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CAPM
USA
55
Capital income
54
Kapitaleinkommen
54
United States
54
Theorie
50
Theory
50
Börsenkurs
41
Share price
41
Estimation
34
Schätzung
34
Finanzkrise
30
Financial crisis
29
Welt
27
World
26
Aktienmarkt
23
Stock market
23
Systemic risk
23
Systemrisiko
22
Capital market returns
20
Kapitalmarktrendite
20
Risk
19
Yield curve
19
Zinsstruktur
19
Risiko
17
Volatility
17
Volatilität
17
Forecasting model
16
Portfolio selection
16
Portfolio-Management
16
Prognoseverfahren
16
Financial market
15
Finanzmarkt
15
Regulation
15
Bank regulation
14
Bankenregulierung
14
Regulierung
14
Derivat
13
Derivative
13
Efficient market hypothesis
12
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7
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9
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8
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8
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8
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
3
Working Paper
3
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English
17
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Richardson, Matthew
10
Boudoukh, Jacob
8
Whitelaw, Robert F.
6
Guo, Hui
5
Michaely, Roni
3
Smith, Tom
3
Roberts, Michael
2
Stanton, Richard
2
Choi, Jaewon
1
Liu, Yukun
1
MacKinlay, Archie Craig
1
Moskowitz, Tobias J.
1
Richardson, Matthew P.
1
Richardson, Paul A.
1
Roberts, Michael R.
1
Whitelaw, Robert
1
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National Bureau of Economic Research
2
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The journal of finance : the journal of the American Finance Association
3
Journal of financial economics
2
NBER working paper series
2
The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
2
NBER Working Paper
1
Research Division working papers
1
The journal of fixed income
1
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
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ECONIS (ZBW)
17
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1
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1
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1995
Persistent link: https://www.econbiz.de/10001442054
Saved in:
2
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Whitelaw, Robert F.
;
Richardson, Matthew
; …
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 405-446
Persistent link: https://www.econbiz.de/10001220576
Saved in:
3
Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models
Boudoukh, Jacob
- In:
Journal of financial economics
34
(
1993
)
3
,
pp. 387-408
Persistent link: https://www.econbiz.de/10001153606
Saved in:
4
On the importance of measuring payout yield : implications for empirical asset pricing
Boudoukh, Jacob
;
Michaely, Roni
;
Richardson, Matthew
; …
-
2004
Persistent link: https://www.econbiz.de/10002172051
Saved in:
5
On the importance of measuring payout yield : implications for empirical asset pricing
Boudoukh, Jacob
;
Michaely, Roni
;
Richardson, Matthew
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
2
,
pp. 877-915
Persistent link: https://www.econbiz.de/10003445122
Saved in:
6
Using generalized method of moments to test mean-variance efficiency
MacKinlay, Archie Craig
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 511-527
Persistent link: https://www.econbiz.de/10001108685
Saved in:
7
Tests of financial models in the presence of overlapping observations
Richardson, Matthew
- In:
The review of financial studies
4
(
1991
)
2
,
pp. 227-254
Persistent link: https://www.econbiz.de/10001110000
Saved in:
8
Measuring aggregate economic fundamentals from short-term premiums
Richardson, Matthew
- In:
The journal of fixed income
1
(
1991
)
3
,
pp. 75-85
Persistent link: https://www.econbiz.de/10001117907
Saved in:
9
The volatility of a firm's assets and the leverage effect
Choi, Jaewon
;
Richardson, Matthew
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011590720
Saved in:
10
Uncovering the risk-return relation in the stock market
Guo, Hui
;
Whitelaw, Robert F.
-
2003
Persistent link: https://www.econbiz.de/10001787128
Saved in:
1
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