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  • Search: subject_exact:"Theorie des Kapitalmarktgleichgewichts"
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Year of publication
Subjects
All
Financial economics 1,693 Kapitalmarkttheorie 1,693 Theorie 927 Theory 926 Portfolio selection 230 Portfolio-Management 230 CAPM 224 Finanzmarkt 183 Financial market 182 Börsenkurs 171 Share price 170 USA 130 Anlageverhalten 129 United States 126 Behavioural finance 125 Finanzanalyse 94 Deutschland 92 Financial analysis 91 Germany 89 Optionspreistheorie 87 Aktienmarkt 83 Option pricing theory 83 Welt 83 World 83 Stock market 81 Volatilität 81 Estimation 80 Schätzung 80 Volatility 79 Risikoprämie 78 Risk premium 78 Finanzierungstheorie 73 Stochastischer Prozess 73 Efficient market hypothesis 72 Effizienzmarkthypothese 72 Stochastic process 71 Financial management theory 68 Finanzmathematik 66 Allgemeines Gleichgewicht 61 General equilibrium 61
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Online availability
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Free 320 Undetermined 75
Type of publication
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Book / Working Paper 949 Article 652 Journal 92
Type of publication (narrower categories)
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Article in journal 563 Aufsatz in Zeitschriften 563 Graue Literatur 510 Non-commercial literature 510 Arbeitspapier 376 Working Paper 376 Dissertation 225 Thesis 225 Hochschulschrift 213 Lehrbuch 134 Article in book 107 Aufsatz im Buch 107 Collection of articles of several authors 102 Sammelwerk 102 Bibliographie enthalten 43 Bibliography included 43 Collection of articles written by one author 33 Sammlung 33 Survey 27 Übersichtsarbeit 27 Congress report 24 Kongressschrift 24 Glossar enthalten 22 Glossary included 22 Kongress 15 Aufsatzsammlung 11 Personenfestschrift 11 Publication in honor of a person 11 Case study 7 Commentary 7 Fallstudie 7 Kommentar 7 Bibliographie 6 Konferenzschrift 5 Mehrbändiges Werk 5 Multi-volume publication 5 Handbook 4 Handbuch 4 CD-ROM, DVD 3 Mikroform 3
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Language
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English 1,328 German 328 Spanish 13 French 10 Italian 10 Portuguese 8 Polish 3 Czech 2 Slovak 2 Serbian 2 Danish 1 Dutch 1
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Persons
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Kruschwitz, Lutz 13 Vayanos, Dimitri 12 Hens, Thorsten 11 Schenk-Hoppé, Klaus Reiner 10 Grüning, Patrick 9 Spremann, Klaus 9 Woolley, Paul 9 Cespa, Giovanni 8 Laux, Helmut 8 McAleer, Michael 8 Platen, Eckhard 8 Adam, Klaus 7 Başak, Suleyman 7 Kan, Raymond 7 Marcet, Albert 7 Riedel, Frank 7 Robotti, Cesare 7 Schinckus, Christophe 7 Goodhart, Charles A. E. 6 Gospodinov, Nikolaj 6 He, Xue-zhong 6 Horst, Ulrich 6 Jarrow, Robert A. 6 Jones, Charles Parker 6 Jovanovic, Franck 6 Kocherlakota, Narayana Rao 6 Löffler, Andreas 6 Mehra, Rajnish 6 Nicolini, Juan Pablo 6 Wagner, Niklas F. 6 Wong, Wing Keung 6 Zimmermann, Heinz 6 Back, Kerry E. 5 Bossaerts, Peter L. 5 Buss, Adrian 5 Chang, Chia-Lin 5 Cochrane, John H. 5 Donadelli, Michael 5 Easley, David 5 Frankfurter, George M. 5
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Institutions
