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  • Search: subject:"ICAPM"
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Year of publication
Subject
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ICAPM 132 CAPM 68 Capital income 42 Kapitaleinkommen 42 Risk premium 40 Risikoprämie 37 Theorie 29 Theory 27 Risk 25 Portfolio selection 24 Portfolio-Management 24 Risiko 24 Börsenkurs 20 Share price 20 Aktienmarkt 19 Schätzung 19 Stock market 19 Estimation 18 Volatility 17 Volatilität 16 ARCH-Modell 15 ARCH model 14 Capital market returns 14 Kapitalmarktrendite 14 risk premium 13 Market integration 11 Marktintegration 11 Time-varying integration 10 Korrelation 9 Anlageverhalten 8 Asset pricing 8 Behavioural finance 8 Emerging economies 8 Schwellenländer 8 Correlation 7 Exchange rate risk 7 Multivariate GARCH 7 Welt 7 World 7 Währungsrisiko 7
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Online availability
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Undetermined 67 Free 57 CC license 1
Type of publication
All
Article 111 Book / Working Paper 45
Type of publication (narrower categories)
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Article in journal 73 Aufsatz in Zeitschrift 73 Working Paper 11 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 2 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 93 Undetermined 59 French 2 Spanish 2
Author
All
Guesmi, Khaled 30 Nguyen, Duc Khuong 10 Teulon, Frédéric 9 Abid, Ilyes 8 Bali, Turan G. 6 Urba´nski, Stanislaw 6 Boubakri, Salem 4 Cho, Sungjun 4 Fernandez, Viviana 4 Kaabia, Olfa 4 Conrad, Christian 3 Ftiti, Zied 3 GUESMI, Khaled 3 Jahan-Parvar, Mohammad R. 3 Li, Bin 3 Maio, Paulo 3 Mammen, Enno 3 Saleem, Kashif 3 Sohn, Bumjean 3 Tang, Yi 3 Teulon, Frederic 3 Yang, Yan 3 Baena, César 2 Bianchi, Daniele 2 Copeland, Laurence 2 Engle, Robert F. 2 Fattoum, Salma 2 Guidolin, Massimo 2 Guillaumin, Cyriac 2 Guo, Hui 2 Huang, Lin 2 Kinnunen, Jyri 2 Kwon, Ji Ho 2 Lahiani, Amine 2 Leśkow, Jacek 2 Long, Ling 2 Mankai, Selim 2 Martikainen, Minna 2 Mishra, Anil V. 2 Mohammadi, Hassan 2
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Institution
All
Institut de Préparation à l'Administration et à la Gestion (IPAG) 14 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 3 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 2 Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften 1 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 C.E.P.R. Discussion Papers 1 Central Bank of Luxembourg 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 EconWPA 1 Econometric Society 1 Economics Section, Cardiff Business School 1 Institute for International Integration Studies (IIIS), Trinity College Dublin 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1
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Published in...
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Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 14 Economics Bulletin 5 Finance research letters 5 Journal of international financial markets, institutions & money 4 Applied economics 3 Economic Modelling 3 International Review of Financial Analysis 3 International review of financial analysis 3 Journal of Banking & Finance 3 Journal of banking & finance 3 Journal of empirical finance 3 Koç University-TUSIAD Economic Research Forum Working Papers 3 MPRA Paper 3 The journal of applied business research 3 Working Paper 3 Cardiff Economics Working Papers 2 EconomiX Working Papers 2 Economic modelling 2 Emerging Markets Finance and Trade 2 Energy economics 2 Folia oeconomica Stetinensia : FOS 2 International journal of finance & economics : IJFE 2 Journal of financial economics 2 Journal of international money and finance 2 Pacific-Basin finance journal 2 Studies in Nonlinear Dynamics & Econometrics 2 Accounting and finance 1 Annals of Financial Economics (AFE) 1 Applied Financial Economics 1 Australian journal of management 1 BCL working papers 1 BORRADORES DE ECONOMIA 1 Borradores de Economia 1 Brussels Economic Review 1 CEPR Discussion Papers 1 CIRANO Working Papers 1 Cardiff economics working papers 1 Discussion Paper Series 1 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Discussion paper series / University of Heidelberg, Department of Economics 1
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Source
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ECONIS (ZBW) 78 RePEc 69 EconStor 8 BASE 1
Showing 1 - 10 of 156
Did you mean: subject:"capm" (21,269 results)
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Foreign economic policy uncertainty and U.S. equity returns
Jahan-Parvar, Mohammad R.; Kitsul, Yuriy; Rahman, Jamil; … - 2024 - This draft: September 2024
Persistent link: https://www.econbiz.de/10015271870
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Distorted beliefs and asset prices
Bretscher, Lorenzo; Malkhozov, Aytek; Tamoni, Andrea; … - 2024
Persistent link: https://www.econbiz.de/10015130710
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The risk-return tradeoff among equity factors
Barroso, Pedro; Maio, Paulo - In: Journal of empirical finance 78 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015132822
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An Islamic inter-temporal capital asset pricing model : evidence from GCC indexes
Alahouel, Fatma; Loukil, Nadia - In: International journal of finance & economics : IJFE 30 (2025) 4, pp. 4095-4112
Persistent link: https://www.econbiz.de/10015482740
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An intertemporal risk factor model
Chabi-Yo, Fousseni; Gonçalves, Andrei S.; Loudis, … - In: Management science : journal of the Institute for … 71 (2025) 8, pp. 6518-6544
Persistent link: https://www.econbiz.de/10015447387
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An intertemporal international asset pricing model : theory and evidence
Jacoby, Gady; Liao, Rose C.; Wang, Yan; Wu, Zhenyu - In: Journal of international financial markets, … 102 (2025), pp. 1-21
Persistent link: https://www.econbiz.de/10015412383
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The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho; Sohn, Bumjean - In: Finance research letters 60 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
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State-dependent volatility feedback effect in the ICAPM
Kilic, Osman; Nam, Kiseok; O'Connor, Matthew L. - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
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Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
Urba´nski, Stanislaw; Leśkow, Jacek - In: Statistics in transition : an international journal of … 21 (2020) 1, pp. 73-94
The aim of this paper is to present the method for estimating the cost of capital of typical portfolios available on the Warsaw Stock Exchange. The authors introduce the three factor Fama-French model and its two modifications. They also apply the bootstrap method to evaluate the variability of...
Persistent link: https://www.econbiz.de/10012183556
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Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
Urbański, Stanisław; Leśkow, Jacek - In: Statistics in Transition New Series 21 (2020) 1, pp. 73-94
The aim of this paper is to present the method for estimating the cost of capital of typical portfolios available on the Warsaw Stock Exchange. The authors introduce the three factor Fama-French model and its two modifications. They also apply the bootstrap method to evaluate the variability of...
Persistent link: https://www.econbiz.de/10012600219
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