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subject:"Time series analysis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"CAPM"
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Time series analysis
CAPM
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Portfolio-Management
154
Stochastic process
81
Stochastischer Prozess
81
Volatility
72
Volatilität
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Schachermayer, Walter
5
Aase, Knut K.
3
Delbaen, Freddy
3
Frittelli, Marco
3
Kardaras, Constantinos
3
Madan, Dilip B.
3
Platen, Eckhard
3
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3
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2
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2
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1
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1
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1
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1
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1
Basak, Suleyman
1
Beiglböck, M.
1
Bellini, Fabio
1
Benhamou, Eric
1
Biagini, Francesca
1
Biagini, Sara
1
Bielecki, Tomasz R.
1
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1
Boyle, Phelim P.
1
Bélanger, Alain
1
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1
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1
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1
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1
Choulli, Tahir
1
Cialenco, Igor
1
Coculescu, Delia
1
Cretarola, Alessandra
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of econometrics
361
Economics letters
339
International journal of forecasting
304
NBER working paper series
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
256
Journal of forecasting
228
Working paper / National Bureau of Economic Research, Inc.
223
NBER Working Paper
213
Discussion paper / Tinbergen Institute
195
Econometric theory
195
Journal of economic dynamics & control
181
The journal of finance : the journal of the American Finance Association
171
Journal of financial economics
166
Journal of banking & finance
146
The review of financial studies
145
Economic modelling
144
Econometric reviews
135
Applied economics
132
Journal of empirical finance
123
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
115
Finance research letters
107
Working paper
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
98
Applied economics letters
90
Computational economics
87
Discussion paper / Centre for Economic Policy Research
86
Management science : journal of the Institute for Operations Research and the Management Sciences
86
CREATES research paper
81
Working paper / Department of Econometrics and Business Statistics, Monash University
79
European journal of operational research : EJOR
76
Journal of monetary economics
76
International review of economics & finance : IREF
72
CESifo working papers
70
Journal of international money and finance
69
Research paper series / Swiss Finance Institute
68
International review of financial analysis
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ECONIS (ZBW)
78
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1
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
2
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
3
A model-free version of the fundamental theorem of asset pricing and the super-replication theorem
Acciaio, B.
;
Beiglböck, M.
;
Penkner, Friedrich
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 233-251
Persistent link: https://www.econbiz.de/10011577133
Saved in:
4
Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
Saved in:
5
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
6
Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
Siegel, Andrew F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 919-938
Persistent link: https://www.econbiz.de/10011583812
Saved in:
7
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
8
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
9
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
10
Equilibrium asset and option pricing under jump diffusion
Zhang, Jin E.
;
Zhao, Huimin
;
Chang, Eric Chieh
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 538-568
Persistent link: https://www.econbiz.de/10009613181
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