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Year of publication
Subject
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CAPM 20,846 Theorie 10,600 Theory 10,555 Kapitaleinkommen 5,656 Capital income 5,646 Portfolio-Management 4,985 Portfolio selection 4,969 Börsenkurs 4,660 Share price 4,640 Risikoprämie 3,428 Risk premium 3,415 Schätzung 3,002 Estimation 2,981 Risk 2,766 Risiko 2,756 Volatilität 1,941 Volatility 1,938 Aktienmarkt 1,768 Stock market 1,727 USA 1,665 United States 1,635 Anlageverhalten 1,452 Behavioural finance 1,437 Optionspreistheorie 1,373 Option pricing theory 1,356 Betafaktor 1,317 Beta risk 1,306 Finanzmarkt 1,226 Financial market 1,222 Kapitalmarktrendite 1,049 Capital market returns 1,047 Kapitalmarkttheorie 950 Welt 937 World 931 Capital market theory 911 Stochastischer Prozess 853 Stochastic process 851 Zinsstruktur 844 Yield curve 840 Asset pricing 807
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Online availability
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Free 7,569 Undetermined 4,546 CC license 247 Digitizable 2
Type of publication
All
Article 11,012 Book / Working Paper 9,975 Journal 24 Other 8
Subcategories
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Article in journal 10,218 Working paper 3,607 Book section 537 Textbook 111 Proceedings 88 Literature review 45 Glossary included 29 Handbook 12 Government document 10 Review 10 Case study 8 Introduction 5 Guidebook 2 Biography 1
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Language
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English 19,796 German 663 Undetermined 348 Spanish 78 French 69 Italian 30 Portuguese 16 Danish 7 Polish 6 Swedish 3 Czech 2 Norwegian 2 Afrikaans 1 Hungarian 1 Dutch 1 Russian 1 Slovenian 1 Turkish 1
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Author
All
Zaremba, Adam 87 Campbell, John Y. 83 Zhang, Lu 80 Ferson, Wayne E. 68 Jarrow, Robert A. 67 Fabozzi, Frank J. 66 Harvey, Campbell R. 64 Hens, Thorsten 63 Bekaert, Geert 61 Cochrane, John H. 60 Stambaugh, Robert F. 60 Bali, Turan G. 56 Hansen, Lars Peter 53 Jagannathan, Ravi 52 Robotti, Cesare 51 Lo, Andrew W. 49 Cakici, Nusret 47 Kan, Raymond 47 Zhou, Guofu 47 He, Xue-zhong 46 Kelly, Bryan T. 46 Lee, Cheng F. 46 Faff, Robert W. 44 Kogan, Leonid 44 Madan, Dilip B. 43 Lettau, Martin 41 Lustig, Hanno 40 Polk, Christopher 39 Ang, Andrew 38 Duffie, Darrell 36 Fama, Eugene F. 36 Pedersen, Lasse Heje 36 Bansal, Ravi 35 Chiarella, Carl 35 Guidolin, Massimo 35 Guo, Hui 35 Hommes, Cars H. 35 Prokopczuk, Marcel 35 Shanken, Jay 35 Hull, John 34
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Institution
All
National Bureau of Economic Research 420 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 39 EconWPA 12 Ekonomiska forskningsinstitutet <Stockholm> 10 Federal Reserve Bank of St. Louis 9 Institute of Finance and Accounting <London> 9 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 8 MASTER CONSULTORES 8 University of Chicago / Center for Research in Security Prices 8 C.E.P.R. Discussion Papers 7 Centre for Analytical Finance <Århus> 7 Centre for Economic Policy Research 7 Chambre de commerce et d'industrie de Paris 7 Erasmus Research Institute of Management 7 Springer Fachmedien Wiesbaden 7 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 6 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 6 Deutsche Forschungsgemeinschaft 6 Rodney L. White Center for Financial Research 6 Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique 5 Federal Reserve System / Division of Research and Statistics 5 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 5 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn 5 Svenska Handelshögskolan <Helsinki> 5 World Scientific (Firm) 5 American Finance Association 4 Federal Reserve Bank of San Francisco 4 Federal Reserve System / Board of Governors 4 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 4 Stanford Institute for Economic Policy Research 4 BANCO DE LA REPÚBLICA 3 Banco de la Republica de Colombia 3 Center for Economic Research <Tilburg> 3 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 3 Département de Sciences Économiques, Université de Montréal 3 Escola de Pós-Graduação em Economia <Rio de Janeiro> 3 Faculty of Economics, University of Cambridge 3 HAL 3 Institut ekonomických studií, Univerzita Karlova v Praze 3 Institut for Finansiering <Frederiksberg> 3
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Published in...
