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CAPM
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Campbell, John Y.
61
Zaremba, Adam
61
Stambaugh, Robert F.
55
Fabozzi, Frank J.
53
Cochrane, John H.
52
Jarrow, Robert A.
50
Bali, Turan G.
45
Bekaert, Geert
43
Ferson, Wayne E.
42
Zhang, Lu
42
Lo, Andrew W.
40
He, Xue-zhong
38
Hens, Thorsten
38
Jagannathan, Ravi
38
Hansen, Lars Peter
35
Harvey, Campbell R.
35
Zhou, Guofu
35
Kelly, Bryan T.
33
Madan, Dilip B.
33
Kan, Raymond
32
Robotti, Cesare
31
Bansal, Ravi
30
Lee, Cheng F.
29
Yaron, Amir
29
Zin, Stanley E.
29
Chiarella, Carl
28
Kogan, Leonid
28
Pástor, Ľuboš
28
Satchell, Stephen
28
Guidolin, Massimo
27
Hull, John
27
Schlag, Christian
27
Shiller, Robert J.
27
Bossaerts, Peter L.
26
Cakici, Nusret
26
Gagliardini, Patrick
26
Korajczyk, Robert A.
26
Ang, Andrew
25
Aït-Sahalia, Yacine
25
Başak, Suleyman
25
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Springer Fachmedien Wiesbaden
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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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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Center for Economic Research <Tilburg>
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European Commission / Directorate-General for Education, Youth, Sport and Culture
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INSEAD
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2
Instituto Valenciano de Investigaciones Económicas
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NBER working paper series
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Journal of banking & finance
183
The journal of finance : the journal of the American Finance Association
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Finance research letters
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Journal of economic dynamics & control
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Journal of empirical finance
132
Management science : journal of the Institute for Operations Research and the Management Sciences
106
International review of financial analysis
94
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
89
International review of economics & finance : IREF
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International journal of theoretical and applied finance
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Journal of monetary economics
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Pacific-Basin finance journal
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58
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58
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57
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55
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55
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53
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53
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49
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46
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ECONIS (ZBW)
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EconStor
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RePEc
15
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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