//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic dynamics & control"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CAPM"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
172
Theorie
116
Theory
116
Portfolio selection
33
Portfolio-Management
33
Risikoprämie
32
Risk premium
32
Börsenkurs
27
Share price
27
Capital income
26
Kapitaleinkommen
26
Asset pricing
22
Volatility
20
Volatilität
20
Stochastic process
18
Stochastischer Prozess
18
Erwartungsbildung
15
Expectation formation
15
Anlageverhalten
14
Behavioural finance
14
Option pricing theory
13
Optionspreistheorie
13
Rational expectations
13
Rationale Erwartung
13
Risiko
13
Risk
13
Estimation
12
Risikoaversion
12
Risk aversion
12
Schätzung
12
Learning process
11
Lernprozess
11
Allgemeines Gleichgewicht
9
Begrenzte Rationalität
9
Bounded rationality
9
General equilibrium
9
Yield curve
9
Zinsstruktur
9
Equity premium puzzle
8
Equity-Premium-Puzzle
8
more ...
less ...
Online availability
All
Undetermined
53
Type of publication
All
Article
171
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
172
Aufsatz in Zeitschrift
172
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
172
Author
All
Hommes, Cars H.
7
Li, Kai
4
Akdeniz, Levent
3
Anufriev, Mikhail
3
Bidarkota, Prasad V.
3
Bottazzi, Giulio
3
Branger, Nicole
3
Dindo, Pietro
3
Li, Youwei
3
Lioui, Abraham
3
Zaremba, Adam
3
Brock, William A.
2
Cakici, Nusret
2
Challe, Edouard
2
Collard, Fabrice
2
Dechert, W. Davis
2
Den Haan, Wouter J.
2
Detemple, Jérôme B.
2
Dupoyet, Brice V.
2
Franke, Reiner
2
Guo, Bin
2
He, Xue-zhong
2
Huang, Fuzhe
2
Koo, Hyeng-keun
2
Leippold, Markus
2
Long, Huaigang
2
McCulloch, J. Huston
2
Panchenko, Valentyn
2
Schaller, Huntley
2
Schlag, Christian
2
Trojani, Fabio
2
Tuinstra, Jan
2
Veld, Daan in 't
2
Wang, Duo
2
Wenzelburger, Jan
2
Zenios, Stauros Andrea
2
Zimper, Alexander
2
Agarwal, Vikas
1
Alonso, Irasema
1
Athanasoulis, Stefano
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
NBER working paper series
386
Working paper / National Bureau of Economic Research, Inc.
329
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
250
The review of financial studies
220
Finance research letters
165
Journal of empirical finance
162
International review of financial analysis
129
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
115
Economics letters
109
Pacific-Basin finance journal
100
Discussion paper / Centre for Economic Policy Research
98
Research paper series / Swiss Finance Institute
97
Applied economics
93
International review of economics & finance : IREF
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
87
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
82
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
76
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
66
Annals of finance
60
The journal of portfolio management : a publication of Institutional Investor
60
Discussion papers / CEPR
58
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
172
Showing
1
-
50
of
172
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
The impact of asset purchases in an experimental market with consumption smoothing motives
Duan, Jieyi
;
Hanaki, Nobuyuki
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014480348
Saved in:
3
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
Saved in:
4
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
5
Asset prices in a labor search model with confidence shocks
Krivenko, Pavel
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478152
Saved in:
6
Asset prices and standing facilities in a monetary economy
Matsuoka, Tarishi
- In:
Journal of economic dynamics & control
135
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013387817
Saved in:
7
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
8
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
9
Market stability with machine learning agents
Georges, Christophre
;
Pereira, Javier
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
Saved in:
10
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
11
Stock prices and the risk-free rate : An internal rationality approach
Zhang, Tongbin
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012668505
Saved in:
12
Coordination on bubbles in large-group asset pricing experiments
Te, Bao
;
Hennequin, Myrna
;
Hommes, Cars H.
