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subject:"CAPM"
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CAPM
Theorie
358
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358
Immobilienpreis
102
Real estate price
102
USA
83
United States
83
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78
Mortgage
78
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56
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56
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38
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1
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1
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The journal of real estate finance and economics
Journal of financial economics
153
The journal of finance : the journal of the American Finance Association
153
The review of financial studies
139
Journal of banking & finance
122
Journal of economic dynamics & control
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Journal of empirical finance
75
Finance research letters
71
Journal of financial and quantitative analysis : JFQA
65
Economics letters
64
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Journal of monetary economics
54
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53
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51
International review of economics & finance : IREF
46
International review of financial analysis
45
Journal of econometrics
45
International journal of theoretical and applied finance
43
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of international money and finance
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Review of quantitative finance and accounting
40
Annals of finance
38
Advances in futures and options research : a research annual
36
The journal of futures markets
36
Economic theory : official journal of the Society for the Advancement of Economic Theory
34
Journal of mathematical economics
34
Economic modelling
33
Applied economics
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The European journal of finance
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European journal of operational research : EJOR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of political economy
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The journal of portfolio management : a publication of Institutional Investor
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Journal of international financial markets, institutions & money
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The financial review : the official publication of the Eastern Finance Association
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Applied economics letters
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Applied financial economics
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ECONIS (ZBW)
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1
Modeling housing price dynamics and their impact on the cost of no-negative-equity-guarantees for equity releasing products
Huang, Jr-Wei
;
Yang, Sharon S.
;
Chang, Chuang-chang
- In:
The journal of real estate finance and economics
63
(
2021
)
2
,
pp. 249-279
Persistent link: https://www.econbiz.de/10012617461
Saved in:
2
The pricing of spatial linkages in companies’ underlying assets
Zhu, Bing
;
Milcheva, Stanimira
- In:
The journal of real estate finance and economics
61
(
2020
)
3
,
pp. 443-475
Persistent link: https://www.econbiz.de/10012293197
Saved in:
3
An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market
Das, Prashant K.
;
Freybote, Julia
;
Marcato, Gianluca
- In:
The journal of real estate finance and economics
51
(
2015
)
2
,
pp. 160-189
Persistent link: https://www.econbiz.de/10011474980
Saved in:
4
A top-down approach for asset-backed securities : a consistent way od managing prepayment, default and interest rate risks
Fermanian, Jean-David
- In:
The journal of real estate finance and economics
46
(
2013
)
3
,
pp. 480-515
Persistent link: https://www.econbiz.de/10009727565
Saved in:
5
Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong
;
Fan, Gang-zhi
;
Lim, Kian-Guan
- In:
The journal of real estate finance and economics
38
(
2009
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10003848944
Saved in:
6
Semi-analytical MBS pricing
Rom-Poulsen, Niels
- In:
The journal of real estate finance and economics
34
(
2007
)
4
,
pp. 463-498
Persistent link: https://www.econbiz.de/10003491287
Saved in:
7
Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B.
;
Keenan, Donald C.
;
Smurov, Alexey A.
- In:
The journal of real estate finance and economics
33
(
2006
)
3
,
pp. 183-196
Persistent link: https://www.econbiz.de/10003395831
Saved in:
8
Robbing the bank : non-recourse lending and asset prices
Pavlov, Andrey D.
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001954697
Saved in:
9
Evaluating real estate valuation systems
Shiller, Robert J.
;
Weiss, Allan N.
- In:
The journal of real estate finance and economics
18
(
1999
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10001410532
Saved in:
10
A closed form formula for valuing mortgages
Collin-Dufresne, P.
;
Harding, John P.
- In:
The journal of real estate finance and economics
19
(
1999
)
2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10001467668
Saved in:
11
Unobservable heterogeneity and rational learning : pool-specific versus generic mortgage-backed security prices
Stanton, Richard
- In:
The journal of real estate finance and economics
12
(
1996
)
3
,
pp. 243-263
Persistent link: https://www.econbiz.de/10001202827
Saved in:
12
The valuation at origination of fixed-rate mortgages with default and prepayment
Kau, James B.
;
Keenan, Donald C.
;
Muller, Walter J.
; …
- In:
The journal of real estate finance and economics
11
(
1995
),
pp. 5-36
Persistent link: https://www.econbiz.de/10001183762
Saved in:
13
Strategic default, workout, and commercial mortgage valuation
Riddiough, Timothy J.
- In:
The journal of real estate finance and economics
9
(
1994
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10001169501
Saved in:
14
Is there a real estate factor premium ?
Mei, Jianping
- In:
The journal of real estate finance and economics
9
(
1994
)
2
,
pp. 113-126
Persistent link: https://www.econbiz.de/10001173966
Saved in:
15
The pricing of FIREARMs (falling interest rate adjustable-rate mortgages)
Flesaker, Bjorn
- In:
The journal of real estate finance and economics
6
(
1993
)
2
,
pp. 251-275
Persistent link: https://www.econbiz.de/10001169276
Saved in:
16
Microfoundations of a mortgage prepayment function
Follain, James R.
- In:
The journal of real estate finance and economics
5
(
1992
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10001331924
Saved in:
17
Valuing long-term leases : the option to redevelop
Capozza, Dennis R.
- In:
The journal of real estate finance and economics
4
(
1991
)
2
,
pp. 209-223
Persistent link: https://www.econbiz.de/10001331931
Saved in:
18
Real estate development as an option
Williams, Joseph T.
- In:
The journal of real estate finance and economics
4
(
1991
)
2
,
pp. 191-208
Persistent link: https://www.econbiz.de/10001331932
Saved in:
19
Empirical tests of real estate market efficiency
Guntermann, Karl L.
- In:
The journal of real estate finance and economics
4
(
1991
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10001159413
Saved in:
20
A description of farmland investor expectations
Tegene, Abebayehu
- In:
The journal of real estate finance and economics
4
(
1991
)
3
,
pp. 283-296
Persistent link: https://www.econbiz.de/10001159414
Saved in:
21
Modeling the behavior of real asset prices
Kim, Taewon
- In:
The journal of real estate finance and economics
4
(
1991
)
3
,
pp. 273-281
Persistent link: https://www.econbiz.de/10001159415
Saved in:
22
Pricing commercial mortgages and their mortgage-backed securities
Kau, James B.
(
contributor
)
- In:
The journal of real estate finance and economics
3
(
1990
)
4
,
pp. 333-356
Persistent link: https://www.econbiz.de/10001102018
Saved in:
23
The probability of prepayment
Chinloy, Peter
- In:
The journal of real estate finance and economics
2
(
1989
)
4
,
pp. 267-283
Persistent link: https://www.econbiz.de/10001169222
Saved in:
24
Security prices in a production economy with durable capital
Wieand, Kenneth F.
- In:
The journal of real estate finance and economics
2
(
1989
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001169231
Saved in:
25
Mortgage research on Wall Street : special issue
McConnell, John J.
(
contributor
); …
- In:
The journal of real estate finance and economics
1
(
1988
)
2
,
pp. 91-193
Persistent link: https://www.econbiz.de/10001158218
Saved in:
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