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CAPM
Theorie
36
Theory
36
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35
Spain
34
Volatility
18
Capital income
17
Kapitaleinkommen
17
Börsenkurs
16
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16
Portfolio selection
15
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Risikoprämie
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15
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10
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9
Investmentfonds
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Option pricing theory
9
Optionspreistheorie
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Risiko
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Risk
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Marktliquidität
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Stochastic process
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8
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Liquidität
7
Market liquidity
7
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Aktienmarkt
6
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Beta risk
5
Betafaktor
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Finanzmarkt
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Stochastic discount factor
5
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Rubio, Gonzalo
27
Nieto Domenech, Belen
8
González-Urteaga, Ana
4
Abad Díaz, David
2
León Valle, Ángel Manuel
2
Martínez Sedano, Miguel Angel
2
Márquez De la Cruz, Elena
2
Nave, Juan M.
2
Nieto, Belén
2
Pascual, Roberto
2
Serna, Gregorio
2
Serrano, Pedro
2
Tapia, Mikel
2
Arakelyan, Armen
1
Basarrate Urízar, Begoña
1
González Sánchez, Mariano
1
González, Mariano
1
Gonález-Urteaga, Ana
1
Lozano-Banda, Martín
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Instituto Valenciano de Investigaciones Económicas
1
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International review of economics & finance : IREF
3
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3
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2
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2
Revista de economía aplicada : publicación cuatrimestral
2
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2
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2
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1
Finanzmarkt und Portfolio-Management
1
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1
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1
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1
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1
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1
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1
Research in international business and finance
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1
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1
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ECONIS (ZBW)
28
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1
Asset pricing and systematic liquidity risk : an empirical investigation of the Spanish stock market
Martínez Sedano, Miguel Angel
;
Nieto, Belén
;
Rubio, …
- In:
International review of economics & finance : IREF
14
(
2005
)
1
,
pp. 81-103
Persistent link: https://www.econbiz.de/10002468118
Saved in:
2
Riesgo de estimación y gestión de cartera
Martínez Sedano, Miguel Angel
- In:
Revista de economía aplicada : publicación cuatrimestral
6
(
1998
)
16
,
pp. 95-120
Persistent link: https://www.econbiz.de/10001252258
Saved in:
3
La evaluación de los fondos de inversión : el análisis de la composición mensual de las carteras
Rubio, Gonzalo
- In:
Revista española de economía
(
1992
),
pp. 7-32
Persistent link: https://www.econbiz.de/10001331335
Saved in:
4
Análisis multivariante del cero-beta CAPM : el mercado español de capitales
Rubio, Gonzalo
- In:
Revista española de economía
3
(
1986
)
2
,
pp. 343-365
Persistent link: https://www.econbiz.de/10001035592
Saved in:
5
Further international evidence on asset pricing : the case of the Spanish capital market
Rubio, Gonzalo
- In:
Journal of banking & finance
12
(
1988
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10001048590
Saved in:
6
Performance measurement of managed portfolios : a survey
Rubio, Gonzalo
- In:
Investigaciones económicas
17
(
1993
)
1
,
pp. 3-41
Persistent link: https://www.econbiz.de/10001142457
Saved in:
7
The stock market in Spain : performance, structure, and the behavior of asset prices
Rubio, Gonzalo
- In:
Finanzmarkt und Portfolio-Management
4
(
1990
)
4
,
pp. 332-354
Persistent link: https://www.econbiz.de/10001218042
Saved in:
8
The liquidity premium in equity pricing under a continuous auction system
Rubio, Gonzalo
- In:
The European journal of finance
4
(
1998
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001247522
Saved in:
9
A note on the seasonality in the risk-return relationship
Basarrate Urízar, Begoña
- In:
Investigaciones económicas
14
(
1990
)
2
,
pp. 311-318
Persistent link: https://www.econbiz.de/10001087915
Saved in:
10
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
;
Rubio, Gonzalo
;
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 599-618
Persistent link: https://www.econbiz.de/10003099285
Saved in:
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