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NBER working paper series 407 Journal of financial economics 333 Working paper / National Bureau of Economic Research, Inc. 333 Journal of banking & finance 300 NBER Working Paper 286 The journal of finance : the journal of the American Finance Association 277 The review of financial studies 230 Finance research letters 218 Journal of empirical finance 183 Journal of economic dynamics & control 181 International review of financial analysis 156 Journal of financial and quantitative analysis : JFQA 155 Management science : journal of the Institute for Operations Research and the Management Sciences 140 Economics letters 131 International review of economics & finance : IREF 119 Pacific-Basin finance journal 117 Research paper series / Swiss Finance Institute 111 Applied economics 106 Discussion paper / Centre for Economic Policy Research 100 Journal of econometrics 98 The European journal of finance 96 Mathematical finance : an international journal of mathematics, statistics and financial theory 93 Economic modelling 92 International journal of theoretical and applied finance 92 Journal of international financial markets, institutions & money 92 Journal of international money and finance 92 Working paper 88 Review of quantitative finance and accounting 86 The journal of futures markets 83 Discussion papers / CEPR 82 The North American journal of economics and finance : a journal of financial economics studies 79 Journal of monetary economics 78 Quantitative finance 78 Applied financial economics 77 Finance and stochastics 76 Journal of economic theory 68 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 67 Annals of finance 63 Research in international business and finance 63 The journal of real estate finance and economics 60
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Source
All
ECONIS (ZBW) 20,331 RePEc 400 EconStor 149 USB Cologne (EcoSocSci) 101 BASE 15 Other ZBW resources 13 OLC EcoSci 10
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Showing 1 - 50 of 17,628
 
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Beyond the bubble : empirical evidence on asset pricing under persistent low interest rates
Shimizu, Chihiro - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617260
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When long-run trends are unknown : bond pricing implications
Ahonon, Borel; Roussellet, Guillaume - 2026
We propose a macro-finance model in which inflation, growth, and the policy rate are driven by unobservable long-run trends and transitory cycles that investors must infer from aggregate data. Their subjective estimates of these trends, and the uncertainty surrounding them, are priced into the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618078
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A bound on price impact and disagreement
Beck, Philippe van der; Bretscher, Lorenzo; Fu, Julie Zhiyu - 2026 - This draft: October 31, 2025
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Investor valuation, taxation, and time varying expected returns
Bjerksund, Petter; Schjelderup, Guttorm - 2026
This paper analyzes the valuation of publicly traded stocks subject to capital income and wealth taxation when expected returns are time-varying. We show that, in an efficient capital market, investor valuation coincides with the market price under a broad class of tax systems, including accrued...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654699
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Tracing the history of asset price bubble theory : a literature review
Dubach, Sally - 2026
The literature on rational asset price bubbles has grown substantially, yet its internal logic is difficult to trace without reading across a large and technically demanding body of work. This paper provides a guide to the literature on rational asset price bubble theory, tracing its evolution...
