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~subject:"Anlageverhalten"
~subject:"Option pricing theory"
~type:"article"
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Search: "Dufresne, Pierre Collin"
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Anlageverhalten
Option pricing theory
Theorie
16
Theory
16
Yield curve
12
Zinsstruktur
12
USA
8
United States
8
Volatility
8
Volatilität
8
Optionspreistheorie
6
Risikoprämie
6
Risk premium
6
CAPM
5
Credit risk
5
Kreditrisiko
5
Stochastic process
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Stochastischer Prozess
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Transaction costs
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Transaktionskosten
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Börsenkurs
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Corporate bond
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Derivat
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Derivative
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Portfolio selection
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Portfolio-Management
3
Securities trading
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Share price
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Swap
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Unternehmensanleihe
3
Wertpapierhandel
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Aktienmarkt
2
Allgemeines Gleichgewicht
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Asymmetric information
2
Asymmetrische Information
2
Behavioural finance
2
Capital income
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Commodity derivative
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Commodity price
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Decision under uncertainty
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English
8
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Collin-Dufresne, Pierre
8
Goldstein, Robert S.
3
Benzoni, Luca
2
Casassus, Jaime
2
Fos, Vyacheslav
1
Goldstein, Bob
1
Johannes, Michael
1
Lochstoer, Lars A.
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Muravyev, Dmitry
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Routledge, Bryan R.
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Solnik, Bruno
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Yang, Fan
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The journal of finance : the journal of the American Finance Association
3
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
The review of financial studies
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ECONIS (ZBW)
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1
Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
;
Muravyev, Dmitry
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
Saved in:
2
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
3
Asset pricing when "this time is different"
Collin-Dufresne, Pierre
;
Johannes, Michael
;
Lochstoer, …
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 505-538
Persistent link: https://www.econbiz.de/10011746113
Saved in:
4
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
5
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
6
Portfolio choice over the life-cycle when the stock and labor markets are cointegrated
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2123-2167
Persistent link: https://www.econbiz.de/10003550018
Saved in:
7
Unspanned stochastic volatility and fixed income derivatives pricing
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Goldstein, Bob
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2723-2749
Persistent link: https://www.econbiz.de/10003121044
Saved in:
8
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
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