//--> //--> //--> //-->
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
subject:"CAPM"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Wechselkurs"
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:"Risk premium"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Wechselkurs
Risikoprämie
30
Risk premium
30
Theorie
15
Theory
15
Yield curve
12
Zinsstruktur
12
Option pricing theory
10
Optionspreistheorie
10
Credit risk
6
Derivat
6
Derivative
6
Kreditrisiko
6
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
Börsenkurs
5
Estimation
5
Portfolio selection
5
Portfolio-Management
5
Schätzung
5
Share price
5
Capital income
4
Interest rate
4
Kapitaleinkommen
4
Markov chain
4
Markov-Kette
4
Risiko
4
Risk
4
Zins
4
Anleihe
3
Arbitrage
3
Bond
3
Interest rate derivative
3
Public bond
3
Swap
3
Zinsderivat
3
market price of risk
3
Öffentliche Anleihe
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
13
Author
All
Frahm, Gabriel
2
Rebonato, Riccardo
2
Afful, Kofi B.
1
Brody, Dorje C.
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Hughston, Lane P.
1
Jonen, Alexander
1
Leung, Tim
1
Liu, Peng
1
Macrina, Andrea
1
Meier, David M.
1
Moreni, Nicola
1
Nikitopoulos, Christina Sklibosios
1
Omran, Mohammed
1
Oyefeso, Oluwatobi
1
Pallavicini, Andrea
1
Pointon, John
1
Schüssler, Rainer
1
Yamazaki, Akira
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of financial economics
114
NBER working paper series
94
Journal of banking & finance
76
Working paper / National Bureau of Economic Research, Inc.
70
NBER Working Paper
67
Finance research letters
61
Journal of international money and finance
49
International review of economics & finance : IREF
43
Journal of empirical finance
41
The review of financial studies
37
Journal of economic dynamics & control
36
International review of financial analysis
35
Discussion papers / CEPR
32
Journal of international financial markets, institutions & money
31
Economics letters
28
The journal of finance : the journal of the American Finance Association
28
The North American journal of economics and finance : a journal of financial economics studies
27
Economic modelling
26
Journal of monetary economics
26
Applied economics
24
Research paper series / Swiss Finance Institute
24
CESifo working papers
23
Discussion paper / Centre for Economic Policy Research
22
Working paper
21
Applied financial economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Pacific-Basin finance journal
20
Review of quantitative finance and accounting
17
Journal of financial markets
16
Journal of political economy
16
Review of finance : journal of the European Finance Association
16
Finance and economics discussion series
15
Journal of econometrics
15
Journal of financial and quantitative analysis : JFQA
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
The journal of asset management
14
International journal of finance & economics : IJFE
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Research in international business and finance
13
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
Saved in:
2
The fundamental theorems of asset pricing and the closed-end fund puzzle
Frahm, Gabriel
;
Jonen, Alexander
;
Schüssler, Rainer
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012153033
Saved in:
3
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
4
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
5
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
6
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
7
Derivative pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
8
Heat kernel models for asset pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
9
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
10
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->