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Large and deep factor models
Kelly, Bryan T.; Kuznetsov, Boris; Malamud, Semyon; Xu, … - 2026
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Asset pricing robustness in venture capital
Michopoulos, Ioannis; Scaillet, Olivier; Topaloglou, Nikolas - 2026
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Demand-based asset pricing in general equilibrium
Abadi, Joseph - 2026
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Essays on empirical asset pricing
Stolborg, Christian - 2026 - First edition
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614176
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Essays in empirical asset pricing
Luber, Sebastian - 2026 - First edition
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Disasters, ambiguity, and crash betas
Meyerheim, Gerrit - 2026 - Original Version: October 2025, This Version: March 2026
This paper develops a tractable consumption-based asset-pricing model in an i.i.d. economy that combines rare consumption disasters with ambiguity aversion implemented as a one-period entropic tilt under CRRA utility. Closed-form expressions for the risk-free rate, equity return moments, and the...
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Carbon risk without a stable premium : nonlinear and state-dependent evidence from European ESG leaders
Salzmann, Eleonora - 2026
Despite the economic relevance of climate-transition risk, firm-level carbon exposure often fails to appear as a robustly priced factor when ESG measures and sustainability shocks are conflated. This study examines whether carbon exposure is conditionally priced in European equity returns using...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615255
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Putting the "finance" into "public finance" : a theory of capital gains taxation
Aguiar, Mark; Moll, Benjamin; Scheuer, Florian - 2026 - First version: May 2024, this version: February 2026
Standard optimal capital tax theory abstracts from modeling asset prices, making it unsuitable for thinking about capital gains and wealth taxation. We study optimal redistributive taxation in an environment with asset price movements, adopting the modern finance view that asset prices fluctuate...
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Household preferences in an emerging economy : robust estimates of discount factor and coefficient of relative risk aversion for Pakistan
Ahmed, Waqas; Rehman, Muhammad; Iqbal, Javed; Sheraz, Sahar - 2026
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Expanding the zoo : the circularity-factor
Zara, Claudio; Qiu, Borui; Göbel, Maximilian - 2026 - This draft: September 14, 2024
Climate change, trade wars, supply-chain disruptions, and geopolitical uncertainty - one may characterize the post-COVID era as such. The Circular Economy, with its focus on a circular production process, is a framework that addresses exactly these drivers of heightened uncertainty. We propose...
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Workforce shocks and financial markets : asset pricing perspectives
Akhtar, Samreen; Agarwal, Jyoti; Ahmad, Alam; Wiquar, Refia - 2026
Workforce adjustments, such as mass layoffs, are significant corporate events that can influence stock returns and volatility, yet their broader asset-pricing implications remain underexplored. We examine the impact of such workforce shocks on stock performance from an asset-pricing perspective....
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The co-pricing factor zoo
Dickerson, Alexander; Julliard, Christian; Mueller, Philippe - 2026
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Stress discounting
Cherbonnier, Frédéric; Gollier, Christian; Pommeret, Aude - 2025
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Stress discounting
Cherbonnier, Frédéric; Gollier, Christian; Pommeret, Aude - 2026
Book / Working Paper
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Hard to process : atypical firms and the cross-section of expected stock returns
Weibels, Sebastian - 2026 - Current version: January 2026
Theories of limited attention predict that investors rely on typical patterns to navigate high-dimensional firm characteristics, making atypical firms hard to process. To quantify this difficulty, we propose a data-driven measure of firm atypicality using an autoencoder (ATYP). The model learns...
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Pricing rules with market frictions : an axiomatic approach
Cornet, Bernard - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619822
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The U.S. dollar as a dollar-channel proxy in gold return dynamics : evidence from 2000-2025
Sayegh, Rosette Ghossoub; Accary, Johnny - 2026
This study examines the determinants of gold returns over the period 2000-2025, a period marked by recurrent financial crises, geopolitical tensions, and major shifts in global monetary conditions. As gold represents both a strategic commodity and a key reserve asset, understanding the channels...
