Skip to contents Schneider, Sebastian [Author] Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Bad Soden/Ts.: Uhlenbruch, 2001 Published in: Reihe: Financial Research ; 400 Pannell, David J. [Editor] Economics and the future : time and discounting in private and public decision making Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cheltenham [u.a.]: Elgar, 2006 Herold, Michael [Author] International stochastic discount factors and stochastic correlation Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2015 Wang, Mengchuan (Kitty) [Author]; Galpin, Neal [Author]; Wu, Lin [Author] Which Portfolios are Most Important to Asset Pricing? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3985692 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Vasilev, Aleksandar [Author] Can shocks to the discount factor explain business cycle fluctuations in Bulgaria (1999-2018)? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springfield: AIMS Press; Kiel, Hamburg: ZBW – Leibniz Information Centre for Economics, 2020 Hansen, Lars Peter [Author] Chapter 23. Risk Pricing over Alternative Investment Horizons Articles View online Schließen > Access Full access (via DOI) (Deutschlandweit zugänglich) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2013 Published in: Handbook of the economics of finance ; Vol. 2,B: Financial markets and asset pricing ; (2013), Seite 1571-1611 Almeida, Caio [Author]; Freire, Gustavo [Author] Which (Nonlinear) Factor Models? Books View online Schließen > Access https://ssrn.com/abstract=4421179 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Ferson, Wayne E. [Author] Chapter 14. Investment Performance: A Review and Synthesis Articles View online Schließen > Access Full access (via DOI) (Deutschlandweit zugänglich) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2013 Published in: Handbook of the economics of finance ; Vol. 2,B: Financial markets and asset pricing ; (2013), Seite 969-1010 Ferson, Wayne E. [Author] Chapter 12 Tests of multifactor pricing models, volatility bounds and portfolio performance Articles View online Schließen > Access Full access (via DOI) (Deutschlandweit zugänglich) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2003 Published in: Handbook of the economics of finance ; 1,B: Financial markets and asset pricing ; (2003), Seite 743-802 Bagnara, Matteo [Author] Asset Pricing and Machine Learning: A critical review Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, NJ: Wiley, 2022 An, Yu [Author] Flow-Based Arbitrage Pricing Theory Books View online Schließen > Access https://ssrn.com/abstract=4098607 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Randl, Otto [Author]; Simion, Giorgia [Author]; Zechner, Josef [Author] Pricing and Constructing International Government Bond Portfolios Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4021429 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Belo, Frederico [Author]; Li, Xinwei [Author] A Real Investment-based Model of Asset Pricing Books View online Schließen > Access https://ssrn.com/abstract=4287502 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Kudoh, Noritaka [Author]; Miyamoto, Hiroaki [Author] General equilibrium effects and labor market fluctuations Books View online Schließen > Access https://nagoya.repo.nii.ac.jp/record/2001112/files/E21-4.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Nagoya]: Economic Research Center, Graduate School of Economics, Nagoya University, June 2021 Published in: Discussion paper ; 2021,4 Huang, Jiantao [Author]; Shi, Ran [Author] Model Uncertainty in the Cross Section Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3922077 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Martínez, Óscar [Author] Rational bubbles and the S&P 500 : an empirical approach = Burbujas racionales y el S&P 500 Articles View online Schließen > Access http://www.scielo.org.bo/pdf/rlde/n35/n35_a05.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Revista latinoamericana de desarrollo económico ; 35(2021) vom: Mai/Okt., Seite 135-158 Giampietro, Marta [Author]; Guidolin, Massimo [Author]; Pedio, Manuela [Author] Estimating stochastic discount factor models with Hidden regimes : applications to commodity pricing - [This version: June, 2017] Books View online Schließen > Access http://www.igier.unibocconi.it/files/614.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Milano, Italy: IGIER, Università Bocconi, [2017] Published in: Innocenzo Gasparini Institute for Economic Research: Working papers ; 614 Kan, Raymond [Author]; Robotti, Cesare [Author] Specification tests of asset pricing models using excess returns Books View online Schließen > Links http://hdl.handle.net/10419/70619 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2006 Chib, Siddhartha [Author]; Lin, Yi Chun [Author]; Pukthuanthong, Kuntara [Author]; Zeng, Xiaming [Author] Slope Factors Outperform : Evidence from a Large Comparative Study Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3966807 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Bravo, Francesco [Author] Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data Articles View online Schließen > Access https://www.tandfonline.com/doi/pdf/10.1080/07474938.2021.1991140 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Econometric reviews ; 41(2022), 6, Seite 583-606
