//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An alternative maximum likelih...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
29
Theory
29
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Bayes-Statistik
15
Bayesian inference
15
Volatility
13
Volatilität
13
Stochastic process
11
Stochastischer Prozess
11
Bayesian nonparametrics
9
Estimation
9
Schätzung
9
Estimation theory
8
Schätztheorie
8
wavelets
8
ARCH model
7
ARCH-Modell
7
Time series analysis
7
Zeitreihenanalyse
7
long memory
6
ARFIMA
5
Dirichlet process mixture
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
State space model
5
Zustandsraummodell
5
Investment Fund
4
Investmentfonds
4
Markov chain Monte Carlo
4
Wavelets
4
fractional integration
4
ARMA model
3
ARMA-Modell
3
Aggregation
3
Bayes
3
Bayesian nonparametric analysis
3
Dirichlet process
3
Dirichlet process prior
3
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Reprint
1
Working Paper
1
more ...
less ...
Language
All
English
4
Author
All
Barnett, William A.
4
Jensen, Mark J.
3
Liu, Yi
2
Yi, Liu
2
Jensen, Mark
1
Xu, Haiyang
1
Published in...
All
The theory of monetary aggregation
2
Macroeconomic dynamics
1
Working papers series in theoretical and applied economics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The CAPM risk adjustment needed for exact aggregation over financial assets
Barnett, William A.
;
Liu, Yi
;
Xu, Haiyang
;
Jensen, Mark J.
-
2012
Persistent link: https://www.econbiz.de/10009731635
Saved in:
2
CAPM risk adjustment for exact aggregation over financial assets
Barnett, William A.
;
Yi, Liu
;
Jensen, Mark J.
- In:
Macroeconomic dynamics
1
(
1997
)
2
,
pp. 485-512
Persistent link: https://www.econbiz.de/10001630065
Saved in:
3
CAPM risk adjustment
Barnett, William A.
;
Yi, Liu
;
Jensen, Mark J.
- In:
The theory of monetary aggregation
,
(pp. 245-273)
.
2000
Persistent link: https://www.econbiz.de/10001508711
Saved in:
4
CAPM Risk Adjustment
Barnett, William A.
;
Liu, Yi
;
Jensen, Mark
- In:
The theory of monetary aggregation
,
(pp. 245-273)
.
2000
Persistent link: https://www.econbiz.de/10015390242
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->