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  • Search: subject:"Capital-Asset-Pricing-Modell"
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Year of publication
Subject
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CAPM 14,706 Theorie 9,613 Theory 9,613 USA 4,622 United States 4,619 Capital income 3,722 Kapitaleinkommen 3,722 Börsenkurs 3,381 Share price 3,376 Portfolio selection 3,087 Portfolio-Management 3,087 Risikoprämie 2,302 Risk premium 2,293 Estimation 2,104 Schätzung 2,104 Risiko 1,429 Risk 1,428 Aktienmarkt 1,317 Volatilität 1,295 Volatility 1,289 Stock market 1,287 Betafaktor 997 Beta risk 986 Optionspreistheorie 852 Option pricing theory 844 Financial market 836 Finanzmarkt 836 Anlageverhalten 698 Behavioural finance 685 Yield curve 638 Zinsstruktur 637 Welt 595 World 595 Derivat 544 Derivative 544 Stochastischer Prozess 471 Stochastic process 470 Schätztheorie 423 Estimation theory 422 Prognoseverfahren 401
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Online availability
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Free 4,905 Undetermined 2,113
Type of publication
All
Article 7,733 Book / Working Paper 7,219 Journal 18
Type of publication (narrower categories)
All
Article in journal 7,239 Aufsatz in Zeitschrift 7,239 Graue Literatur 2,861 Non-commercial literature 2,861 Arbeitspapier 2,652 Working Paper 2,652 Hochschulschrift 674 Thesis 584 Aufsatz im Buch 457 Book section 457 Collection of articles written by one author 155 Sammlung 155 Bibliografie enthalten 109 Bibliography included 109 Collection of articles of several authors 101 Sammelwerk 101 Lehrbuch 99 Dissertation u.a. Prüfungsschriften 44 Systematic review 44 Übersichtsarbeit 44 Konferenzschrift 37 Aufsatzsammlung 31 Commentary 30 Kommentar 30 Glossar enthalten 27 Glossary included 27 Conference paper 26 Konferenzbeitrag 26 Conference proceedings 21 Reprint 16 Amtsdruckschrift 14 Government document 14 Handbook 12 Handbuch 12 Forschungsbericht 10 Mehrbändiges Werk 10 Multi-volume publication 10 Bibliografie 7 Festschrift 6 Case study 5
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Language
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English 14,142 German 624 Spanish 69 French 63 Italian 30 Undetermined 14 Portuguese 13 Danish 7 Polish 5 Swedish 3 Czech 2 Norwegian 2 Afrikaans 1 Hungarian 1 Dutch 1
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Author
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Hens, Thorsten 63 Campbell, John Y. 59 Zhang, Lu 59 Harvey, Campbell R. 55 Ferson, Wayne E. 54 Bali, Turan G. 51 Bekaert, Geert 50 Jarrow, Robert A. 48 Fabozzi, Frank J. 47 Stambaugh, Robert F. 47 Cochrane, John H. 44 Zaremba, Adam 44 Faff, Robert W. 41 Jagannathan, Ravi 41 He, Xue-zhong 39 Robotti, Cesare 38 Fama, Eugene F. 36 Kan, Raymond 36 Madan, Dilip B. 35 Zhou, Guofu 34 Bansal, Ravi 32 Guo, Hui 32 Lettau, Martin 32 Yaron, Amir 32 Chiarella, Carl 31 Lo, Andrew W. 30 Lustig, Hanno 30 Hansen, Lars Peter 29 Levy, Haim 29 Bossaerts, Peter L. 28 Lee, Cheng F. 28 Löffler, Andreas 28 Duffie, Darrell 27 Gouriéroux, Christian 27 Hommes, Cars H. 27 Kogan, Leonid 27 Shanken, Jay 27 Longstaff, Francis A. 26 Ang, Andrew 25 Epstein, Larry G. 25
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Institution
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National Bureau of Economic Research 357 Institut für Schweizerisches Bankwesen <Zürich> 22 National Centre of Competence in Research North South <Bern> 13 Ekonomiska forskningsinstitutet <Stockholm> 10 Federal Reserve Bank of St. Louis 9 Institute of Finance and Accounting <London> 9 National Centre of Competence in Research - Financial Valuation and Risk Management 8 University of Chicago / Center for Research in Security Prices 8 Centre for Analytical Finance <Århus> 7 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 7 Centre for Economic Policy Research 6 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 6 Rodney L. White Center for Financial Research 6 Springer Fachmedien Wiesbaden 6 Chambre de commerce et d'industrie de Paris 5 Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique 5 Erasmus Research Institute of Management 5 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 5 Svenska Handelshögskolan <Helsinki> 5 Federal Reserve Bank of San Francisco 4 Federal Reserve System / Board of Governors 4 Stanford Institute for Economic Policy Research 4 Universität <München> / Fakultät für Betriebswirtschaft 4 American Finance Association 3 Center for Economic Research <Tilburg> 3 Federal Reserve System / Division of Research and Statistics 3 Institut for Finansiering <Frederiksberg> 3 Instituto Valenciano de Investigaciones Económicas 3 International Center for Financial Asset Management and Engineering 3 Københavns Universitet / Økonomisk Institut 3 Manchester Business School 3 Nationalekonomiska Institutionen <Lund> 3 The Wharton Financial Institutions Center 3 Universitat Pompeu Fabra / Departament d'Economia i Empresa 3 University of Hong Kong / School of Economics and Finance 3 University of York / Department of Economics and Related Studies 3 Universität Graz - Institut für Finanzwirtschaft 3 Université de Montréal / Département de sciences économiques 3 École des Hautes Études Commerciales <Lausanne> 3 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 2
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Published in...
