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  • Search: subject:"Capital-Asset-Pricing-Modell"
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Year of publication
Subject
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CAPM 20,335 Theorie 10,616 Theory 10,615 Capital income 5,698 Kapitaleinkommen 5,698 Portfolio selection 5,014 Portfolio-Management 5,014 Börsenkurs 4,679 Share price 4,669 Risikoprämie 3,458 Risk premium 3,449 Estimation 3,014 Schätzung 3,014 Risk 2,764 Risiko 2,761 Volatilität 1,958 Volatility 1,951 Aktienmarkt 1,771 Stock market 1,736 USA 1,645 United States 1,634 Anlageverhalten 1,477 Behavioural finance 1,463 Optionspreistheorie 1,373 Option pricing theory 1,360 Betafaktor 1,324 Beta risk 1,312 Financial market 1,229 Finanzmarkt 1,229 Kapitalmarktrendite 1,062 Capital market returns 1,061 Kapitalmarkttheorie 956 Welt 930 World 930 Capital market theory 914 Stochastischer Prozess 857 Stochastic process 855 Yield curve 845 Zinsstruktur 845 Asset pricing 798
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Online availability
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Free 7,257 Undetermined 4,473 CC license 255 Digitizable 2
Type of publication
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Article 10,819 Book / Working Paper 9,772 Journal 17
Subcategories
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Article in journal 10,032 Working paper 3,311 Book section 535 Textbook 111 Proceedings 87 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 19,750 German 654 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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Zaremba, Adam 87 Campbell, John Y. 82 Zhang, Lu 80 Hens, Thorsten 71 Ferson, Wayne E. 68 Jarrow, Robert A. 67 Fabozzi, Frank J. 65 Harvey, Campbell R. 64 Cochrane, John H. 60 Stambaugh, Robert F. 60 Bekaert, Geert 59 Bali, Turan G. 56 Hansen, Lars Peter 53 Jagannathan, Ravi 51 Robotti, Cesare 50 Lo, Andrew W. 49 Cakici, Nusret 47 Kan, Raymond 47 He, Xue-zhong 46 Kelly, Bryan T. 46 Lee, Cheng F. 46 Zhou, Guofu 45 Faff, Robert W. 44 Kogan, Leonid 43 Madan, Dilip B. 43 Lettau, Martin 41 Polk, Christopher 41 Lustig, Hanno 40 Ang, Andrew 38 Fama, Eugene F. 36 Guidolin, Massimo 36 Hommes, Cars H. 36 Prokopczuk, Marcel 36 Bansal, Ravi 35 Pedersen, Lasse Heje 35 Shanken, Jay 35 Başak, Suleyman 34 Bossaerts, Peter L. 34 Duffie, Darrell 34 Guo, Hui 34
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Institution
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National Bureau of Economic Research 420 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 Centre for Economic Policy Research 7 Chambre de commerce et d'industrie de Paris 7 Erasmus Research Institute of Management 7 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 6 Deutsche Forschungsgemeinschaft 6 Rodney L. White Center for Financial Research 6 Springer Fachmedien Wiesbaden 6 Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique 5 Federal Reserve System / Division of Research and Statistics 5 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 5 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn 5 Svenska Handelshögskolan <Helsinki> 5 World Scientific (Firm) 5 American Finance Association 4 Federal Reserve Bank of San Francisco 4 Federal Reserve System / Board of Governors 4 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 4 Stanford Institute for Economic Policy Research 4 Universität <München> / Fakultät für Betriebswirtschaft 4 Center for Economic Research <Tilburg> 3 Escola de Pós-Graduação em Economia <Rio de Janeiro> 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 Lunds Universitet / Nationalekonomiska Institutionen 3 Manchester Business School 3 Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn 3 The Wharton Financial Institutions Center 3 Universitat Pompeu Fabra / Departament d'Economia i Empresa 3 University of British Columbia / Finance Division 3
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Published in...
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NBER working paper series 407 Journal of financial economics 333 Working paper / National Bureau of Economic Research, Inc. 332 Journal of banking & finance 300 NBER Working Paper 286 The journal of finance : the journal of the American Finance Association 277 The review of financial studies 230 Finance research letters 218 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 90 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 67 Annals of finance 66 Research in international business and finance 63 Applied economics letters 59
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Source
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ECONIS (ZBW) 20,399 USB Cologne (EcoSocSci) 117 USB Cologne (business full texts) 91 BASE 1
Showing 1 - 10 of 17,467
 
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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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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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Investor valuation, taxation, and time varying expected returns
Bjerksund, Petter; Schjelderup, Guttorm - 2026
This paper analyzes the valuation of publicly traded stocks subject to capital income and wealth taxation when expected returns are time-varying. We show that, in an efficient capital market, investor valuation coincides with the market price under a broad class of tax systems, including accrued...
Persistent link: https://www.econbiz.de/10015654699
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Tracing the history of asset price bubble theory : a literature review
Dubach, Sally - 2026
The literature on rational asset price bubbles has grown substantially, yet its internal logic is difficult to trace without reading across a large and technically demanding body of work. This paper provides a guide to the literature on rational asset price bubble theory, tracing its evolution...
Persistent link: https://www.econbiz.de/10015654770
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Large and deep factor models
Kelly, Bryan T.; Kuznetsov, Boris; Malamud, Semyon; Xu, … - 2026
Persistent link: https://www.econbiz.de/10015609789
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Asset pricing robustness in venture capital
Michopoulos, Ioannis; Scaillet, Olivier; Topaloglou, Nikolas - 2026
Persistent link: https://www.econbiz.de/10015609793
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Demand-based asset pricing in general equilibrium
Abadi, Joseph - 2026
Persistent link: https://www.econbiz.de/10015609903
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Essays on empirical asset pricing
Stolborg, Christian - 2026 - First edition
Persistent link: https://www.econbiz.de/10015614176
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Essays in empirical asset pricing
Luber, Sebastian - 2026 - First edition
Persistent link: https://www.econbiz.de/10015614195
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Disasters, ambiguity, and crash betas
Meyerheim, Gerrit - 2026 - Original Version: October 2025, This Version: March 2026
This paper develops a tractable consumption-based asset-pricing model in an i.i.d. economy that combines rare consumption disasters with ambiguity aversion implemented as a one-period entropic tilt under CRRA utility. Closed-form expressions for the risk-free rate, equity return moments, and the...
Persistent link: https://www.econbiz.de/10015614347
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