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A Multifactor, Nonlinear, Cont...
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CAPM
USA
78
United States
77
Theorie
70
Theory
70
Capital income
55
Kapitaleinkommen
55
Börsenkurs
43
Share price
43
Estimation
40
Schätzung
40
Finanzkrise
38
Financial crisis
37
Hypothek
35
Mortgage
35
Welt
29
World
28
Yield curve
26
Zinsstruktur
26
Systemic risk
25
Systemrisiko
24
Aktienmarkt
23
Stock market
23
Capital market returns
20
Kapitalmarktrendite
20
Risk
20
Financial market
19
Finanzmarkt
19
Risiko
18
Volatility
17
Volatilität
17
Forecasting model
16
Portfolio selection
16
Portfolio-Management
16
Prognoseverfahren
16
Regulation
16
Risikoprämie
16
Risk premium
16
Regulierung
15
Bank regulation
14
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7
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Article
13
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10
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13
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Graue Literatur
4
Non-commercial literature
4
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3
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3
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English
23
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Richardson, Matthew
10
Boudoukh, Jacob
8
Stanton, Richard
8
Whitelaw, Robert F.
6
Guo, Hui
5
Michaely, Roni
3
Smith, Tom
3
Roberts, Michael
2
Choi, Jaewon
1
Duffie, Darrell
1
Liu, Yukun
1
MacKinlay, Archie Craig
1
Moskowitz, Tobias J.
1
Parlour, Christine A.
1
Richardson, Matthew P.
1
Richardson, Paul A.
1
Roberts, Michael R.
1
Walden, Johan
1
Wallace, Nancy E.
1
Whitelaw, Robert
1
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National Bureau of Economic Research
2
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The journal of finance : the journal of the American Finance Association
4
The review of financial studies
3
Journal of financial economics
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
2
Journal of economic dynamics & control
1
NBER Working Paper
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Research Division working papers
1
The journal of fixed income
1
The journal of real estate finance and economics
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ECONIS (ZBW)
23
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1
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1995
Persistent link: https://www.econbiz.de/10001442054
Saved in:
2
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Whitelaw, Robert F.
;
Richardson, Matthew
; …
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 405-446
Persistent link: https://www.econbiz.de/10001220576
Saved in:
3
Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models
Boudoukh, Jacob
- In:
Journal of financial economics
34
(
1993
)
3
,
pp. 387-408
Persistent link: https://www.econbiz.de/10001153606
Saved in:
4
On the importance of measuring payout yield : implications for empirical asset pricing
Boudoukh, Jacob
;
Michaely, Roni
;
Richardson, Matthew
; …
-
2004
Persistent link: https://www.econbiz.de/10002172051
Saved in:
5
On the importance of measuring payout yield : implications for empirical asset pricing
Boudoukh, Jacob
;
Michaely, Roni
;
Richardson, Matthew
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
2
,
pp. 877-915
Persistent link: https://www.econbiz.de/10003445122
Saved in:
6
Using generalized method of moments to test mean-variance efficiency
MacKinlay, Archie Craig
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 511-527
Persistent link: https://www.econbiz.de/10001108685
Saved in:
7
Tests of financial models in the presence of overlapping observations
Richardson, Matthew
- In:
The review of financial studies
4
(
1991
)
2
,
pp. 227-254
Persistent link: https://www.econbiz.de/10001110000
Saved in:
8
Measuring aggregate economic fundamentals from short-term premiums
Richardson, Matthew
- In:
The journal of fixed income
1
(
1991
)
3
,
pp. 75-85
Persistent link: https://www.econbiz.de/10001117907
Saved in:
9
The volatility of a firm's assets and the leverage effect
Choi, Jaewon
;
Richardson, Matthew
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011590720
Saved in:
10
Uncovering the risk-return relation in the stock market
Guo, Hui
;
Whitelaw, Robert F.
-
2003
Persistent link: https://www.econbiz.de/10001787128
Saved in:
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