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~person:"Brock, William A."
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Prognoseverfahren"
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CAPM
Prognoseverfahren
Theorie
276
Theory
273
Capital income
30
Kapitaleinkommen
30
Portfolio selection
23
Portfolio-Management
23
Soziale Beziehungen
23
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21
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Brock, William A.
Zhou, Guofu
Diebold, Francis X.
134
Timmermann, Allan
110
Franses, Philip Hans
92
Clark, Todd E.
85
Marcellino, Massimiliano
82
Clements, Michael P.
76
Swanson, Norman R.
69
Pesaran, M. Hashem
61
Ravazzolo, Francesco
60
Hyndman, Rob J.
56
Campbell, John Y.
55
Hendry, David F.
54
McCracken, Michael W.
53
Gupta, Rangan
51
Giannone, Domenico
50
Stambaugh, Robert F.
50
Schorfheide, Frank
47
Bollerslev, Tim
46
Kilian, Lutz
45
Koopman, Siem Jan
45
Fabozzi, Frank J.
44
Koop, Gary
44
Hommes, Cars H.
43
Satchell, Stephen
42
Cochrane, John H.
41
Zhang, Lu
40
Ferson, Wayne E.
39
Ghysels, Eric
39
Dijk, Herman K. van
38
Jarrow, Robert A.
38
Granger, C. W. J.
37
Hansen, Lars Peter
36
Härdle, Wolfgang
36
Korobilis, Dimitris
36
Armstrong, J. Scott
35
Guidolin, Massimo
35
Pierdzioch, Christian
35
Rossi, Barbara
35
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34
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Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
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ECONIS (ZBW)
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1
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
2
Measuring the pricing error of the arbitrage pricing
theory
Geweke, John
;
Zhou, Guofu
-
1995
Persistent link: https://www.econbiz.de/10000909817
Saved in:
3
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
Saved in:
4
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
Brock, William A.
;
Hommes, Cars H.
-
1996
Persistent link: https://www.econbiz.de/10000944380
Saved in:
5
Asset price behavior in complex environments
Brock, William A.
-
1996
Persistent link: https://www.econbiz.de/10000945354
Saved in:
6
Heterogenous beliefs and routes to chaos in a simple asset pricing model
Brock, William A.
;
Hommes, Cars H.
-
1996
Persistent link: https://www.econbiz.de/10000958370
Saved in:
7
Models of complexity in economics and finance
Brock, William A.
;
Hommes, Cars H.
-
1997
Persistent link: https://www.econbiz.de/10000973851
Saved in:
8
Liquidity constraints in production based asset pricing models
Brock, William A.
;
LeBaron, Blake Dean
-
1989
Persistent link: https://www.econbiz.de/10000777160
Saved in:
9
Liquidity constraints in production-based asset-pricing models
Brock, William A.
- In:
Asymmetric information, corporate finance, and investment
,
(pp. 231-255)
.
1990
Persistent link: https://www.econbiz.de/10001276526
Saved in:
10
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
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