility
Yan, Yu; Tong, Yan; Wang, Yiming - In: Economics letters 247 (2025), pp. 1-3
Persistent link: https://www.econbiz.de/10015459997
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Peso problems in the estimation of the C-CAPM
Parra-Alvarez, Juan Carlos; Posch, Olaf; Schrimpf, Andreas - In: Quantitative Economics 13 (2022) 1, pp. 259-313
This paper shows that the consumption-based capital asset pricing model (C-CAPM) with low-probability disaster risk …
Persistent link: https://www.econbiz.de/10014537035
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