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person:"Schachermayer, Walter"
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Search: subject_exact:"Arbitrage pricing model"
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Arbitrage Pricing
13
Arbitrage pricing
13
Theorie
8
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8
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6
Großbritannien
6
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6
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Expectation formation
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Schachermayer, Walter
Fletcher, Jonathan
Vayanos, Dimitri
17
Platen, Eckhard
16
Rudebusch, Glenn D.
16
Diebold, Francis X.
14
Le Van, Cuong
13
Christensen, Jens H. E.
10
Gromb, Denis
9
Kabanov, Jurij M.
9
Björk, Tomas
8
Page, Frank H.
8
Rásonyi, Miklós
8
Herings, Peter Jean-Jacques
7
Khan, Ali
7
Lepinette, Emmanuel
7
Pagano, Marco
7
Sun, Yeneng
7
Wilhelm, Jochen
7
Chamberlain, Gary
6
Entorf, Horst
6
Jamin, Gösta
6
Jouini, Elyès
6
Kondor, Péter
6
Nietert, Bernhard
6
Pesaran, M. Hashem
6
Rothschild, Michael
6
Wooders, Myrna Holtz
6
Bodie, Zvi
5
Cassese, Gianluca
5
Cauchie, Séverine
5
Croitoru, Benjamin
5
Fontana, Claudio
5
Friberg, Richard
5
Hahn, Guangsug
5
Hoesli, Martin
5
Kane, Alex
5
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5
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5
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International review of economics & finance : IREF
2
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2
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1
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1
Journal of business finance & accounting : JBFA
1
Journal of economics & business
1
Journal of empirical finance
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Journal of mathematical economics
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Review of quantitative finance and accounting
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
13
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1
Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Fletcher, Jonathan
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 30-46
Persistent link: https://www.econbiz.de/10010431513
Saved in:
2
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
3
Arbitrage and the evaluation of linear factor models in UK stock returns
Fletcher, Jonathan
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 449-468
Persistent link: https://www.econbiz.de/10003974102
Saved in:
4
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
5
Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
Saved in:
6
The notion of arbitrage and free lunch in mathematical finance
Schachermayer, Walter
- In:
Aspects of mathematical finance
,
(pp. 15-22)
.
2008
Persistent link: https://www.econbiz.de/10003653091
Saved in:
7
Arbitrage bounds and UK unit trust performance
Fletcher, Jonathan
;
Ntozi-Obwale, Patricia
- In:
Journal of business finance & accounting : JBFA
35
(
2008
)
3/4
,
pp. 580-600
Persistent link: https://www.econbiz.de/10003715221
Saved in:
8
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
9
Arbitrage and state price deflators in a general intertemporal framework
Jouini, Elyès
;
Napp, Clotilde
;
Schachermayer, Walter
- In:
Journal of mathematical economics
41
(
2005
)
6
,
pp. 722-734
Persistent link: https://www.econbiz.de/10003046061
Saved in:
10
An exploration of the persistence of UK unit trust performance
Fletcher, Jonathan
;
Forbes, David
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 475-493
Persistent link: https://www.econbiz.de/10001711984
Saved in:
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