;
Massaro, …
- In:
Journal of economic dynamics & control
110
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012501309
Saved in:
13
Shadow banks, leverage risks, and asset prices
Feng, Xu
;
Lu, Lei
;
Xiao, Yajun
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012501436
Saved in:
14
Mean-variance analysis and the Modified Market Portfolio
Wenzelburger, Jan
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012501447
Saved in:
15
Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012502310
Saved in:
16
Labor market search, endogenous disasters and the equity premium puzzle
Heiberger, Christopher
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502573
Saved in:
17
Investor overconfidence and the security market line : new evidence from China
Han, Xing
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
Saved in:
18
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
19
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
20
Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
Saved in:
21
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
22
Functional Ross recovery : theoretical results and empirical tests
Dillschneider, Yannick
;
Maurer, Raimond
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012313623
Saved in:
23
Can competition between forecasters stabilize asset prices in learning to forecast experiments?
Kopányi, Dávid
;
Rabanal, Jean Paul
;
Rud, Olga A.
; …
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012314007
Saved in:
24
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
25
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
Saved in:
26
Continuous-time smooth ambiguity preferences
Suzuki, Masataka
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 30-44
Persistent link: https://www.econbiz.de/10011974017
Saved in:
27
Time-varying arbitrage and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
28
Portfolio selection with consumption ratcheting
Jeon, Junkee
;
Koo, Hyeng-keun
;
Shin, Yong Hyun
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 153-182
Persistent link: https://www.econbiz.de/10011974418
Saved in:
29
The distribution of cross sectional momentum returns
Kwon, Oh Kang
;
Satchell, Stephen
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 225-241
Persistent link: https://www.econbiz.de/10012004391
Saved in:
30
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
31
Asset prices and wealth dynamics in a financial market with random demand shocks
Dindo, Pietro
;
Staccioli, Jacopo
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 187-210
Persistent link: https://www.econbiz.de/10012004924
Saved in:
32
Equilibrium variance risk premium in a cost-free production economy
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 42-60
Persistent link: https://www.econbiz.de/10012004952
Saved in:
33
Equilibrium asset pricing with Epstein-Zin and loss-averse investors
Guo, Jing
;
He, Xue Dong
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 86-108
Persistent link: https://www.econbiz.de/10011817209
Saved in:
34
Equal risk pricing under convex trading constraints
Guo, Ivan
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011817212
Saved in:
35
Markets with heterogeneous beliefs : a necessary and sufficient condition for a trader to vanish
Massari, Filippo
- In:
Journal of economic dynamics & control
78
(
2017
),
pp. 190-205
Persistent link: https://www.econbiz.de/10011817568
Saved in:
36
Disaster risk and preference shifts in a New Keynesian model
Isoré, Marlène
;
Szczerbowicz, Urszula
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 97-125
Persistent link: https://www.econbiz.de/10011817605
Saved in:
37
Booms, busts and behavioural heterogeneity in stock prices
Hommes, Cars H.
;
Veld, Daan in 't
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 101-124
Persistent link: https://www.econbiz.de/10011817632
Saved in:
38
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
39
Imperfect knowledge, liquidity and bubbles
Branch, William A.
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 17-42
Persistent link: https://www.econbiz.de/10011708143
Saved in:
40
A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.
;
Liu, Xiaochun
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
Saved in:
41
Consumption-based CAPM with belief heterogeneity
Shi, Lei
- In:
Journal of economic dynamics & control
65
(
2016
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011708306
Saved in:
42
Asset pricing with expectation shocks
Elias, Christopher J.
- In:
Journal of economic dynamics & control
65
(
2016
),
pp. 68-82
Persistent link: https://www.econbiz.de/10011708319
Saved in:
43
Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
Veld, Daan in 't
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 45-67
Persistent link: https://www.econbiz.de/10011708428
Saved in:
44
Asset prices with non-permanent shocks to consumption
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 152-178
Persistent link: https://www.econbiz.de/10011708527
Saved in:
45
Identification and inference in two-pass asset pricing models
Khalaf, Lynda
;
Schaller, Huntley
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 165-177
Persistent link: https://www.econbiz.de/10011708673
Saved in:
46
Cross-sectional asset pricing with heterogeneous preferences and beliefs
Hansen, Simon Lysbjerg
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 125-151
Persistent link: https://www.econbiz.de/10011574648
Saved in:
47
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
48
House price dynamics : fundamentals and expectations
Granziera, Eleonora
;
Kozicki, Sharon
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 152-165
Persistent link: https://www.econbiz.de/10011575087
Saved in:
49
"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
Saved in:
50
Learning from experience in the stock market
Nakov, Anton
;
Nuño, Galo
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 224-239
Persistent link: https://www.econbiz.de/10011474196
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->