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person:"Hoesli, Martin"
~person:"Kabanov, Jurij M."
~subject:"Kleine offene Volkswirtschaft"
~subject:"Martingale"
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Search: subject_exact:"Arbitrage pricing theory"
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Kleine offene Volkswirtschaft
Martingale
Arbitrage Pricing
14
Arbitrage pricing
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Theorie
9
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9
Schweiz
5
Switzerland
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Transaction costs
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Arbitrage-Pricing-Theorie
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Capital income
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Hedging
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Kapitaleinkommen
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1986-2000
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Aktienrendite
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Hoesli, Martin
Kabanov, Jurij M.
Cassese, Gianluca
4
Cauchie, Séverine
3
Delbaen, Freddy
3
Isakov, Dušan
3
Kardaras, Constantinos
3
Schachermayer, Walter
3
Schürger, Klaus
3
Beißner, Patrick
2
Burzoni, Matteo
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Criens, David
2
Evstigneev, Igor V.
2
Fontana, Claudio
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Frittelli, Marco
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Guasoni, Paolo
2
Leitner, Johannes
2
Lepinette, Emmanuel
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Maggis, Marco
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Obłój, Jan
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Rásonyi, Miklós
2
Sayit, Hasanjan
2
Taksar, Michael I.
2
Valkeila, Esko
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Bender, Christian
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Bin Li
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Finance and stochastics
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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International review of economics & finance : IREF
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ECONIS (ZBW)
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No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.
;
Kardaras, Constantinos
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
Saved in:
2
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10009423233
Saved in:
3
The determinants of stock returns in a small open economy
Cauchie, Séverine
;
Hoesli, Martin
;
Isakov, Dušan
-
2002
Persistent link: https://www.econbiz.de/10001707035
Saved in:
4
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
Saved in:
5
In discrete time a local martingale is a martingale under an equivalent probability measure
Kabanov, Jurij M.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 293-297
Persistent link: https://www.econbiz.de/10003899176
Saved in:
6
The determinants of stock returns in a small open economy
Cauchie, Séverine
;
Hoesli, Martin
;
Isakov, Dušan
- In:
International review of economics & finance : IREF
13
(
2004
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10002030581
Saved in:
7
The determinants of stock returns : an analysis of industrial sector indices
Cauchie, Séverine
;
Hoesli, Martin
;
Isakov, Dušan
-
2002
Persistent link: https://www.econbiz.de/10001655801
Saved in:
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