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Differential capital taxation and risk premia : a separation result
Menoncin, Francesco; Panteghini, Paolo - 2026
The article studies differential capital taxation - distinct rates on interest income and risky profits - in a continuous-time representative-agent general equilibrium model with complete markets. It derives closed-form expressions for the equilibrium risk-free rate and the market price of risk....
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Explosive price dynamics in global REIT markets : evidence from developed regions
Iancu, Laura Andreea - 2026
This paper investigates the presence and timing of explosive price dynamics in major listed real estate markets over the period 04 January 2011 - 11 February 2026. The analysis focuses on four benchmark indices: the FTSE EPRA Nareit Developed Europe Index, the FTSE Nareit All Equity REITs Index...
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Recursive portfolio machines
Fan, Jonathan; Kelly, Bryan T.; Malamud, Semyon; Zhang, Yuan - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640045
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Modeling structural deviation in 10-K risk factors : a semantic anomaly detection and explainable AI approach
Sun, Fang; He, Shuangjiang; Wang, Ruiqi; Ke, Lingyun; … - 2026
This study presents an exploratory methodological framework for examining structural changes in regulatory risk disclosure using sentence embeddings, multivariate anomaly detection, and explainable artificial intelligence. Prior research typically relies on dictionary-based word frequencies,...
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Asset pricing and risk sharing in complete markets : an experimental investigation
Biais, Bruno; Mariotti, Thomas; Moinas, Sophie; Pouget, … - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643399
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Asset pricing and risk sharing in complete markets : an experimental investigation
Biais, Bruno; Mariotti, Thomas; Moinas, Sophie; Pouget, … - 2025
Book / Working Paper
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Asset pricing and risk sharing in complete markets : an experimental investigation
Biais, Bruno; Mariotti, Thomas; Moinas, Sophie; Pouget, … - 2024
Book / Working Paper
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Tokenization and asset pricing : expanding financial observability of real assets : an application to energy infrastructure in Vaca Muerta
Orlandi, Pablo - 2026
Standard asset pricing theory defines the market portfolio as the aggregation of all risky assets in the economy. In practice, however, empirical implementations of models such as the Capital Asset Pricing Model (CAPM) rely almost exclusively on publicly traded equities and, to a lesser extent,...
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Asset market participation, redistribution, and asset pricing
Gaudio, Francesco Saverio; Petrella, Ivan; Santoro, Emiliano - 2026
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Asset market participation, redistribution, and asset pricing
Gaudio, Francesco Saverio; Petrella, Ivan; Santoro, Emiliano - 2023
Book / Working Paper
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Can models with idiosyncratic risk solve the equity premium puzzle? : redux
Kozliakov, Gleb; Marin, Emile A.; Singh, Sanjay R. - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015636732
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Can models with idiosyncratic risk solve the equity premium puzzle? : redux
Kozliakov, Gleb; Marin, Emile A.; Singh, Sanjay R. - 2026
Book / Working Paper
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Looking for risk : volatility bounds in macro
Jung, Jiyong; Marin, Emile A. - 2026
We characterize the gap between the equity risk premium (ERP) and its SVIX-implied lower bound as an equilibrium object, increasing in the correlation of valuations and returns, their relative volatility, and risk aversion. Higher risk premia need not be reflected in options-implied volatility....
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ORAKULUM : an information-impact asset pricing model introducing a jump-diffusion framework for information-driven markets
Köntös, Zoltán; Rahimkulov, Ruszlan Megdetovics - 2026
Standard asset pricing models treat price dynamics as a stochastic process driven by undifferentiated random noise, rendering them agnostic about the primary engine of price discovery: the arrival of economically significant information. This paper introduces ORAKULUM, a structured...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015656182
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Characteristic function-based factor modeling of affine jump-diffusions using options
Boswijk, Herman Peter; Laeven, Roger J. A.; Marijnen, Niels - 2026
We develop a framework to analyze option markets using factor modeling techniques, offering a novel method to study how many and which risk factors drive the price process of a single asset. We exploit information contained in option prices to construct observations on the characteristic...
