//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Schoenmakers, John"
~person:"Le Van, Cuong"
~person:"Rásonyi, Miklós"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Arbitrage pricing theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage Pricing
26
Arbitrage pricing
26
Theorie
24
Theory
24
Equilibrium theory
8
Gleichgewichtstheorie
8
Option pricing theory
6
Optionspreistheorie
6
Interest rate derivative
5
Transaction costs
5
Transaktionskosten
5
Zinsderivat
5
Allgemeines Gleichgewicht
3
CAPM
3
Financial economics
3
General equilibrium
3
Kapitalmarkttheorie
3
Martingal
3
Martingale
3
Yield curve
3
Zinsstruktur
3
Dividend
2
Dividende
2
Hedging
2
Perfect competition
2
Simulation
2
Stochastic differential equation
2
Stochastic process
2
Stochastischer Prozess
2
Vollkommener Wettbewerb
2
Arbitrage
1
Asset market equilibrium
1
Bubbles
1
Correlation
1
Decision under risk
1
Derivat
1
Derivat <Wertpapier>
1
Derivative
1
Entscheidung unter Risiko
1
Erwartungsnutzen
1
more ...
less ...
Online availability
All
Free
3
Undetermined
3
Type of publication
All
Article
16
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
26
Author
All
Schoenmakers, John
Le Van, Cuong
Rásonyi, Miklós
Vayanos, Dimitri
17
Platen, Eckhard
16
Rudebusch, Glenn D.
16
Diebold, Francis X.
14
Christensen, Jens H. E.
10
Gromb, Denis
9
Kabanov, Jurij M.
9
Björk, Tomas
8
Linton, Oliver
8
Page, Frank H.
8
Pesaran, M. Hashem
8
Sun, Yeneng
8
Wilhelm, Jochen
8
Connor, Gregory
7
Fletcher, Jonathan
7
Herings, Peter Jean-Jacques
7
Hoesli, Martin
7
Khan, Ali
7
Lepinette, Emmanuel
7
Nietert, Bernhard
7
Pagano, Marco
7
Cauchie, Séverine
6
Chamberlain, Gary
6
Entorf, Horst
6
Jamin, Gösta
6
Jouini, Elyès
6
Kondor, Péter
6
Rothschild, Michael
6
Schachermayer, Walter
6
Wooders, Myrna Holtz
6
Beaulieu, Marie-Claude
5
Bodie, Zvi
5
Cassese, Gianluca
5
Croitoru, Benjamin
5
Fontana, Claudio
5
Friberg, Richard
5
Hahn, Guangsug
5
Kane, Alex
5
more ...
less ...
Institution
All
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Published in...
All
Journal of mathematical economics
4
Finance and stochastics
3
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Warwick economic research papers
2
Annals of finance
1
CORE discussion paper : DP
1
Chapman & Hall/CRC financial mathematics series
1
International journal of economic theory
1
International journal of theoretical and applied finance
1
Journal of economic theory
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
The journal of computational finance
1
Travaux / Laboratoire d'Économie et des Ressources Naturelles
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011568831
Saved in:
3
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
4
No-arbitrage condition and existence of equilibrium with dividends
Le Van, Cuong
;
Ba Minh, Nguyen
-
2004
Persistent link: https://www.econbiz.de/10002347972
Saved in:
5
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:
6
Arbitrage and equilibrium in economies with externalities
Le Van, Cuong
;
Page, Frank H.
;
Wooders, Myrna Holtz
-
2001
Persistent link: https://www.econbiz.de/10001605608
Saved in:
7
The geometry of arbitrage and the existence of competitive equilibrium
Allouch, Nizar
;
Le Van, Cuong
;
Page, Frank H.
-
2001
Persistent link: https://www.econbiz.de/10001605961
Saved in:
8
Arbitrage under transaction costs revisited
Rásonyi, Miklós
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 211-225)
.
2009
Persistent link: https://www.econbiz.de/10003948896
Saved in:
9
A note on arbitrage in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
10
No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities
Thai, Ha-huy
(
contributor
);
Le Van, Cuong
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003796045
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->