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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
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Hasler, Michael
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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The journal of finance : the journal of the American Finance Association
160
Journal of financial economics
154
The review of financial studies
141
Journal of banking & finance
123
Journal of economic dynamics & control
116
Finance research letters
79
Journal of empirical finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Journal of financial and quantitative analysis : JFQA
66
Economics letters
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Journal of economic theory
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Discussion paper / Centre for Economic Policy Research
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Finance and stochastics
51
International review of economics & finance : IREF
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International review of financial analysis
46
Journal of econometrics
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
International journal of theoretical and applied finance
43
Journal of international money and finance
43
The North American journal of economics and finance : a journal of financial economics studies
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Review of quantitative finance and accounting
40
Annals of finance
38
The journal of futures markets
38
Advances in futures and options research : a research annual
36
Applied economics
36
Economic modelling
36
Swiss Finance Institute Research Paper
36
Finance and economics discussion series
35
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of mathematical economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
European journal of operational research : EJOR
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Financial contagion in network economies and asset prices
Buraschi, Andrea
;
Tebaldi, Claudio
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 484-506
Persistent link: https://www.econbiz.de/10014470034
Saved in:
2
Distressed stocks in distressed times
Eisdorfer, Assaf
;
Misirli, Efdal Ulas
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2452-2473
Persistent link: https://www.econbiz.de/10012254402
Saved in:
3
Complete prepayment models for mortgage-backed securities
Kang, Pan
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1665-1685
Persistent link: https://www.econbiz.de/10001135938
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4
The capital asset pricing model with diverse holding periods
Levy, Haim
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1529-1542
Persistent link: https://www.econbiz.de/10001135949
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5
Multinomial approximating models for options with k state variables
Kamrad, Bardia
- In:
Management science : journal of the Institute for …
37
(
1991
)
12
,
pp. 1640-1652
Persistent link: https://www.econbiz.de/10001120186
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6
Market reaction to quarterly earnings' announcements : a stochastic dominance based test of market efficiency
Falk, Haim
- In:
Management science : journal of the Institute for …
35
(
1989
)
4
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001063818
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7
The valuation and analysis of adjustable rate mortgages
Kau, James B.
(
contributor
)
- In:
Management science : journal of the Institute for …
36
(
1990
)
12
,
pp. 1417-1431
Persistent link: https://www.econbiz.de/10001101565
Saved in:
8
Gains from international dual listing
Yagil, Joseph
- In:
Management science : journal of the Institute for …
37
(
1991
)
1
,
pp. 114-120
Persistent link: https://www.econbiz.de/10001104553
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9
Union-firm bargaining and the influence of product market power and production technology on systematic risk
Bughin, Jacques
- In:
Management science : journal of the Institute for …
41
(
1995
)
8
,
pp. 1267-1278
Persistent link: https://www.econbiz.de/10001191546
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10
Valuing Asian and portfolio options by conditioning on the geometric mean price
Curran, Michael
- In:
Management science : journal of the Institute for …
40
(
1994
)
12
,
pp. 1705-1711
Persistent link: https://www.econbiz.de/10001176662
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