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Search: subject:"Intertemporal CAPM"
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Intertemporal CAPM
29
CAPM
26
Capital income
18
Kapitaleinkommen
18
Theorie
16
Theory
16
Portfolio selection
13
Portfolio-Management
13
Schätzung
12
Estimation
11
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9
Risikoprämie
9
Share price
9
Risiko
8
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8
Risk premium
8
Forecasting model
6
Prognoseverfahren
6
Aktienmarkt
5
Asset pricing
5
Capital market returns
5
Cross-section of stock returns
5
Kapitalmarktrendite
5
Stock market
5
intertemporal CAPM
5
Asset pricing models
3
Linear multifactor models
3
Predictability of stock returns
3
Return decomposition
3
Yield curve
3
Zinsstruktur
3
Ankündigungseffekt
2
Anlageverhalten
2
Announcement effect
2
Behavioural finance
2
Bubbles
2
Cash Flow
2
Cash flow
2
Cash flow news
2
China
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Undetermined
25
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5
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29
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23
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English
28
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6
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Maio, Paulo
8
Cappiello, Lorenzo
3
Jarrow, Robert A.
3
Koutmos, Dimitrios
3
Lin, Qi
3
Gonçalves, Andrei S.
2
Guéné, Stéphane
2
Jahan-Parvar, Mohammad R.
2
Philip, Dennis
2
Santa-Clara, Pedro
2
Barroso, Pedro
1
Bianchi, Francesco
1
Boons, Martijn
1
Chanon Chingchayanurak
1
Chauv, Frankie
1
Cheng, Ai-Ru
1
Cheng, Ai-ru
1
Cooper, Ilan
1
Deesomsak, Rataporn
1
Faff, Robert W.
1
Gharghori, Philip
1
Guo, Hui
1
Hoang, Khoa
1
Huang, Ronghong
1
Huang, Shirley J.
1
Karehnke, Paul
1
Kim, Dongcheol
1
Kim, Soon-Ho
1
Kwon, Ji Ho
1
Lin, Xi
1
Liu, Qianqiu
1
Meng, Liang
1
Min, Byoung-Kyu
1
Najand, Mohammad
1
Panutat Maneemaroj
1
Ravi Lonkani
1
Shin, Hyun-Soo
1
Simkus, Matthew
1
Sun, Licheng
1
Truong, Helen
1
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Journal of banking & finance
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
The quarterly journal of finance
2
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1
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ECONIS (ZBW)
24
RePEc
9
EconStor
1
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31
Evaluating asset pricing models in the Korean stock market
Kim, Soon-Ho
;
Kim, Dongcheol
;
Shin, Hyun-Soo
- In:
Pacific-Basin Finance Journal
20
(
2012
)
2
,
pp. 198-227
are the CAPM, APT-motivated models, the Consumption-based CAPM,
Intertemporal
CAPM
-motivated models, and the Jagannathan …
Persistent link: https://www.econbiz.de/10010572486
Saved in:
32
An international capital asset pricing model with heterogeneous expectations
Koutmos, Dimitrios
- In:
Journal of international financial markets, …
22
(
2012
)
5
,
pp. 1176-1187
Persistent link: https://www.econbiz.de/10010220191
Saved in:
33
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
34
Do fixed income securities also show asymmetric effects in conditional second moments?
Cappiello, Lorenzo
-
2000
This paper estimates a trivariate two-factor conditional version of the
Intertemporal
CAPM
of Merton (1973). The three …
Persistent link: https://www.econbiz.de/10005534193
Saved in:
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