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~subject:"Kapitaleinkommen"
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Search: subject_exact:"Capital asset pricing model"
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32
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27
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24
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21
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17
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1
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Journal of financial economics
158
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121
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101
Journal of banking & finance
99
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91
Finance research letters
86
Journal of empirical finance
85
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66
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62
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56
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53
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53
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52
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43
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42
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41
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40
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38
Economics letters
33
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32
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31
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29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
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28
Review of quantitative finance and accounting
28
Research in international business and finance
27
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26
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26
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26
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25
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25
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24
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ECONIS (ZBW)
5,598
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5551
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
5552
The effect of government bonds on asset prices : an asset markets equilibrium approach
Houston, Joel F.
;
Protopapadakis, Aris A.
-
1989
Persistent link: https://www.econbiz.de/10000780846
Saved in:
5553
Using production based asset pricing to explain the behavior of stock returns over the business cycle
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000782597
Saved in:
5554
Substitution, risk aversion, and the temporal behavior of consumption and asset returns : a theoretical framework
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
4
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001070938
Saved in:
5555
Evidence of the nonstationarity of the variance rate of return of New York stock exchange listed common stock
Callaway, Richard Edward
- In:
The financial review : the official publication of the …
24
(
1989
)
2
,
pp. 199-214
Persistent link: https://www.econbiz.de/10001103671
Saved in:
5556
A general equilibrium model of changing risk premia : theory and tests
Bossaerts, Peter L.
- In:
The review of financial studies
2
(
1989
)
4
,
pp. 467-493
Persistent link: https://www.econbiz.de/10001106407
Saved in:
5557
The effects of risk, inflation and dividend yield on common stock returns : the case of Korea
Chung, Kee H.
- In:
International economic journal
3
(
1989
)
4
,
pp. 69-78
Persistent link: https://www.econbiz.de/10001077830
Saved in:
5558
Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
Saved in:
5559
The effect of government bonds on asset prices : an asset markets equilibrium approach
Houston, Joel
;
Protopapadakis, Aris
-
1989
Persistent link: https://www.econbiz.de/10000143614
Saved in:
5560
Überrenditeeffekte am deutschen Aktienmarkt : eine theoretische und empirische Analyse
Schnittke, Jürgen
-
1989
Persistent link: https://www.econbiz.de/10013428774
Saved in:
5561
Calibration as testing : type I error in the equity premium puzzle
Gregory, Allan W.
;
Smith, Gregor W.
-
1988
Persistent link: https://www.econbiz.de/10000125028
Saved in:
5562
Risk premiums in asset prices and returns : a comment on R.T. Baillie, "Econometric tests of rationality and market efficiency"
Backus, David K.
;
Gregory, Allan W.
-
1988
Persistent link: https://www.econbiz.de/10000125030
Saved in:
5563
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
5564
Mean-reverting expected returns and seasonality in the contrarian investment strategy
Jones, Steven L.
-
1988
Persistent link: https://www.econbiz.de/10000874844
Saved in:
5565
Testing the bounding conditions of arbitrage pricing
Sawyer, Kim R.
-
1988
Persistent link: https://www.econbiz.de/10000835222
Saved in:
5566
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000747131
Saved in:
5567
The persistence and implied persistence of volatility of stock returns
Mustafa, Chowdhury B.
-
1988
Persistent link: https://www.econbiz.de/10000786457
Saved in:
5568
The term structure of interest rates and time-varying risk premium : theory and tests
Kim, Se-jin
-
1988
Persistent link: https://www.econbiz.de/10000791415
Saved in:
5569
The effects of macroeconomic factors upon the systematic risk of common equity and the parameters of the security market line
Cochran, Steven J.
-
1988
Persistent link: https://www.econbiz.de/10000792369
Saved in:
5570
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000755202
Saved in:
5571
The equity premium puzzle and the riskfree rate puzzle
Weil, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000755591
Saved in:
5572
The real term structure and consumption growth
Harvey, Campbell R.
- In:
Journal of financial economics
2
(
1988
),
pp. 305-333
Persistent link: https://www.econbiz.de/10001061828
Saved in:
5573
Market imperfections, omitted asset markets, and abnormal real estate returns : a theoretical and empirical investigation
Liu, Crocker H.
-
1988
Persistent link: https://www.econbiz.de/10001445060
Saved in:
5574
On the estimation of bid-ask spreads and their implications for stock volatility and return distributions
Choi, Jong-yeon
-
1987
Persistent link: https://www.econbiz.de/10000786453
Saved in:
5575
Pricing of asset-linked bonds under interest rate risk
Kishimoto, Naoki
-
1987
Persistent link: https://www.econbiz.de/10000787940
Saved in:
5576
Determinants of the ratings and yields on corporate bonds : tests of the contingent claims model
Ogden, Joseph P.
