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Brandt, Michael W. Carlson, Murray Kaniel, Ron Yan, Hong Polkovnichenko, Valery Pearson, Neil D. Ōgaki, Masao Gallmeyer, Michael F. Martin, J. Spencer Long, John B. Robinson, Sherman Burfisher, Mary E. Hinojosa-Ojeda, Raúl Andrés All co-authors pricing capm conditional model linear tests models asset nonlinearity approximations large rate errors alphas risikoprämie kapitaleinkommen estimation premium nonlinear real moderate induced kapitalmarkttheorie schätzung kapitalmarktrendite
Composed conditional pricing linear approximations approximations tests tests conditional pricing models risk premium pricing errors capital income financial economics capital market returns portfolio management portfolio selection specification error asset return predictability heterogeneous heterogeneous agent agent equilibrium equilibrium model habit formation short rate asset pricing cotrending stationarity stationarity real real rate pricing model reduced form moderate nonlinearity risk premiums forecasting model risiko ertrags verhältnis risk return tradeoff behavioural finance agentenbasierte modellierung agent based modeling
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
David A. Chapman Prof. Dr. B: 1960 Biblio: Ph.D. in Business Administration, Univ. of Rochester, 1992; M.S. in Applied Economics, Univ. of Rochester, 1990
Profession Economist
Affiliations McIntire School of Commerce Boston College Graduate School of Business (Austin, Tex.)
Publishing years Series NBER Working Paper (1) Discussion paper / Centre for Economic Policy Research (1) Working paper / National Bureau of Economic Research, Inc. (1) Rochester Center for Economic Research working paper (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
