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~subject:"CAPM"
~person:"Zhou, Guofu"
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CAPM
Theorie
65
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65
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25
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25
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23
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23
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12
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Zhou, Guofu
Stambaugh, Robert F.
47
Campbell, John Y.
46
Cochrane, John H.
40
Jarrow, Robert A.
38
Ferson, Wayne E.
37
Fabozzi, Frank J.
34
Zhang, Lu
34
Hansen, Lars Peter
33
Hens, Thorsten
31
Zin, Stanley E.
31
He, Xue-zhong
30
Jagannathan, Ravi
30
Harvey, Campbell R.
29
Madan, Dilip B.
29
Chiarella, Carl
28
Hull, John
26
Yaron, Amir
26
Bekaert, Geert
25
Gagliardini, Patrick
25
Kan, Raymond
25
Robotti, Cesare
25
Hommes, Cars H.
24
Duffie, Darrell
23
Longstaff, Francis A.
23
Renault, Eric
23
Bansal, Ravi
22
Dumas, Bernard
22
Epstein, Larry G.
22
Lettau, Martin
22
Lo, Andrew W.
21
Ludvigson, Sydney C.
21
Pástor, Ľuboš
21
Fama, Eugene F.
20
Gouriéroux, Christian
20
Brock, William A.
19
Chabi-Yo, Fousseni
19
Korajczyk, Robert A.
19
Prokopczuk, Marcel
19
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
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1
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ECONIS (ZBW)
27
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1
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
2
Measuring the pricing error of the arbitrage pricing
theory
Geweke, John
;
Zhou, Guofu
-
1995
Persistent link: https://www.econbiz.de/10000909817
Saved in:
3
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
Saved in:
4
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
Saved in:
5
Asset-pricing tests under alternative distributions
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
Saved in:
6
International asset pricing with alternative distributional specifications
Harvey, Campbell R.
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 107-131
Persistent link: https://www.econbiz.de/10001146680
Saved in:
7
Measuring the pricing error of the arbitrage pricing
theory
Geweke, John
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 557-587
Persistent link: https://www.econbiz.de/10001202791
Saved in:
8
Small sample rank tests with applications to asset pricing
Zhou, Guofu
- In:
Journal of empirical finance
2
(
1995
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10001181811
Saved in:
9
Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan
;
Zhou, Guofu
- In:
Finance research letters
15
(
2015
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
Saved in:
10
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
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