Schneider, Sebastian [Author] Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Bad Soden/Ts.: Uhlenbruch, 2001 Published in: Reihe: Financial Research ; 400
Pannell, David J. [Editor] Economics and the future : time and discounting in private and public decision making Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cheltenham [u.a.]: Elgar, 2006
Herold, Michael [Author] International stochastic discount factors and stochastic correlation Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2015
Wang, Mengchuan (Kitty) [Author]; Galpin, Neal [Author]; Wu, Lin [Author] Which Portfolios are Most Important to Asset Pricing? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3985692 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Vasilev, Aleksandar [Author] Can shocks to the discount factor explain business cycle fluctuations in Bulgaria (1999-2018)? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springfield: AIMS Press; Kiel, Hamburg: ZBW – Leibniz Information Centre for Economics, 2020
Hansen, Lars Peter [Author] Chapter 23. Risk Pricing over Alternative Investment Horizons Articles View online Schließen > Access Full access (via DOI) (Deutschlandweit zugänglich) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2013 Published in: Handbook of the economics of finance ; Vol. 2,B: Financial markets and asset pricing ; (2013), Seite 1571-1611
Almeida, Caio [Author]; Freire, Gustavo [Author] Which (Nonlinear) Factor Models? Books View online Schließen > Access https://ssrn.com/abstract=4421179 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Ferson, Wayne E. [Author] Chapter 14. Investment Performance: A Review and Synthesis Articles View online Schließen > Access Full access (via DOI) (Deutschlandweit zugänglich) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2013 Published in: Handbook of the economics of finance ; Vol. 2,B: Financial markets and asset pricing ; (2013), Seite 969-1010
Ferson, Wayne E. [Author] Chapter 12 Tests of multifactor pricing models, volatility bounds and portfolio performance Articles View online Schließen > Access Full access (via DOI) (Deutschlandweit zugänglich) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2003 Published in: Handbook of the economics of finance ; 1,B: Financial markets and asset pricing ; (2003), Seite 743-802
Bagnara, Matteo [Author] Asset Pricing and Machine Learning: A critical review Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, NJ: Wiley, 2022
An, Yu [Author] Flow-Based Arbitrage Pricing Theory Books View online Schließen > Access https://ssrn.com/abstract=4098607 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Randl, Otto [Author]; Simion, Giorgia [Author]; Zechner, Josef [Author] Pricing and Constructing International Government Bond Portfolios Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4021429 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Belo, Frederico [Author]; Li, Xinwei [Author] A Real Investment-based Model of Asset Pricing Books View online Schließen > Access https://ssrn.com/abstract=4287502 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Kudoh, Noritaka [Author]; Miyamoto, Hiroaki [Author] General equilibrium effects and labor market fluctuations Books View online Schließen > Access https://nagoya.repo.nii.ac.jp/record/2001112/files/E21-4.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Nagoya]: Economic Research Center, Graduate School of Economics, Nagoya University, June 2021 Published in: Discussion paper ; 2021,4
Huang, Jiantao [Author]; Shi, Ran [Author] Model Uncertainty in the Cross Section Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3922077 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Martínez, Óscar [Author] Rational bubbles and the S&P 500 : an empirical approach = Burbujas racionales y el S&P 500 Articles View online Schließen > Access http://www.scielo.org.bo/pdf/rlde/n35/n35_a05.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Revista latinoamericana de desarrollo económico ; 35(2021) vom: Mai/Okt., Seite 135-158
Giampietro, Marta [Author]; Guidolin, Massimo [Author]; Pedio, Manuela [Author] Estimating stochastic discount factor models with Hidden regimes : applications to commodity pricing - [This version: June, 2017] Books View online Schließen > Access http://www.igier.unibocconi.it/files/614.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Milano, Italy: IGIER, Università Bocconi, [2017] Published in: Innocenzo Gasparini Institute for Economic Research: Working papers ; 614
Kan, Raymond [Author]; Robotti, Cesare [Author] Specification tests of asset pricing models using excess returns Books View online Schließen > Links http://hdl.handle.net/10419/70619 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2006
Chib, Siddhartha [Author]; Lin, Yi Chun [Author]; Pukthuanthong, Kuntara [Author]; Zeng, Xiaming [Author] Slope Factors Outperform : Evidence from a Large Comparative Study Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3966807 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Bravo, Francesco [Author] Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data Articles View online Schließen > Access https://www.tandfonline.com/doi/pdf/10.1080/07474938.2021.1991140 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Econometric reviews ; 41(2022), 6, Seite 583-606
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