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~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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CAPM
Prognoseverfahren
Schätzung
Theorie
65
Theory
65
Capital income
25
Kapitaleinkommen
25
Portfolio selection
23
Portfolio-Management
23
Forecasting model
12
Estimation
11
Börsenkurs
9
Share price
9
Welt
8
World
8
Aktienmarkt
7
Risikoprämie
7
Risk premium
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7
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Messung
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4
1971-1991
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6
Working Paper
6
Graue Literatur
5
Non-commercial literature
5
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1
Übersichtsarbeit
1
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English
38
Author
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Zhou, Guofu
Diebold, Francis X.
142
Timmermann, Allan
129
Pesaran, M. Hashem
112
Franses, Philip Hans
103
Caporale, Guglielmo Maria
98
Marcellino, Massimiliano
96
Clark, Todd E.
89
Koopman, Siem Jan
78
Clements, Michael P.
77
Gil-Alaña, Luis A.
77
Gupta, Rangan
73
Hautsch, Nikolaus
71
Härdle, Wolfgang
71
Swanson, Norman R.
71
Campbell, John Y.
68
Ravazzolo, Francesco
67
Schorfheide, Frank
66
Hendry, David F.
64
Kilian, Lutz
64
Stambaugh, Robert F.
64
Koop, Gary
63
Pierdzioch, Christian
62
Hyndman, Rob J.
61
Bollerslev, Tim
60
Fabozzi, Frank J.
59
Herwartz, Helmut
58
Heckman, James J.
53
McCracken, Michael W.
53
Giannone, Domenico
52
Satchell, Stephen
52
Dijk, Herman K. van
49
Lütkepohl, Helmut
48
Ferson, Wayne E.
47
Ghysels, Eric
47
McAleer, Michael
46
Bekaert, Geert
45
Hommes, Cars H.
45
Korobilis, Dimitris
44
Lo, Andrew W.
44
Zhang, Lu
44
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Chambre de commerce et d'industrie de Paris
1
National Bureau of Economic Research
1
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Journal of empirical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Annals of economics and finance
1
Annual review of financial economics
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Discussion papers / CEPR
1
Finance research letters
1
Japan and the world economy : international journal of theory and policy
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Les cahiers de recherche / HEC Paris
1
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1
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1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
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1
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ECONIS (ZBW)
38
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1
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
Saved in:
2
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
3
Hansen-Jagannathan distance : geometry and exact distribution
Kan, Raymond
;
Zhou, Guofu
-
2004
Persistent link: https://www.econbiz.de/10001997574
Saved in:
4
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:
5
Cross-sectional asset pricing tests
Jagannathan, Ravi
;
Schaumburg, Ernst
;
Zhou, Guofu
- In:
Annual review of financial economics
2
(
2010
),
pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
Saved in:
6
Portfolio optimization under asset pricing anomalies
Chou, Pin-huang
;
Li, Wen-Shen
;
Zhou, Guofu
- In:
Japan and the world economy : international journal of …
18
(
2006
)
2
,
pp. 121-142
Persistent link: https://www.econbiz.de/10003303126
Saved in:
7
Out-of-sample equity premium prediction : economic fundamentals vs. moving-average rules
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
-
2010
Persistent link: https://www.econbiz.de/10008651185
Saved in:
8
Out-of-sample equity premium prediction : combination forecasts and links to the real economy
Rapach, David E.
;
Strauss, Jack
;
Zhou, Guofu
- In:
The review of financial studies
23
(
2010
)
2
,
pp. 821-862
Persistent link: https://www.econbiz.de/10003943103
Saved in:
9
Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan
;
Zhou, Guofu
- In:
Finance research letters
15
(
2015
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
Saved in:
10
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
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