Christoph Jäckel

Technische Universität München (TUM)

SCHOLARLY PAPERS

5

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CITATIONS

2

Scholarly Papers (5)

1.

The Equity Risk Premium Across European Markets: An Analysis Using the Implied Cost of Capital

Number of pages: 42 Posted: 17 Oct 2011
Christoph Jäckel and Katja Mühlhäuser
Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads 806 (29,190)
Citation 2

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time-varying risk premia, equity premium, implied cost of capital

2.

A New Look at the Fama-French Model: Evidence Based on Expected Returns

Number of pages: 42 Posted: 11 Jun 2012 Last Revised: 28 Mar 2014
Matthias X. Hanauer, Christoph Jäckel and Christoph Kaserer
Robeco Asset Management - Quantitative Strategies, Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads 575 (46,048)
Citation 1

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Expected returns, implied cost of capital, asset pricing, Fama-French three-factor model

3.

Das Fama-French Modell und seine Nachfahren: Welche Erkenntnisse verbergen sich im Rauschen von Daten und Methoden? (The Fama-French Model and its Successors: What Insights can be Gained Behind the Noise of Data and Methods?)

Number of pages: 46 Posted: 11 May 2015
Matthias X. Hanauer, Christoph Jäckel and Christoph Kaserer
Robeco Asset Management - Quantitative Strategies, Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads 339 (87,497)

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Expected returns, implied cost of capital, Fama-French three-factor model, Fama-French five-factor model

4.

Model Uncertainty and Expected Return Proxies

Number of pages: 42 Posted: 07 Dec 2013 Last Revised: 31 Jan 2014
Christoph Jäckel
Technische Universität München (TUM)
Downloads 117 (235,959)

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time-varying expected returns, implied cost of capital, asset pricing, model averaging, model selection

5.

Internet Appendix to 'Model Uncertainty and Expected Return Proxies'

Number of pages: 296 Posted: 07 Dec 2013
Christoph Jäckel
Technische Universität München (TUM)
Downloads 26 (484,713)

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Time-varying expected returns, implied cost of capital, asset pricing, model averaging, model selection