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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Schätzung"
~subject:"Portfolio selection"
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Schätzung
Portfolio selection
CAPM
46
Theorie
42
Theory
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6
Risk premium
6
Capital income
5
Estimation
5
Estimation theory
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Method of moments
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Bossaerts, Peter L.
1
Christensen, Timothy M.
1
Gagliardini, Patrick
1
Gibbons, Michael R.
1
Grossman, Sanford J.
1
Koijen, Ralph S. J.
1
Kubler, Felix
1
Laroque, Guy
1
Luttmer, Erzo Gerrit Jan
1
Ossola, Elisa
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Philipson, Tomas J.
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Plott, Charles
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Polemarchakis, Heraklis M.
1
Ross, Stephen A.
1
Scaillet, Olivier
1
Shanken, Jay
1
Stock, James H.
1
Uhlig, Harald
1
Wright, Jonathan H.
1
Zame, William R.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of financial economics
110
Journal of banking & finance
99
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
92
Journal of empirical finance
89
Finance research letters
79
NBER Working Paper
67
International review of financial analysis
61
Management science : journal of the Institute for Operations Research and the Management Sciences
56
The journal of finance : the journal of the American Finance Association
55
International review of economics & finance : IREF
54
The review of financial studies
50
Applied economics
47
Economic modelling
44
Research paper series / Swiss Finance Institute
43
Journal of economic dynamics & control
40
Journal of international financial markets, institutions & money
40
Journal of financial and quantitative analysis : JFQA
39
The European journal of finance
38
Pacific-Basin finance journal
37
The North American journal of economics and finance : a journal of financial economics studies
36
The journal of asset management
36
The journal of portfolio management : a publication of Institutional Investor
36
Journal of international money and finance
31
Journal of investment management : JOIM
31
Applied financial economics
30
Journal of risk and financial management : JRFM
28
Review of quantitative finance and accounting
28
Discussion papers / CEPR
27
Journal of econometrics
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Discussion paper / Centre for Economic Policy Research
26
European journal of operational research : EJOR
25
Quantitative finance
25
Swiss Finance Institute Research Paper
24
International journal of theoretical and applied finance
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Annals of finance
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Applied economics letters
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Research in international business and finance
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1
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
Saved in:
2
The identification of beliefs from asset demand
Kubler, Felix
;
Polemarchakis, Heraklis M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1219-1238
Persistent link: https://www.econbiz.de/10011791238
Saved in:
3
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
Saved in:
4
Financial health economics
Koijen, Ralph S. J.
;
Philipson, Tomas J.
;
Uhlig, Harald
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
1
,
pp. 195-242
Persistent link: https://www.econbiz.de/10011552226
Saved in:
5
Prices and portfolio choices in financial markets : theory, econometrics, experiments
Bossaerts, Peter L.
;
Plott, Charles
;
Zame, William R.
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
4
,
pp. 993-1038
Persistent link: https://www.econbiz.de/10003507322
Saved in:
6
GMM with weak identification
Stock, James H.
;
Wright, Jonathan H.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1055-1096
Persistent link: https://www.econbiz.de/10001510570
Saved in:
7
Asset pricing in economies with frictions
Luttmer, Erzo Gerrit Jan
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
6
,
pp. 1439-1467
Persistent link: https://www.econbiz.de/10001210411
Saved in:
8
Asset pricing and optimal portfolio choice in the presence of illiquid durable consumption goods
Grossman, Sanford J.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10001084886
Saved in:
9
A test of the efficiency of a given portfolio
Gibbons, Michael R.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1121-1152
Persistent link: https://www.econbiz.de/10001076157
Saved in:
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