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Center for Economic Research <Tilburg> 5 Springer Fachmedien Wiesbaden GmbH 4 Association of European Operational Research Societies / Working Group on Financial Modelling 3 Institute of Chartered Financial Analysts of India 3 Springer International Publishing AG 3 Universitat Pompeu Fabra / Departament d'Economia i Empresa 3 American Finance Association 2 Auckland Centre for Financial Research 2 Banco Central do Brasil 2 Centro de Estudios Monetarios Latinoamericanos <México> 2 Federal Reserve System / Division of Research and Statistics 2 Icfai University Press <Hyderabad> 2 Oxford Financial Research Centre 2 Universität Hannover / Wirtschaftswissenschaftliche Fakultät 2 Verlag Dr. Kovač 2 AMACOM 1 Advanced Modelling in Mathematical Finance <Veranstaltung> <2015, Kiel> 1 Analistas Financieros Internacionales, SA <Madrid> 1 Associazione Operatori Bancari in Titoli 1 Associazione per la Matematica Applicata alle Scienze Economiche e Sociali 1 Bachelier Finance Society 1 Books on Demand GmbH <Norderstedt> 1 Brookings Institution 1 Centralna Banka Crne Gore 1 Centre for Advanced Studies <Oslo> 1 Centre for Analytical Finance <Århus> 1 Centro Interdipartimentale di Studi Internazionali sull'Economia e lo Sviluppo <Rom> 1 Centro de Estudios Macroeconómicos de Argentina / Universidad 1 Columbia University 1 Columbia-JAFEE Conference on the Mathematics of Finance <3, 1999, New York, NY> 1 Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück> 1 Conference on Applications of Physics in Financial Analysis <1999, Dublin> 1 Conference on Risks Involving Derivatives and Other New Financial Instruments <1996, Siena> 1 Conference on Stochastics of Environmental and Financial Economics <2., 2015, Oslo> 1 Deutsche Gesellschaft für Versicherungsmathematik / Fachausschuss Finanzmathematik 1 Dr. Hans-Markus Callsen-Bracker <Firma> 1 Elinkeinoelämän Tutkimuslaitos 1 Erasmus Research Institute of Management 1 Eric Cuvillier <Firma> 1 European Social Simulation Association 1
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Published in...
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Working paper 59 The review of financial studies 23 Discussion paper / Centre for Economic Policy Research 22 Journal of economic theory 22 Working papers 20 Journal of mathematical economics 17 The journal of finance : the journal of the American Finance Association 17 Journal of financial economic policy 15 Gabler Edition Wissenschaft 14 Finance and stochastics 13 Discussion paper 12 Journal of economic dynamics & control 12 Journal of banking & finance 11 Policy research working paper : WPS 10 Tinbergen Institute research series 10 Annual review of financial economics 9 Journal of empirical finance 9 Mathematical finance : an international journal of mathematics, statistics and financial theory 9 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 8 Economic modelling 8 Economic theory 8 Journal of financial and quantitative analysis : JFQA 8 Journal of financial economics 8 Research paper series 8 International journal of theoretical and applied finance 7 Review of finance : journal of the European Finance Association 7 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 6 Gabler-Edition Wissenschaft 6 IMF working paper 6 International review of financial analysis 6 Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften 6 Journal of business economics : JBE 6 Journal of economic behavior & organization : JEBO 6 Journal of post-Keynesian economics : JPKE 6 Kredit und Kapital 6 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 6 Research series / Universiteit van Amsterdam 6 Schriftenreihe Finanzmanagement 6 Wiley finance series 6 Working paper series 6
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Sources
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ECONIS (ZBW) 1,693
Showing 1 - 50 of 1,693
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Dynamic valuation of weather derivatives under default risk
Härdle, Wolfgang; Osipenko, Maria - 2017
Weather derivatives are contingent claims with payo based on a pre-speci ed weather index. Firms exposed to weather risk can transfer it to nancial markets via weather derivatives. We develop a utility-based model for pricing baskets of weather derivatives in over-the-counter markets under...