- In:
The journal of financial research
10
(
1987
)
4
,
pp. 329-339
Persistent link: https://www.econbiz.de/10001086196
Saved in:
5577
Financial returns and strategic interaction : the case of instant photography
Bettis, A. Richard
;
Weeks, David
- In:
Strategic management journal
8
(
1987
)
6
,
pp. 549-563
Persistent link: https://www.econbiz.de/10003492000
Saved in:
5578
Eight relative strength models compared : the are seasonal quirks, but they all work ; longer-term models do best
Brush, John S.
- In:
The journal of portfolio management : a publication of …
13
(
1986
)
1
,
pp. 21-28
Persistent link: https://www.econbiz.de/10001114285
Saved in:
5579
The empirical relevance of arbitrage pricing models : their major implications "are not supported by the evidence currently available"
Dhrymes, Phoebus J.
- In:
The journal of portfolio management : a publication of …
10
(
1986
)
4
,
pp. 35-44
Persistent link: https://www.econbiz.de/10001114336
Saved in:
5580
Coins: anatomy of a fad asset : a "potent" inflation hedge and a good diversifier
Kane, Alex
- In:
The journal of portfolio management : a publication of …
10
(
1986
)
2
,
pp. 44-51
Persistent link: https://www.econbiz.de/10001114343
Saved in:
5581
Shares, bonds, treasury notes, property trusts and inflation : historical returns and risks, 1974 - 1985
Ball, Ray
;
Bowers, Colin J.
- In:
Australian journal of management
11
(
1986
)
2
,
pp. 117-137
Persistent link: https://www.econbiz.de/10001118728
Saved in:
5582
A discrete time option model dependent on expected return : a note
O'Brien, Thomas J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 515-520
Persistent link: https://www.econbiz.de/10001015096
Saved in:
5583
Intertemporal asset pricing and the term structures of exchange rates and interest rates : the eurocurrency market
Hakkio, Craig S.
- In:
European economic review : EER
30
(
1986
)
2
,
pp. 325-344
Persistent link: https://www.econbiz.de/10001020511
Saved in:
5584
Risk and return : Consumption beta versus market beta
Mankiw, N. Gregory
;
Shapiro, Matthew D.
- In:
The review of economics and statistics
68
(
1986
)
3
,
pp. 452-459
Persistent link: https://www.econbiz.de/10003624721
Saved in:
5585
Equity screening rates using arbitrage pricing theory
Bower, Dorothy
- In:
Advances in financial planning and forecasting
1
(
1985
),
pp. 29-47
Persistent link: https://www.econbiz.de/10001110102
Saved in:
5586
A theory of the term structure of interest rates
Cox, John C.
;
Ingersoll jr., Jonathan E.
;
Ross, Stephen A.
- In:
Econometrica : journal of the Econometric Society, an …
53
(
1985
)
2
,
pp. 385-407
Persistent link: https://www.econbiz.de/10002034261
Saved in:
5587
The three rs of investing : return, risk and relativity
Donnelly, Austin S.
-
1985
Persistent link: https://www.econbiz.de/10002095306
Saved in:
5588
A generalized option valuation model for the pricing of bond options
Bookstaber, Richard M.
;
McDonald, James B.
- In:
Geschäftsbericht / Schluchseewerk Aktiengesellschaft …
4
(
1985
)
1
,
pp. 60-73
Persistent link: https://www.econbiz.de/10001935996
Saved in:
5589
Arbitrage equilibrium with skewed asset returns
Barone-Adesi, Giovanni
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10001873815
Saved in:
5590
Risk and return : consumption versus market beta
Mankiw, N. Gregory
;
Shapiro, Matthew D.
-
1984
Persistent link: https://www.econbiz.de/10002421634
Saved in:
5591
Testing the term structure implications of an intertemporal asset pricing model using Argentine data
Leiderman, Leonardo
;
Blejer, Mario I.
-
1984
Persistent link: https://www.econbiz.de/10002368578
Saved in:
5592
Profit, return and capital asset pricing
Beenstock, Michael
-
1982
Persistent link: https://www.econbiz.de/10001883874
Saved in:
5593
Intertemporal capital asset pricing and the term structure of interest rates
Marsh, Terry Alan
-
1981
Persistent link: https://www.econbiz.de/10002439237
Saved in:
5594
Asset prices in a production economy
Brock, William A.
-
1980
Persistent link: https://www.econbiz.de/10001951789
Saved in:
5595
The prediction of systematic risk
Rosenberg, Barr
;
Guy, James
-
1975
Persistent link: https://www.econbiz.de/10000969734
Saved in:
5596
Returns in over-the-counter stock markets
Jessup, Paul Frederick
;
Upson, Roger B.
-
1973
Persistent link: https://www.econbiz.de/10000557206
Saved in:
5597
An econometric analysis of risks and returns to common stockholders : Behavior of a 65-company cross-section between 1952 and 1965
Caltagirone jr., Joseph A.
-
1970
Persistent link: https://www.econbiz.de/10001983097
Saved in:
5598
Capital stock without par value
Wildman, John R.
-
1928
Persistent link: https://www.econbiz.de/10002988163
Saved in:
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