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CAPM
Theorie
143
Theory
141
Risk
59
Risiko
56
Decision under uncertainty
34
Entscheidung unter Unsicherheit
34
Rational expectations
29
Rationale Erwartung
29
Ökonometrie
26
Modellierung
25
Scientific modelling
25
Estimation theory
24
Schätztheorie
24
Zeitreihenanalyse
24
Econometrics
23
Robustes Verfahren
23
Time series analysis
23
Estimation
22
Robust statistics
22
Schätzung
22
Erwartungsbildung
21
Expectation formation
21
Markov chain
21
Markov-Kette
21
Decision theory
18
Entscheidungstheorie
18
Schock
18
Shock
18
Risikoprämie
17
Risk premium
17
Financial economics
15
Financial market
15
Finanzmarkt
15
Geldpolitik
15
Kapitalmarkttheorie
15
Anlageverhalten
14
Behavioural finance
14
Financial investment
14
Kapitalanlage
14
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Free
21
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7
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Article
26
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26
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Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
8
Working Paper
8
Aufsatz im Buch
3
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3
Graue Literatur
3
Non-commercial literature
3
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Language
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English
52
Author
All
Hansen, Lars Peter
52
Jagannathan, Ravi
9
Heaton, John
8
Sargent, Thomas J.
7
Cochrane, John H.
5
Borovička, Jaroslav
4
Singleton, Kenneth J.
4
Luttmer, Erzo Gerrit Jan
3
Antoine, Bertille
2
Cagetti, Marco
2
Li, Nan
2
Miao, Jianjun
2
Proulx, Kevin
2
Renault, Eric
2
Williams, Noah
2
Barillas, Francisco
1
Barnett, Michael N.
1
Basu, Susanto
1
Brock, William A.
1
Chen, Xiaohong
1
Gagliardini, Patrick
1
Han, Lloyd S.
1
Hansen, Peter G.
1
Kan, Raymond
1
Lee, Junghoon
1
Ludvigson, Sydney C.
1
Luttmer, Erzo
1
Maenhout, Pascal J.
1
Richard, Scott F.
1
Robotti, Cesare
1
Ronchetti, Diego
1
Roussanov, Nikolai
1
Szőke, Bálint
1
Wang, Neng E.
1
Yaron, Amir
1
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National Bureau of Economic Research
6
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NBER Working Paper
6
NBER technical working paper series
4
The review of financial studies
4
Journal of econometrics
3
Technical working paper / National Bureau of Economic Research
3
Becker Friedman Institute for Research in Economics Working Paper
2
Financial markets and asset pricing
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Journal of political economy
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Cowles Foundation discussion paper
1
Discussion paper / Institute for Empirical Macroeconomics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory
1
FRB of Chicago Working Paper
1
Handbook of econometrics : volume 6A
1
Handbook of the equity risk premium
1
Journal of economic theory
1
Macroeconomic dynamics
1
Measuring capital in the new economy
1
NBER macroeconomics annual
1
Quantitative economics : QE ; journal of the Econometric Society
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
University of Chicago, Becker Friedman Institute for Economics Working Paper
1
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ECONIS (ZBW)
52
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1
Risk pricing over alternative investment horizons
Hansen, Lars Peter
-
2013
Persistent link: https://www.econbiz.de/10009696022
Saved in:
2
Nobel lecture : uncertainty outside and inside economic models
Hansen, Lars Peter
- In:
Journal of political economy
122
(
2014
)
5
,
pp. 945-987
Persistent link: https://www.econbiz.de/10010471003
Saved in:
3
Beliefs, doubts and learning : valuing economic risk
Hansen, Lars Peter
-
2007
Persistent link: https://www.econbiz.de/10003434542
Saved in:
4
Financial markets and the real economy : discussion
Hansen, Lars Peter
- In:
Handbook of the equity risk premium
,
(pp. 326-329)
.
2008
Persistent link: https://www.econbiz.de/10003598625
Saved in:
5
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
6
Implications of security market data for models of dynamic economies
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1990
Persistent link: https://www.econbiz.de/10000791221
Saved in:
7
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000910153
Saved in:
8
Econometric evaluation of asset pricing models
Hansen, Lars Peter
;
Heaton, John
;
Luttmer, Erzo Gerrit Jan
-
1993
Persistent link: https://www.econbiz.de/10000878768
Saved in:
9
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000883126
Saved in:
10
The role of conditioning information in deducing testable restrictions implied by dynamic asset pricing models
Hansen, Lars Peter
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
3
,
pp. 587-612
Persistent link: https://www.econbiz.de/10001029378
Saved in:
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