//--> //--> //-->
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:"The journal of business : B"
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
33
Theorie
16
Theory
16
USA
13
United States
13
Estimation
9
Schätzung
9
Capital income
8
Kapitaleinkommen
8
Portfolio selection
6
Portfolio-Management
6
Börsenkurs
5
Share price
5
Market integration
3
Marktintegration
3
Aktienmarkt
2
Bayes-Statistik
2
Bayesian inference
2
Derivat
2
Derivative
2
Hypothek
2
International financial market
2
Internationaler Finanzmarkt
2
Mortgage
2
Risiko
2
Risk
2
Stock market
2
Welt
2
World
2
1926-1989
1
1948-2000
1
1954-1987
1
1958-1989
1
1959-1989
1
1963-2000
1
1970-1986
1
1976-1985
1
1986-1992
1
1992-1998
1
Accounting valuation
1
more ...
less ...
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Language
All
English
33
Author
All
Madan, Dilip B.
2
Schwartz, Eduardo S.
2
Acharya, Viral V.
1
Avramov, Doron
1
Bekaert, Geert
1
Benita, Golan
1
Benninga, Simon
1
Bisin, Alberto
1
Bowden, Roger J.
1
Brennan, Michael J.
1
Carr, Peter
1
Chan, Louis K. C.
1
Chang, Ganlin
1
Chao, John C.
1
Chung, Y. Peter
1
Cortazar, Gonzalo
1
Cremers, K. J. Martijn
1
Evans, Martin D. D.
1
Fama, Eugene F.
1
Ferson, Wayne E.
1
Geman, HĂ©lyette
1
GĂ©rard, Bruno
1
Hardouvelis, Gikas A.
1
Harvey, Campbell R.
1
He, Jia
1
Huberman, Gur
1
Jagannathan, Ravi
1
Jorion, Philippe
1
Kan, Raymond
1
Kandel, Shmuel
1
Kau, James B.
1
Korajczyk, Robert A.
1
Kubota, Keiichi
1
Levy, Haim
1
Levy, Moshe
1
Longstaff, Francis A.
1
Malliaropulos, Dimitrios
1
Ng, Angela
1
Ng, Lilian K.
1
Ng, Victor K.
1
more ...
less ...
Published in...
All
The journal of business : B
NBER working paper series
389
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
252
The review of financial studies
224
Finance research letters
192
Journal of economic dynamics & control
175
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
109
Pacific-Basin finance journal
104
Discussion paper / Centre for Economic Policy Research
98
Research paper series / Swiss Finance Institute
97
International review of economics & finance : IREF
96
Applied economics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
88
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
84
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
77
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
Discussion papers / CEPR
63
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
33
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing when returns are nonnormal : fama-french factors versus higher-order systematic comoments
Chung, Y. Peter
;
Schill, Michael J.
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 923-940
Persistent link: https://www.econbiz.de/10003310424
Saved in:
2
A new variance bound on the stochastic discount factor
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 941-961
Persistent link: https://www.econbiz.de/10003310426
Saved in:
3
Capital asset prices with heterogenous beliefs
Levy, Haim
;
Levy, Moshe
;
Benita, Golan
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1317-1354
Persistent link: https://www.econbiz.de/10003336998
Saved in:
4
Sector investment growth rates and the cross section of equity returns
Qing, Li
;
Vassalou, Maria
;
Xing, Yuhang
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1637-1665
Persistent link: https://www.econbiz.de/10003337042
Saved in:
5
Multifactor efficiency and Bayesian inference
Cremers, K. J. Martijn
- In:
The journal of business : B
79
(
2006
)
6
,
pp. 2951-2998
Persistent link: https://www.econbiz.de/10003420881
Saved in:
6
How important is intertemporal risk for asset allocation?
GĂ©rard, Bruno
;
Wu, Guojun
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 2203-2241
Persistent link: https://www.econbiz.de/10003378596
Saved in:
7
Risk and valuation under an intertemporal capital asset pricing model
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003301922
Saved in:
8
An exact bayes test of asset pricing models with application to international markets
Avramov, Doron
;
Chao, John C.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 293-324
Persistent link: https://www.econbiz.de/10003302005
Saved in:
9
EMU and European stock market integration
Hardouvelis, Gikas A.
;
Malliaropulos, Dimitrios
; …
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 365-392
Persistent link: https://www.econbiz.de/10003302029
Saved in:
10
Optimal financial-market integration and security design
Acharya, Viral V.
;
Bisin, Alberto
- In:
The journal of business : B
78
(
2005
)
6
,
pp. 2397-2434
Persistent link: https://www.econbiz.de/10003294749
Saved in:
11
Market integration and contagion
Bekaert, Geert
;
Harvey, Campbell R.
