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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
219
Theory
217
CAPM
94
Risk
72
Risiko
69
Capital income
61
USA
49
Estimation
48
Schätzung
48
United States
47
Portfolio selection
43
Portfolio-Management
43
Risikoprämie
36
Decision under uncertainty
35
Entscheidung unter Unsicherheit
35
Risk premium
35
Anlageverhalten
34
Behavioural finance
33
Börsenkurs
31
Estimation theory
31
Rational expectations
31
Rationale Erwartung
31
Schätztheorie
31
Share price
31
Ökonometrie
30
Financial crisis
29
Modellierung
29
Scientific modelling
29
Finanzkrise
28
Econometrics
27
Erwartungsbildung
25
Expectation formation
25
Zeitreihenanalyse
24
Robustes Verfahren
23
Stock market
23
Time series analysis
23
Financial investment
22
Kapitalanlage
22
Markov chain
22
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37
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1
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48
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13
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Arbeitspapier
12
Working Paper
12
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11
Aufsatz in Zeitschrift
11
Graue Literatur
7
Non-commercial literature
7
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2
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2
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1
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1
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Language
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English
61
Author
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Jagannathan, Ravi
52
Da, Zhi
12
Ghysels, Eric
10
Hansen, Lars Peter
9
Heaton, John
7
Li, Nan
7
Chabot, Benjamin
5
Chabot, Benjamin Remy
5
Wang, Zhenyu
5
Gao, Pengjie
4
Guo, Re-Jin
4
Ma, Tongshu
4
Daniel, Kent
3
Glosten, Lawrence R.
3
Kim, Soohun
3
Liu, Binying
3
Shen, Jianfeng
3
Takehara, Hitoshi
3
Ben Dor, Arik
2
Ouyang, Shumiao
2
Runkle, David E.
2
Schaumburg, Ernst
2
Wang, Yong
2
Yu, Jiaheng
2
Zhang, Yang
2
Zhou, Guofu
2
Basu, Susanto
1
Breen, William
1
Dor, Arik Ben
1
Gallant, A. Ronald
1
Guo, Re-jin
1
Kubota, Keiichi
1
Marakani, Srikant
1
Meier, Iwan
1
Scheinkman, José Alexandre
1
Skoulakis, Georgios
1
Tauchen, George Eugene
1
Xu, Zhe
1
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National Bureau of Economic Research
12
University of Hong Kong / School of Economics and Finance
1
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NBER Working Paper
12
NBER working paper series
12
Staff report / Research Department, Federal Reserve Bank of Minneapolis
5
Working paper / National Bureau of Economic Research, Inc.
5
The journal of finance : the journal of the American Finance Association
3
Annual review of financial economics
1
Applications
1
CEA_372Cass working paper series
1
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
FRB of Chicago Working Paper
1
Journal of econometrics
1
Journal of financial economics
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Measuring capital in the new economy
1
Staff report / Federal Reserve Bank of Minneapolis, Research Department
1
The journal of alternative investments
1
The review of financial studies
1
UIC College of Business Administration Research Paper
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ECONIS (ZBW)
61
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1
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870606
Saved in:
2
The CAPM is alive and well
Jagannathan, Ravi
;
Wang, Zhenyu
-
1993
Persistent link: https://www.econbiz.de/10000881167
Saved in:
3
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1995
Persistent link: https://www.econbiz.de/10000933194
Saved in:
4
Economic significance of predictable variations in stock index returns
Breen, William
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1177-1189
Persistent link: https://www.econbiz.de/10001080363
Saved in:
5
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
51
(
1996
)
1
,
pp. 3-53
Persistent link: https://www.econbiz.de/10001202204
Saved in:
6
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
Saved in:
7
Relationship between labor-income risk and average return : empirical evidence from the Japanese stock market
Jagannathan, Ravi
-
1997
Persistent link: https://www.econbiz.de/10000968493
Saved in:
8
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
-
rev
Persistent link: https://www.econbiz.de/10000142591
Saved in:
9
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1996
Persistent link: https://www.econbiz.de/10000588919
Saved in:
10
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
-
2002
Persistent link: https://www.econbiz.de/10001667500
Saved in:
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