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~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Schätzung"
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CAPM
Schätzung
Theorie
65
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65
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25
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25
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23
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23
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12
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Zhou, Guofu
Caporale, Guglielmo Maria
87
Pesaran, M. Hashem
82
Gil-Alaña, Luis A.
72
Stambaugh, Robert F.
61
Hautsch, Nikolaus
60
Campbell, John Y.
59
Fabozzi, Frank J.
52
Timmermann, Allan
51
Heckman, James J.
50
Härdle, Wolfgang
50
Ferson, Wayne E.
45
Pierdzioch, Christian
43
Herwartz, Helmut
42
Lo, Andrew W.
42
Marcellino, Massimiliano
42
Koopman, Siem Jan
41
Belzil, Christian
40
Blundell, Richard W.
40
Cochrane, John H.
40
Zhang, Lu
40
Bekaert, Geert
39
Chiarella, Carl
38
Jarrow, Robert A.
38
Engel, Charles
37
Jagannathan, Ravi
37
Acemoglu, Daron
35
Kaiser, Ulrich
35
Madan, Dilip B.
35
Bollerslev, Tim
34
Gagliardini, Patrick
34
Hansen, Lars Peter
34
Harvey, Campbell R.
34
He, Xue-zhong
34
Berg, Gerard J. van den
33
Serletis, Apostolos
33
Semmler, Willi
32
Attanasio, Orazio P.
31
Basu, Susanto
31
Engle, Robert F.
31
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1
National Bureau of Economic Research
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3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
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2
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2
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1
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1
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1
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ECONIS (ZBW)
33
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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
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
Saved in:
5
Asset-pricing tests under alternative distributions
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
Saved in:
6
International asset pricing with alternative distributional specifications
Harvey, Campbell R.
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 107-131
Persistent link: https://www.econbiz.de/10001146680
Saved in:
7
Measuring the pricing error of the arbitrage pricing
theory
Geweke, John
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 557-587
Persistent link: https://www.econbiz.de/10001202791
Saved in:
8
Small sample rank tests with applications to asset pricing
Zhou, Guofu
- In:
Journal of empirical finance
2
(
1995
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10001181811
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
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
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