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isPartOf:"Finance and stochastics"
~subject:"Derivat"
~subject:"Unvollkommener Markt"
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Search: subject_exact:"CAPM-Kapitalmarktmodell"
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Derivat
Unvollkommener Markt
CAPM
74
Theorie
51
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Portfolio selection
19
Portfolio-Management
19
Option pricing theory
18
Optionspreistheorie
18
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16
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Incomplete market
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Fundamental theorem of asset pricing
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Frey, Rüdiger
2
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1
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Finance and stochastics
The journal of futures markets
24
The review of financial studies
20
Advances in futures and options research : a research annual
19
Journal of financial and quantitative analysis : JFQA
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
International journal of theoretical and applied finance
18
The journal of finance : the journal of the American Finance Association
16
Journal of banking & finance
15
Journal of economic dynamics & control
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
13
Discussion paper / B
11
NBER working paper series
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8
Journal of mathematical finance
8
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8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Working paper / National Bureau of Economic Research, Inc.
8
Annals of finance
7
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7
The European journal of finance
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
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Review of derivatives research
6
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wi - Wirtschaft
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Always learning
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Discussion paper / Center for Economic Research, Tilburg University
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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Consumption in incomplete markets
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 383-422
Persistent link: https://www.econbiz.de/10012253363
Saved in:
3
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
4
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
5
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
6
Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk
;
Larsen, Kasper
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
Saved in:
7
The existence of dominating local martingale measures
Imkeller, Peter
;
Perkowski, Nicolas
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
Saved in:
8
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
9
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
10
Minimal Hellinger martingale measures of order q
Choulli, Tahir
;
Stricker, Christophe
;
Li, Jai
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
Saved in:
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