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CAPM
Theorie
111
Theory
110
Capital income
83
Kapitaleinkommen
83
Portfolio selection
68
Portfolio-Management
68
Forecasting model
63
Prognoseverfahren
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45
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45
Schätztheorie
41
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40
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35
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34
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29
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29
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25
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Anlageverhalten
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Behavioural finance
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USA
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model misspecification
17
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16
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Method of moments
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14
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37
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English
89
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Kan, Raymond
47
Zhou, Guofu
47
Robotti, Cesare
37
Gospodinov, Nikolaj
16
Harvey, Campbell R.
7
Shanken, Jay
6
Solnik, Bruno
5
Gospodinov, Nikolay
4
Han, Yufeng
4
He, Ai
3
Huang, Dashan
3
Rapach, David
3
Wang, Xiaolu
3
Antoine, Bertille
2
Chou, Pin-Huang
2
Chou, Pin-huang
2
Geweke, John
2
He, Songrun
2
Hsu, Yuan-Lin
2
Huang, Dayong
2
Jagannathan, Ravi
2
Li, Sophia Zhengzi
2
Proulx, Kevin
2
Renault, Eric
2
Schaumburg, Ernst
2
Zhang, Chu
2
Zheng, Xinghua
2
Zhu, Yingzi
2
Bai, Jushan
1
Barillas, Francisco
1
Chib, Siddhartha
1
Fabozzi, Frank J.
1
Filippou, Ilias
1
Gagliardini, Patrick
1
Hansen, Lars Peter
1
Hsu, Yuan-lin
1
Jiang, Lei
1
Li, Wen-Shen
1
Lie, Erik
1
Liu, Hong
1
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National Bureau of Economic Research
2
Chambre de commerce et d'industrie de Paris
1
China Economics and Management Academy, Central University of Finance and Economics (CUFE)
1
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Working papers / Federal Reserve Bank of Atlanta
12
Journal of empirical finance
5
Journal of financial economics
5
FRB Atlanta Working Paper
4
The journal of finance : the journal of the American Finance Association
4
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The review of financial studies
3
Annals of economics and finance
2
Economics letters
2
Journal of financial econometrics
2
NBER Working Paper
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Annals of Economics and Finance
1
Annual review of financial economics
1
CEMA Working Papers
1
China finance review international
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Federal Reserve Bank of Atlanta Working Paper
1
Finance research letters
1
Financial management : FM
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
Japan and the world economy : international journal of theory and policy
1
Journal of econometrics
1
Journal of financial markets
1
LawFin working paper
1
Les cahiers de recherche / HEC Paris
1
Rotman School of Management Working Paper
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
The journal of business : B
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
88
RePEc
2
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1
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
Saved in:
2
Hansen-Jagannathan distance : geometry and exact distribution
Kan, Raymond
;
Zhou, Guofu
-
2004
Persistent link: https://www.econbiz.de/10001997574
Saved in:
3
A new variance bound on the stochastic discount factor
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 941-961
Persistent link: https://www.econbiz.de/10003310426
Saved in:
4
Modeling non-normality using multivariate t : implications for asset pricing
Kan, Raymond
;
Zhou, Guofu
- In:
China finance review international
7
(
2017
)
1
,
pp. 2-32
Persistent link: https://www.econbiz.de/10011797735
Saved in:
5
Security factors as linear combinations of economic variables
Zhou, Guofu
- In:
Journal of financial markets
2
(
1999
)
3
,
pp. 403-432
Persistent link: https://www.econbiz.de/10001426717
Saved in:
6
Small sample rank tests with applications to asset pricing
Zhou, Guofu
- In:
Journal of empirical finance
2
(
1995
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10001181811
Saved in:
7
Asset-pricing tests under alternative distributions
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
Saved in:
8
How much stock return predictability can we expect from an asset pricing model?
Zhou, Guofu
- In:
Economics letters
108
(
2010
)
2
,
pp. 184-186
Persistent link: https://www.econbiz.de/10008699206
Saved in:
9
Beyond Black-Litterman : letting the data speak
Zhou, Guofu
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 36-45
Persistent link: https://www.econbiz.de/10003909565
Saved in:
10
Testing multi-beta asset pricing models
Velu, Raja P.
;
Zhou, Guofu
- In:
Journal of empirical finance
6
(
1999
)
3
,
pp. 219-241
Persistent link: https://www.econbiz.de/10001426357
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