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~subject:"CAPM"
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Efficient tests of stock retur...
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CAPM
Theorie
252
Theory
252
USA
175
United States
171
Capital income
129
Kapitaleinkommen
129
Portfolio-Management
107
Portfolio selection
106
Börsenkurs
102
Share price
101
Aktienmarkt
78
Stock market
78
Estimation
74
Schätzung
74
Risikoprämie
59
Risk premium
59
Risk
53
Risiko
52
Privater Haushalt
51
Household
50
Volatility
47
Volatilität
47
Anlageverhalten
46
Behavioural finance
44
Business cycle
43
Konjunktur
42
Welt
42
World
42
Yield curve
42
Zinsstruktur
42
Hypothek
40
Mortgage
40
Großbritannien
33
Kapitalanlage
33
United Kingdom
33
Financial investment
32
Life insurance
32
VAR model
30
VAR-Modell
30
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Free
48
Undetermined
16
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Book / Working Paper
78
Article
27
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Arbeitspapier
31
Working Paper
31
Graue Literatur
27
Non-commercial literature
27
Article in journal
22
Aufsatz in Zeitschrift
22
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Lehrbuch
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Textbook
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1
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Hochschulschrift
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Language
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English
105
Author
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Campbell, John Y.
80
Yogo, Motohiro
25
Koijen, Ralph S. J.
15
Giglio, Stefano
14
Polk, Christopher
14
Cochrane, John H.
10
Richmond, Robert J.
8
Turley, Robert
6
Vuolteenaho, Tuomo
6
Kogan, Leonid
5
Lo, Andrew W.
4
MacKinlay, Archie Craig
4
Gabaix, Xavier
3
Gomes, João
3
Viceira, Luis M.
3
Beeler, Jason
2
Gomes, Joao F.
2
Hilscher, Jens
2
Mei, Jianping
2
Pflueger, Carolin E.
2
Szilagyi, Jan
2
Adamek, Petr
1
Andersen, Torben
1
Chochrane, John Howland
1
Claessens, Stijn
1
Dumas, Bernard
1
Engel, Charles M.
1
Frankel, Jeffrey A.
1
Koo, Hyeng-keun
1
Ljungqvist, Lars
1
Mainardi, Federico
1
Oh, Sangmin
1
Svensson, Lars E. O.
1
Uhlig, Harald
1
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National Bureau of Economic Research
19
Harvard Institute of Economic Research
1
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NBER working paper series
18
NBER Working Paper
17
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper series / Harvard Institute of Economic Research
7
Journal of political economy
6
The journal of finance : the journal of the American Finance Association
3
Working papers / Rodney L. White Center for Financial Research
3
Discussion papers / CEPR
2
Financial markets and asset pricing
2
The American economic review
2
AFA 2012 Chicago Meetings Paper
1
Chicago Booth Research Paper
1
Discussion paper / Centre for Economic Policy Research
1
Econometric theory
1
Handbook of macroeconomics : volume 1, part C
1
Handbook of macroeconomics ; Vol. 1C
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Journal of investment management : JOIM
1
National Bureau of Economic Research Project Report
1
Review of asset pricing studies
1
Staff report
1
Swedish economic policy review
1
The Canadian journal of economics
1
The Geneva risk and insurance review
1
The Scandinavian journal of economics
1
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1
University of Chicago, Becker Friedman Institute for Economics Working Paper
1
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1
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ECONIS (ZBW)
105
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Asset pricing at the millennium
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1515-1567
Persistent link: https://www.econbiz.de/10001505403
Saved in:
2
Asset prices, consumption, and the business cycle
Campbell, John Y.
-
1999
Persistent link: https://www.econbiz.de/10001436028
Saved in:
3
Asset pricing at the millennium
Campbell, John Y.
-
2000
Persistent link: https://www.econbiz.de/10001459128
Saved in:
4
Understanding risk and return
Campbell, John Y.
-
1993
Persistent link: https://www.econbiz.de/10000877573
Saved in:
5
Consumption and the stock market : interpreting international experience
Campbell, John Y.
;
Svensson, Lars E. O.
- In:
Swedish economic policy review
3
(
1997
)
2
,
pp. 251-299
Persistent link: https://www.econbiz.de/10001238006
Saved in:
6
Understanding risk and return
Campbell, John Y.
- In:
Journal of political economy
104
(
1996
)
2
,
pp. 298-345
Persistent link: https://www.econbiz.de/10001198651
Saved in:
7
Consumption-based asset pricing
Campbell, John Y.
-
2003
Persistent link: https://www.econbiz.de/10001832886
Saved in:
8
Intertemporal asset pricing without consumption data
Campbell, John Y.
-
National Bureau of Economic Research
-
1992
Persistent link: https://www.econbiz.de/10000136599
Saved in:
9
Asset prices, consumption, and the business cycle
Campbell, John Y.
-
1998
Persistent link: https://www.econbiz.de/10000659469
Saved in:
10
Consumption and the stock market : interpreting international experience
Campbell, John Y.
-
1996
Persistent link: https://www.econbiz.de/10000592275
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