//--> //--> //--> //-->
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
Dynamic Asset Allocation under...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
60
Theory
60
USA
29
Capital income
26
Kapitaleinkommen
26
United States
25
Portfolio selection
17
Portfolio-Management
17
Börsenkurs
16
Share price
15
Risikoprämie
13
Risk premium
13
Vereinigte Staaten
11
Liquidity
9
Asymmetric information
8
Asymmetrische Information
8
Estimation
8
Liquidität
8
Schätzung
8
Capital structure
7
Großbritannien
7
Kanada
7
United Kingdom
7
Corporate finance
6
Unternehmensfinanzierung
6
Welt
6
World
6
financing policy
6
managerial incentives
6
Debt financing
5
Erwartungsbildung
5
Expectation formation
5
Fremdkapital
5
Hedging
5
Kapitalmarkt
5
Kapitalstruktur
5
Risiko
5
Risk
5
Ankündigungseffekt
4
more ...
less ...
Online availability
All
Free
8
Undetermined
4
Type of publication
All
Article
18
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
27
Undetermined
1
Author
All
Brennan, Michael J.
26
Xia, Yihong
11
Chordia, Tarun
5
Subrahmanyam, Avanidhar
5
Wang, Ashley W.
4
Tong, Qing
3
Huh, Sahn-Wook
2
Taylor, Alex P.
2
Zhang, Yuzhao
2
Akella, Subrahmanyam
1
Barberis, Nicholas
1
Chan, Justin S. P.
1
Cheng, Xiaolong
1
Huang, Ming
1
Jain, Ravi
1
Lettau, Martin
1
Levy, Moshe
1
Li, Feifei
1
Ludvigson, Sydney C.
1
Ritov, Yaacov
1
Schwartz, Eduardo S.
1
Subrahmanyan, Avanidhar
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
Published in...
All
The review of financial studies
3
Finance research letters
2
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
Working papers / Rodney L. White Center for Financial Research
2
Corporate finance
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
European financial management : the journal of the European Financial Management Association
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real options and investment under uncertainty : classical readings and recent contributions
1
Research paper / International Center for Financial Asset Management and Engineering
1
The journal of business : B
1
The legacy of Fischer Black
1
University of California at Los Angeles, Anderson Graduate School of Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
RePEc
1
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
14
(
2001
)
4
,
pp. 905-942
Persistent link: https://www.econbiz.de/10001619458
Saved in:
2
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Xia, Yihong
;
Brennan, Michael J.
;
Wang, Ashley W.
-
2002
Persistent link: https://www.econbiz.de/10001692842
Saved in:
3
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
-
1999
Persistent link: https://www.econbiz.de/10001641297
Saved in:
4
Estimation and test of a simple model of intertemporal capital asset pricing
Brennan, Michael J.
;
Wang, Ashley W.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1743-1776
Persistent link: https://www.econbiz.de/10002190689
Saved in:
5
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
6
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
Saved in:
7
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
Saved in:
8
Risk and valuation under an intertemporal capital asset pricing model
Brennan, Michael J.
(
contributor
);
Xia, Yihong
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024580
Saved in:
9
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
Saved in:
10
Risk and valuation under an intertemporal capital asset pricing model
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003301922
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->