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person:"Cornet, Bernard"
~person:"Le Van, Cuong"
~person:"Rudebusch, Glenn D."
~type_genre:"Article in journal"
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Search: subject_exact:"Arbitrage pricing theory"
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13
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5
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3
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Cornet, Bernard
Le Van, Cuong
Rudebusch, Glenn D.
Kabanov, Jurij M.
8
Fletcher, Jonathan
7
Rásonyi, Miklós
7
Page, Frank H.
5
Hahn, Guangsug
4
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Perez-Ostafe, Lavinia
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Boisdeffre, Lionel de
3
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3
Cordero, Fernando
3
Faff, Robert W.
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Fontana, Claudio
3
Kardaras, Constantinos
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Khan, Ali
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Maggis, Marco
3
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Sun, Yeneng
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Allouch, Nizar
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Alp, Ozge Sezgin
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Antoniou, Antonios
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2
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1
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ECONIS (ZBW)
13
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1
Arbitrage and equilibrium in economies with short-selling and ambiguity
Ha-Huy, Thai
;
Le Van, Cuong
;
Tran-Viet, Cuong
- In:
Journal of mathematical economics
76
(
2018
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012105400
Saved in:
2
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
3
Arbitrage and equilibrium with portfolio contraints
Cornet, Bernard
;
Gopalan, Ramu
- In:
Economic theory : official journal of the Society for …
45
(
2010
)
1/2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10008655604
Saved in:
4
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 33-64
Persistent link: https://www.econbiz.de/10003948816
Saved in:
5
Elimination of arbitrage states in asymmetric information models
Cornet, Bernard
;
Boisdeffre, Lionel de
- In:
Economic theory : official journal of the Society for …
38
(
2009
)
2
,
pp. 287-293
Persistent link: https://www.econbiz.de/10003783133
Saved in:
6
No-arbitrage condition and existence of equilibrium with dividends
Le Van, Cuong
;
Ba Minh, Nguyen
- In:
Journal of mathematical economics
43
(
2007
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10003463109
Saved in:
7
The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.
;
Swanson, Eric T.
;
Wu, Tao
- In:
Monetary and economic studies
24
(
2006
),
pp. 83-109
Persistent link: https://www.econbiz.de/10003399002
Saved in:
8
No-arbitrage condition and existence of equilibrium in asset markets with a continuum of traders
Le Van, Cuong
;
Magnien, François
- In:
International journal of economic theory
1
(
2005
)
1
,
pp. 43-55
Persistent link: https://www.econbiz.de/10003150049
Saved in:
9
The geometry of arbitrage and the existence of competitive equilibrium
Allouch, Nizar
;
Le Van, Cuong
;
Page, Frank H.
- In:
Journal of mathematical economics
38
(
2002
)
4
,
pp. 373-391
Persistent link: https://www.econbiz.de/10001717138
Saved in:
10
Arbitrage and price revelation with asymmetric information and incomplete markets
Cornet, Bernard
;
Boisdeffre, Lionel de
- In:
Journal of mathematical economics
38
(
2002
)
4
,
pp. 393-410
Persistent link: https://www.econbiz.de/10001717140
Saved in:
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