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The investment CAPM
Zhang, Lu - 2017
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Asset mispricing
Lewis, Kurt F.; Longstaff, Francis A.; Petrasek, Lubomir - 2017
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The emergence of market structure
Farboodi, Maryam; Jarosch, Gregor; Shimer, Robert - 2017
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Real anomalies
Binsbergen, Jules H. van; Opp, Christian C. - 2017
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Asset pricing in the quest for the new El Dorado
Andrei, Daniel; Carlin, Bruce Ian - 2017
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Sovereign bond prices, haircuts and maturity
Asonuma, Tamon; Niepelt, Dirk; Ranciere, Romain - 2017
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Extensive margin adjustment of multi-product firm and risk diversification
Carvalho, Carlos Viana de; Hong, Gee Hee; Zhou, Jing - 2017
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Innovation dynamics and fiscal policy : implications for growth, asset prices, and welfare
Donadelli, Michael; Grüning, Patrick - 2017 - This version: April 13, 2017
We study the general equilibrium implications of different fiscal policies on macroeconomic quantities, asset prices, and welfare by utilizing two endogenous growth models. The expanding variety model features only homogeneous innovations by entrants. The Schumpeterian growth model features...
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Demand for information and asset pricing
Ben-Rephael, Azi; Carlin, Bruce Ian; Da, Zhi; … - 2017
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Complex asset markets
Eisfeldt, Andrea L.; Lustig, Hanno; Zhang, Lei - 2017
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Evaluating the effectiveness of asset pricing model before, during and after Financial Crisis 2008 : evidence from Karachi Stock Exchange
Waqar-ul-hassan; Hasnain, Zeeshan; Hussain, Shahbaz - In: Business and Economic Research : BER 7 (2017) 1, pp. 177-188
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Investor attention and sentiment : risk or anomaly?
Bucher, Melk - 2017 - This version: July 2017
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Inference on risk premia in the presence of omitted factors
Giglio, Stefano; Xiu, Dacheng - 2017
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Innovation dynamics and fiscal policy : implications for growth, asset prices, and welfare
Donadelli, Michael; Grüning, Patrick - 2017
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Journal of Economics and Financial Analysis
Ashgabat - Volume 1 issue 1 (2017)-
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Essays on factor investing and social trading
Schade, Jan-Philip - 2017
Die vorliegende Arbeit hat zwei wesentliche Ziele. Auf der einen Seite soll sie existierende Konzepte zum systematischen Faktorinvestieren erweitern, mögliche Problemstellungen aufdecken und Verbesserungen vorschlagen. Zweitens, untersucht diese Arbeit eine neue Form von FinTech Innovationen:...
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Asset prices and macroeconomic outcomes : a survey
Claessens, Stijn; Kose, M. Ayhan - 2017
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Macroeconomic implications of financial imperfections : a survey
Claessens, Stijn; Kose, M. Ayhan - 2017
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The cross-section of risk and return
Daniel, Kent; Mota, Lira; Rottke, Simon; Santos, Tano - 2017
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Intermediation as rent extraction
Farboodi, Maryam; Jarosch, Gregor; Menzio, Guido - 2017
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Der Momentum-Effekt und Momentum-Handelsstrategien : eine quantitative Analyse
Gränitz, Marko - 2016
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Investment-specific shocks, business cycles, and asset prices
Curatola, Giuliano; Donadelli, Michael; Grüning, Patrick; … - 2016
We introduce long-run investment productivity risk in a two-sector production economy to explain the joint behavior of macroeconomic quantities and asset prices. Long-run productivity risk in both sectors, for which we provide economic and empirical justification, acts as a substitute for shocks...
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A neglected semi-stylized fact of daily stock returns
Davies, Patrick Laurie; Krämer, Walter - 2016
We plot aggregated daily stock returns with absolute value less than x against x and show empirically that this produces a typical spoon-shaped pattern which indicates a special type of asymmetry which has not been discussed before. This pattern disappears when individual returns are averaged; it...
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Hat die Einführung der Abgeltungsteuer Aktienkurse beeinflusst? : empirische Ergebnisse und Implikationen für die Kapitalmarkttheorie
Eichfelder, Sebastian; Lau, Mona - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 96 (2016) 2, pp. 101-105
Der Einführungszeitpunkt der Abgeltungsteuer zum 1.1.2009 war schon lange in der Öffentlichkeit bekannt. Der Kapitalmarkttheorie folgend wäre bei vollständiger Verarbeitung der bekannten Informationen zu erwarten gewesen, dass die Marktteilnehmer die mit der Abgeltungsteuer verbundene...
