EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Factor pricing"
Narrow search

Narrow search

Year of publication
Subject
All
CAPM 14 Estimation theory 6 Schätztheorie 6 Capital income 5 Factor pricing models 5 Kapitaleinkommen 5 Statistical test 5 Statistischer Test 5 Börsenkurs 4 CU-GMM 4 Share price 4 Sparse alternatives 4 Stochastic discount factor 4 Theorie 4 Theory 4 factor pricing models 4 Aktienmarkt 3 Estimation 3 Forward premium puzzle 3 Generalised Empirical Likelihood 3 Portfolio selection 3 Portfolio-Management 3 Schätzung 3 Stock market 3 asset pricing 3 bond yields 3 factor pricing 3 stochastic discount factor/pricing kernel 3 Beta risk 2 Betafaktor 2 Capital market returns 2 Capital market theory 2 Cross-section analysis 2 Discounting 2 Diskontierung 2 Efficient market hypothesis 2 Effizienzmarkthypothese 2 Factor analysis 2 Factor price 2 Factor pricing 2
more ... less ...
Online availability
All
Undetermined 13 Free 11
Type of publication
All
Article 16 Book / Working Paper 14
Type of publication (narrower categories)
All
Article in journal 14 Aufsatz in Zeitschrift 14 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Thesis 1 Working Paper 1
more ... less ...
Language
All
English 20 Undetermined 9 Portuguese 1
Author
All
Sentana, Enrique 6 Peñaranda, Francisco 5 Kenc, Turalay 3 Sola, Martin 3 Driffill, John 2 Feng, Long 2 Liu, Binghui 2 Ma, Yanyuan 2 Yao, Jiawei 2 Abhyankar, Abhay 1 Brown, Stephen 1 Chen, Dongxu 1 Chen, Yuzhi 1 Constantinides, George M. 1 Driffil, John 1 Fan, Jianqing 1 Fang, Yi 1 Garcia, Alexandre Schwinden 1 Gentle, James E. 1 Goetzmann, William 1 Gonzalez, Angelica 1 Hiraki, Takato 1 Hu, Zhangzhi 1 Hung, Jung-Hua 1 Jackwerth, Jens Carsten 1 Kim, Soohun 1 Kleibergen, Frank 1 Korajczyk, Robert A. 1 Lan, Wei 1 Liao, Yuan 1 Liu, Yong-Chin 1 Lundtofte, Frederik 1 Manresa, Elena 1 Neuhierl, Andreas 1 Novak, Jiri 1 Novák, Jiri 1 Qiao, Kenan 1 Ren, Hang 1 Santos, André A. P. 1 Savov, Alexi 1
more ... less ...
Institution
All
C.E.P.R. Discussion Papers 2 Centro de Estudios Monetarios y Financieros (CEMFI) 2 Barcelona Graduate School of Economics (Barcelona GSE) 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Royal Economic Society - RES 1 School of Economics, University of Edinburgh 1 School of Management, Yale University 1 Society for Computational Economics - SCE 1
more ... less ...
Published in...
All
Journal of econometrics 3 CEPR Discussion Papers 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI) 2 Applied economics letters 1 Computing in Economics and Finance 2003 1 Czech Journal of Economics and Finance (Finance a uver) 1 Discussion paper series 1 ESE Discussion Papers 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Energy economics 1 Finance a úvěr 1 International review of economics & finance : IREF 1 Journal of Air Transport Management 1 Journal of financial economics 1 Journal of investment management : JOIM 1 Pacific-Basin finance journal 1 Revista Brasileira de Finanças : RBFin 1 Royal Economic Society Annual Conference 2003 1 Working Paper Series of the Department of Economics, University of Konstanz 1 Working Papers / Barcelona Graduate School of Economics (Barcelona GSE) 1 Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan 1 Yale School of Management Working Papers 1
more ... less ...
Source
All
ECONIS (ZBW) 15 RePEc 14 BASE 1
Showing 1 - 10 of 30
Cover Image
A factor pricing ,odel under ambiguity : a multi-period framework
Wakai, Katsutoshi - 2023
Persistent link: https://www.econbiz.de/10014323538
Saved in:
Cover Image
A new salient factor and equity returns : empirical evidence from A-Shares
Zhou, Hailin; Hu, Zhangzhi; Wu, Xinyu - In: Applied economics letters 32 (2025) 2, pp. 286-294
Persistent link: https://www.econbiz.de/10015195293
Saved in:
Cover Image
Power enhancement for testing multi-factor asset pricing models via Fisher's method
Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of econometrics 239 (2024) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10015074451
Saved in:
Cover Image
Adaptive testing for alphas in high-dimensional factor pricing models
Xia, Qiang; Zhang, Xianyang - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 640-653
Persistent link: https://www.econbiz.de/10015053435
Saved in:
Cover Image
A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long; Liu, Binghui; Ma, Yanyuan - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 257-271
Persistent link: https://www.econbiz.de/10014449920
Saved in:
Cover Image
A factor pricing model based on machine learning algorithm
Fang, Yi; Chen, Yuzhi; Ren, Hang - In: International review of economics & finance : IREF 88 (2023), pp. 280-297
Persistent link: https://www.econbiz.de/10014474520
Saved in:
Cover Image
Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - In: Journal of financial economics 147 (2023) 2, pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
Cover Image
Characteristic-Based returns : alpha or smart beta?
Kim, Soohun; Korajczyk, Robert A.; Neuhierl, Andreas - In: Journal of investment management : JOIM 20 (2022) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10013173472
Saved in:
Cover Image
Stock return asymmetry in China
Chen, Dongxu; Wu, Ke; Zhu, Yifeng - In: Pacific-Basin finance journal 73 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013380678
Saved in:
Cover Image
High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long; Lan, Wei; Liu, Binghui; Ma, Yanyuan - In: Journal of econometrics 229 (2022) 1, pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
Saved in:
  • 1
  • 2
  • 3
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...