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The fallacy of concentration
Kritzman, Mark; Turkington, David - 2026
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The fallacy of concentration
Kritzman, Mark; Turkington, David - 2025
Book / Working Paper
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The performance of low-carbon equity funds
Birk, Kevin; Rohleder, Martin; Weh, René; Wilkens, Marco - 2026
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Conditional demand for lottery-type stocks : information spillovers and asset prices comovement
Zhang, Yu; Kappou, Konstantina; Urquhart, Andrew - 2026
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Expecting the unexpected : voluntary sensitivity risk disclosure and the cost of equity capital
Li, Yong - 2026
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Self-inflated funds
Beck, Philippe van der; Bouchaud, Jean-Philippe; … - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015635297
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Short versus long-run demand elasticities in asset pricing
Beck, Philippe van der - 2026
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Equity risk premium in Lithuania's frontier market : integrating country risk and market drivers
Bonelli, Marco I. - 2026
This study quantifies Lithuania's Equity Risk Premium (ERP) by integrating Damodaran's country-risk premium (CRP) framework with a multiple regression on key market drivers. By using quarterly data from Q1 2015 to Q4 2024, the CRP model yields an implied cost of equity of 9.84%, corresponding to...
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Demand disagreement
Heyerdahl-Larsen, Christian; Illeditsch, Philipp - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015573684
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The risk and reward of investing
Doeswijk, Ronald; Swinkels, Laurens - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015574497
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Media reporting and asset pricing models
Jacobs, Heiko; Lauber, Alexander - 2026
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Pricing sustainability or pricing illiquidity? : evidence from ESG index futures
Ewald, Christian; Suna, Xiaotong; Haugomb, Erik; … - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015665643
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Does the CAPM drive misvaluations in M&As?
Hark, Paul F.; Schneider, Christoph - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437484
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Inflation risk and equity valuation: a critical review
Schüler, Andreas - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015484544
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Risk in financial decision-making: A conceptual framework for investors and corporate managers
Hrytsiv, Kateryna; Kartašova, Jekaterina - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015561867
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Rare disasters, tail aversion, and asset pricing puzzles
Meyerheim, Gerrit - 2025 - Original version: October 2025, this version: December 2025
This paper develops a parsimonious consumption-based asset pricing model that integrates tail aversion, implemented via a one-period entropic tilt, with rare disasters under CRRA utility. Closed-form expressions for the risk-free rate, return moments, and the Hansen-Jagannathan bound yield an...
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Rare disasters, tail aversion, and asset pricing puzzles
Meyerheim, Gerrit - 2025
Book / Working Paper
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Rare disasters, tail aversion, and asset pricing puzzles
Meyerheim, Gerrit - 2025
Book / Working Paper
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Symbolic Modeling for financial asset pricing
Zuo, Xiangwu; Jiang, Anxiao (Andrew) - 2025
Symbolic Regression is a machine learning technique that discovers an unknown function from its samples. Compared to conventional regression techniques (e.g., linear regression, polynomial regression, etc.), Symbolic Regression does not limit the discovered function to specific forms (e.g.,...
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Green M&A deals : do acquirers obtain superior returns?
Darškuvienė, Valdonė; Lideris, Vilius - 2025
Purpose: The paper aims to examine whether investors receive superior returns for participating in green mergers and acquisitions (M&As), or whether they pay a price for doing so. Design/methodology/approach: Using the event study research methodology, we assess whether acquirers are rewarded by...
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Dispersed ownership and asset pricing : an unpriced premium associated with free float
Hearn, Bruce; Filatotchev, Igor; Goergen, Marc - 2025
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Dispersed Ownership and Asset Pricing : An Unpriced Premium Associated with Free Float
Hearn, Bruce; Filatotchev, Igor; Goergen, Marc - 2022
Book / Working Paper
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