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CAPM
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Campbell, John Y.
61
Zaremba, Adam
61
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55
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53
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52
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38
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Zhou, Guofu
35
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33
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Kan, Raymond
32
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Pástor, Ľuboš
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Satchell, Stephen
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Guidolin, Massimo
27
Hull, John
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Schlag, Christian
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Shiller, Robert J.
27
Bossaerts, Peter L.
26
Cakici, Nusret
26
Gagliardini, Patrick
26
Korajczyk, Robert A.
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Ang, Andrew
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Aït-Sahalia, Yacine
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Başak, Suleyman
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Svenska Handelshögskolan <Helsinki>
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American Finance Association
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Economics letters
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ECONIS (ZBW)
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EconStor
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RePEc
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OLC EcoSci
8
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1
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
2
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
Saved in:
3
A note on Stein's overreaction puzzle
Lin, Yuehao
;
Lehnert, Thorsten
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 269-276
Persistent link: https://www.econbiz.de/10012285399
Saved in:
4
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
5
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
6
Optimal investment problem with multiple risky assets under the constant elasticity of variance (CEV) model
Zhao, Hui
;
Rong, Ximin
;
Ma, Weiqin
;
Gao, Bo
- In:
Modern economy
3
(
2012
)
6
,
pp. 718-725
Persistent link: https://www.econbiz.de/10009720485
Saved in:
7
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
-
2020
Persistent link: https://www.econbiz.de/10012317084
Saved in:
8
Co-jumps and recursive preferences in portfolio choices
Oliva, Immacolata
;
Stefani, Ilaria
- In:
Annals of finance
19
(
2023
)
3
,
pp. 291-324
Persistent link: https://www.econbiz.de/10014380566
Saved in:
9
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
10
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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