;
Ng, Angela
- In:
The journal of business : B
78
(
2005
)
1
,
pp. 39-69
Persistent link: https://www.econbiz.de/10002827392
Saved in:
12
Ordered mean difference benchmarking, utility generators, and capital market equilibrium
Bowden, Roger J.
- In:
The journal of business : B
78
(
2005
)
2
,
pp. 441-467
Persistent link: https://www.econbiz.de/10002926561
Saved in:
13
Rational asset pricing implications from realistic trading frictions
Zigrand, Jean-Pierre
- In:
The journal of business : B
78
(
2005
)
3
,
pp. 871-892
Persistent link: https://www.econbiz.de/10003050636
Saved in:
14
Asset prices and default-free term structure in an equilibrium model of default
Chang, Ganlin
;
Sundaresan, Suresh M.
- In:
The journal of business : B
78
(
2005
)
3
,
pp. 997-1021
Persistent link: https://www.econbiz.de/10003050958
Saved in:
15
External habit and the cyclicality of expected stock returns
Tallarini, Thomas D.
;
Zhang, Harold H.
- In:
The journal of business : B
78
(
2005
)
3
,
pp. 1023-1048
Persistent link: https://www.econbiz.de/10003050987
Saved in:
16
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, HĂ©lyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
Saved in:
17
Relationship between labor-income risk and average return : empirical evidence from the Japanese stock market
Jagannathan, Ravi
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 319-347
Persistent link: https://www.econbiz.de/10001247516
Saved in:
18
Rational capital budgeting in an irrational world
Stein, Jeremy C.
- In:
The journal of business : B
69
(
1996
)
4
,
pp. 429-455
Persistent link: https://www.econbiz.de/10001207976
Saved in:
19
Discounting under uncertainty
Fama, Eugene F.
- In:
The journal of business : B
69
(
1996
)
4
,
pp. 415-428
Persistent link: https://www.econbiz.de/10001207977
Saved in:
20
Do arbitrage pricing models explain the predictability of stock returns?
Ferson, Wayne E.
- In:
The journal of business : B
68
(
1995
)
3
,
pp. 309-349
Persistent link: https://www.econbiz.de/10001186491
Saved in:
21
Economic forces, fundamental variables, and equity returns
He, Jia
- In:
The journal of business : B
67
(
1994
)
4
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001172768
Saved in:
22
Consumption, inflation risk, and real interest rates : an empirical analysis
Chan, Louis K. C.
- In:
The journal of business : B
67
(
1994
)
1
,
pp. 69-96
Persistent link: https://www.econbiz.de/10001157492
Saved in:
23
Fundamentals and volatility : storage, spreads, and the dynamics of metals prices
Ng, Victor K.
- In:
The journal of business : B
67
(
1994
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10001164868
Saved in:
24
Forward and futures prices with Markovian interest-rate processes
Benninga, Simon
- In:
The journal of business : B
67
(
1994
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10001167693
Saved in:
25
A compound option model of production and intermediate inventories
Cortazar, Gonzalo
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 517-540
Persistent link: https://www.econbiz.de/10001159927
Saved in:
26
Option theory and floating-rate securities with a comparison of adjustable- and fixed-rate mortgages
Kau, James B.
(
contributor
)
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 595-618
Persistent link: https://www.econbiz.de/10001159930
Saved in:
27
Prepayment, default, and the valuation of mortgage pass-through securities
Schwartz, Eduardo S.
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 221-239
Persistent link: https://www.econbiz.de/10001124150
Saved in:
28
Interpreting the movements in short-term interest rates
Evans, Martin D. D.
- In:
The journal of business : B
65
(
1992
)
3
,
pp. 395-429
Persistent link: https://www.econbiz.de/10001128898
Saved in:
29
Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A.
- In:
The journal of business : B
65
(
1992
)
4
,
pp. 571-592
Persistent link: https://www.econbiz.de/10001132973
Saved in:
30
Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
Wiggins, James B.
- In:
The journal of business : B
64
(
1991
)
3
,
pp. 417-432
Persistent link: https://www.econbiz.de/10001109688
Saved in:
31
The Variance Gamma (V. G.) model for share market returns
Madan, Dilip B.
- In:
The journal of business : B
63
(
1990
)
4
,
pp. 511-524
Persistent link: https://www.econbiz.de/10001097112
Saved in:
32
Value line rank and firm size
Huberman, Gur
- In:
The journal of business : B
60
(
1987
)
4
,
pp. 577-589
Persistent link: https://www.econbiz.de/10001037640
Saved in:
33
International portfolio diversification with estimation risk
Jorion, Philippe
- In:
The journal of business : B
58
(
1985
)
3
,
pp. 259-278
Persistent link: https://www.econbiz.de/10002041281
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->