All
NBER working paper series 354 Working paper / National Bureau of Economic Research, Inc. 348 Journal of financial economics 248 Journal of banking & finance 242 The journal of finance : the journal of the American Finance Association 234 The review of financial studies 209 Journal of economic dynamics & control 149 Journal of financial and quantitative analysis : JFQA 121 Journal of empirical finance 120 NBER Working Paper 105 Discussion paper / Centre for Economic Policy Research 98 Economics letters 88 Finance research letters 87 Mathematical finance : an international journal of mathematics, statistics and financial theory 86 Applied financial economics 80 International journal of theoretical and applied finance 76 Journal of international money and finance 73 Management science : journal of the Institute for Operations Research and the Management Sciences 73 Applied economics 71 The European journal of finance 70 International review of financial analysis 67 The journal of futures markets 67 Journal of monetary economics 66 Research paper series / Swiss Finance Institute 66 Economic modelling 65 Finance and stochastics 63 Journal of international financial markets, institutions & money 61 Review of quantitative finance and accounting 61 Working paper 61 The journal of portfolio management : a publication of Institutional Investor 60 Journal of economic theory 59 International review of economics & finance : IREF 56 Pacific-Basin finance journal 55 The North American journal of economics and finance : a journal of financial economics studies 54 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 52 Advances in futures and options research : a research annual 50 The journal of asset management 50 Journal of mathematical economics 48 Annals of finance 47 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 45
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Source
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ECONIS (ZBW) 14,761 USB Cologne (EcoSocSci) 117 USB Cologne (business full texts) 91 BASE 1
Showing 1 - 10 of 14,970
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Market and accounting measures of risk : the case of the Frankfurt stock exchange
Rutkowska-Ziarko, Anna - In: Risks : open access journal 10 (2022) 1, pp. 1-17
The main purpose of this study was to explore the relationship between market and accounting measures of risk and the profitability of companies listed on the Frankfurt Stock Exchange. An important aspect of the study was to employ accounting beta coefficients as a systematic risk measure. The...
Persistent link: https://www.econbiz.de/10012805424
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The non-linear trade-off between return and risk and its determinants
Cotter, John; Salvador, Enrique - 2022
Persistent link: https://www.econbiz.de/10013184750
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Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31
The rapid growth of electric vehicles, solar roofs, and wind power suggests that the potential growth in green equity investments is an emerging trend. Accordingly, this study measured the predictors of excess equity returns in a portfolio of global green energy producers, from 2010 to 2019....
Persistent link: https://www.econbiz.de/10012872607
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Do ethical companies have high stock prices or high returns?
Yu, Bing; Wu, Shengxiong; Lenard, Mary Jane - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-15
In this paper, we examine the performance of an impact investing strategy using the most ethical companies to build an impact investing portfolio. We test the time-series and cross-sectional returns of the impact portfolio, explore the financial analyst coverage of the most ethical firms, and...
Persistent link: https://www.econbiz.de/10012872609
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Term structure modeling under volatility uncertainty
Hölzermann, Julian - In: Mathematics and financial economics 16 (2022) 2, pp. 317-343
Persistent link: https://www.econbiz.de/10013167938
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Multifactor market indexes
Liu, Wei; Kolari, James W. - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-26
This paper combines the CRSP market index with multiple factors to create a single multifactor market index. Empirical tests of different multifactor market indexes indicate that: (1) Sharpe ratios substantially increase and GRS test statistics decrease as multifactors are incrementally added to...
Persistent link: https://www.econbiz.de/10013168866
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The indirect effects of oil price on consumption through assets
Razmi, Seyedeh Fatemeh; Torki, Leila; Razmi, Mohammad Javad - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 236-242
Persistent link: https://www.econbiz.de/10013169807
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A closed-form pricing formula for European options in an illiquid asset market
Pasricha, Puneet; Zhu, Song-Ping; He, Xin-Jiang - In: Financial innovation : FIN 8 (2022), pp. 1-18
This article addresses the problem of pricing European options when the underlying asset is not perfectly liquid. A liquidity discounting factor as a function of market-wide liquidity governed by a mean-reverting stochastic process and the sensitivity of the underlying price to market-wide...
Persistent link: https://www.econbiz.de/10013170252
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Is there a value premium in cryptoasset markets?
Liebi, Luca J. - 2022 - [Version] January 19, 2022
Persistent link: https://www.econbiz.de/10012609730
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Is the value effect due to M&A deals? : evidence from the Italian stock market
Roma, Antonio - In: Economic notes 51 (2022) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012795400
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