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
On portfolio separation theore...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
230
Theory
226
Estimation theory
97
Schätztheorie
97
Volatility
91
Volatilität
90
Time series analysis
88
Zeitreihenanalyse
88
Prognoseverfahren
80
Forecasting model
79
Estimation
68
Schätzung
68
Capital income
63
Kapitaleinkommen
63
USA
58
United States
56
Börsenkurs
40
Share price
40
Stochastic process
38
Stochastischer Prozess
38
Risiko
37
Risikoprämie
37
Risk
36
Risk premium
36
Econometrics
29
ECONOMETRICS
28
Method of moments
28
Momentenmethode
28
Option pricing theory
27
Optionspreistheorie
27
Ökonometrie
27
Regression analysis
26
Regressionsanalyse
26
ARCH model
25
ARCH-Modell
25
Saisonale Schwankungen
25
Seasonal variations
25
Portfolio-Management
24
econometrics
24
more ...
less ...
Online availability
All
Free
20
Undetermined
19
Type of publication
All
Book / Working Paper
38
Article
33
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Aufsatz im Buch
2
Book section
2
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
70
French
1
Author
All
Renault, Eric
26
Chabi-Yo, Fousseni
24
Ghysels, Eric
24
Gagliardini, Patrick
9
Garcia, René
8
Gouriéroux, Christian
7
Antoine, Bertille
6
Proulx, Kevin
6
Andreou, Elena
4
Bali, Turan G.
4
Cakici, Nusret
4
Santa-Clara, Pedro
4
Valkanov, Rossen I.
4
Bakshi, Gurdip S.
3
Guérin, Pierre
3
Loudis, Johnathan
3
Marcellino, Massimiliano
3
Anderson, Ewan W.
2
Conrad, Jennifer S.
2
Dittmar, Robert F.
2
Hansen, Lars Peter
2
Juergens, Jennifer L.
2
Kan, Raymond
2
Ludvigson, Sydney C.
2
Robotti, Cesare
2
Ronchetti, Diego
2
Yang, Jun
2
Babsiri, Mohamed el
1
Bollerslev, Tim
1
Boyer, Marcel
1
Chaudhuri, Saraswata
1
Cherkaoui, Mouna
1
Colacito, Riccardo
1
Dim, Chukwuma Chijioke
1
Doz, Catherine
1
Dridi, Ramdan
1
Gonçalves, Andrei
1
Guay, Alain
1
Hall, Alastair R.
1
Jasiak, Joann
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Journal of financial econometrics
6
Cahier / Département de Sciences Économiques, Université de Montréal
4
Fisher College of Business working paper series
4
Journal of financial economics
4
Journal of econometrics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
The review of financial studies
3
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of finance : the journal of the American Finance Association
2
Working paper / Bank of Canada
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CEA_372Cass working paper series
1
Charles A. Dice Center Working Paper
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion papers / CEPR
1
Document / DELTA
1
Documents de travail / THEMA
1
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Finance research letters
1
Fisher College of Business Working Paper
1
Journal of banking & finance
1
Journal of economic theory
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Kenan Institute of Private Enterprise Research Paper Forthcoming
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
NBER Working Paper
1
NBER working paper series
1
Research paper series / Swiss Finance Institute
1
Staff working paper / Bank of Canada
1
Swiss Finance Institute Research Paper
1
Working paper / Department of Economics, University of Cyprus
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Emory University, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002655756
Saved in:
2
Aggregation of preferences for skewed asset returns
Chabi-Yo, Fousseni
;
Leisen, Dietmar
;
Renault, Eric
- In:
Journal of economic theory
154
(
2014
),
pp. 453-489
Persistent link: https://www.econbiz.de/10010481322
Saved in:
3
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Saved in:
4
Econometric models of option pricing errors
Renault, Eric
-
1997
Persistent link: https://www.econbiz.de/10001328730
Saved in:
5
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001504786
Saved in:
6
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
Saved in:
7
Temporal aggregation and tests of the arbitrage pricing theory
Babsiri, Mohamed el
;
Renault, Eric
-
1990
-
Preliminary version
Persistent link: https://www.econbiz.de/10000789705
Saved in:
8
Iterative and recursive estimation in structural nonadaptive models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 449-482
Persistent link: https://www.econbiz.de/10001807000
Saved in:
9
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
10
Conditionaly heteroskedastic factor models : identification and instrumental variables estmation
Doz, Catherine
(
contributor
);
Renault, Eric
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002439973
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