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Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - 2016
We explore the term structures of claims to a variety of cash flows: U.S. government bonds (claims to dollars), foreign government bonds (claims to foreign currency), inflation-adjusted bonds (claims to the price index), and equity (claims to future equity indexes or dividends). Average term...
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Turnover liquidity and the transmission of monetary policy
Lagos, Ricardo; Zhang, Shengxing - 2016 - Revised January 2018
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Management science, economics and finance : a connection$dChia-Lin Chang, Michael McAleer, Wing-Keung Wong
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016
This paper provides a brief review of the connecting literature in management science, economics and finance, and discusses some research that is related to the three disciplines. Academics could develop theoretical models and subsequent econometric models to estimate the parameters in the...
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On the role of information disclosures in capital markets
Jia, Xue - 2016
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The pricing of sentiment risk in European stock markets
Keiber, Karl Ludwig; Samyschew, Helene - 2016
This paper studies whether sentiment is rewarded with a significant risk premium on the European stock markets. We examine several sentiment proxies and identify the Economic Sentiment Indicator (ESI) from the EU Commission as the most relevant sentiment proxy for our sample. The analysis is...
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Macroeconomics, aging and growth
Lee, Ronald Demos - 2016
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Merger options and risk arbitrage
Van Tassel, Peter - 2016
Option prices embed predictive content for the outcomes of pending mergers and acquisitions. This is particularly important in merger arbitrage, where deal failure is a key risk. In this paper, I propose a dynamic asset pricing model that exploits the joint information in target stock and option...
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An experimental study of bond market pricing
Weber, Matthias; Duffy, John Michael; Schram, Arthur J. … - 2016
An important feature of bond markets is the relationship between initial public offering prices and the probability of the issuer defaulting. First, this probability affects bond prices. Second, IPO prices determine the default probability. Though the market equilibrium has been shown to predict...
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Long-run risk is the worst-case scenario : ambiguity aversion and non-parametric estimation of the endowment process
Bidder, Rhys; Dew-Becker, Ian - 2016
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Corporate failure and the business cycle : measuring systematic risk
Ogneva, Maria; Piotroski, Joseph D.; Zakolyukina, … - 2016
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Risk preferences and the macro announcement premium
Ai, Hengjie; Bansal, Ravi - 2016
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Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices
Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 2, pp. 23-35
This article aims to extend evaluation of the classic multifactor model of Carhart (1997) for the case of global equity indices and to expand analysis performed in Sakowski et. al. (2015). Our intention is to test several modifications of these models to take into account different dynamics of...
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Management science, economics and finance : a connection
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016
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Macro-finance
Cochrane, John H. - 2016
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Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - 2016
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The equilibrium term structure of equity and interest rates
Doh, Taeyoung; Wu, Shu - 2016
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Applying asset pricing theory to calibrate the price of climate risk
Daniel, Kent; Litterman, Robert Bruce; Wagner, Gernot - 2016
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Macro-finance
Cochrane, John H. - 2016
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Macro, money and finance : a continuous time approach
Brunnermeier, Markus Konrad; Sannikov, Yuliy - 2016
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The rank effect for commodities
Fernholz, Ricardo T.; Koch, Christoffer - 2016
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The history of the cross section of stock returns
Linnainmaa, Juhani; Roberts, Michael R. - 2016
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Prepayment risk and expected MBS returns
Diep, Peter; Eisfeldt, Andrea L.; Richardson, Scott A. - 2016
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Adjustments in the balance sheets – is it normal, this “new normal”?
Voinea, Liviu; Alupoaiei, Alexie; Dragu, Florin; Neagu, … - 2016
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Institutional investing and feedback effects in capital markets
Rous, Jan Martin - 2016
Die Mehrheit des globalen Finanzvermögens wird heute von professionellen Asset Managern investiert, welche häufig vergleichbare Prozesse und quantitative Techniken anwenden. Dies trifft vor allem auf die strategische Asset-Allokation auf Asset-Klassen, Regionen und Währungen zu. Am weitesten...
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Beliefs aggregation and return predictability
Kyle, Albert S.; Obizhaeva, Anna A.; Wang, Yajun - 2016
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