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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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CAPM
170
Theorie
120
Theory
120
Option pricing theory
49
Optionspreistheorie
49
Portfolio selection
39
Portfolio-Management
39
Stochastic process
26
Stochastischer Prozess
26
Volatility
24
Volatilität
24
Incomplete market
22
Martingal
22
Martingale
22
Unvollkommener Markt
22
Risikoprämie
18
Risk premium
18
Yield curve
18
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18
Derivat
16
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16
Arbitrage Pricing
15
Arbitrage pricing
15
Börsenkurs
13
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13
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13
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13
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12
Kreditrisiko
12
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11
Capital income
9
Hedging
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Kapitaleinkommen
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Markov chain
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9
fundamental theorem of asset pricing
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169
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English
170
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Elliott, Robert J.
5
Schachermayer, Walter
5
Jarrow, Robert A.
4
Madan, Dilip B.
4
Platen, Eckhard
4
Aase, Knut K.
3
Delbaen, Freddy
3
Frahm, Gabriel
3
Frittelli, Marco
3
Hughston, Lane P.
3
Jeanblanc, Monique
3
Kardaras, Constantinos
3
Runggaldier, Wolfgang J.
3
Schweizer, Martin
3
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Bielecki, Tomasz R.
2
Cassese, Gianluca
2
Cialenco, Igor
2
Errunza, Vihang R.
2
Galagedera, Don U. A.
2
Gombani, Andrea
2
Gulisashvili, Archil
2
Hogan, Kedreth C.
2
Kallsen, Jan
2
Klein, Irene
2
Kwok, Yue-Kuen
2
Macrina, Andrea
2
Rebonato, Riccardo
2
Rodriguez, Rodrigo
2
Siu, Tak Kuen
2
Soner, Halil Mete
2
Tassinari, Gian Luca
2
Yor, Marc
2
Zeng, Yong
2
Černý, Aleš
2
Acciaio, B.
1
Acciaio, Beatrice
1
Afful, Kofi B.
1
Ahn, Chang-mo
1
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
389
Working paper / National Bureau of Economic Research, Inc.
330
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
253
The review of financial studies
224
Finance research letters
196
Journal of economic dynamics & control
175
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
109
Pacific-Basin finance journal
104
Discussion paper / Centre for Economic Policy Research
98
Research paper series / Swiss Finance Institute
97
International review of economics & finance : IREF
96
Applied economics
95
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of economic theory
66
Discussion papers / CEPR
63
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
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ECONIS (ZBW)
170
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1
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170
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
3
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
Saved in:
4
A
CAPM
with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
5
Markowitz portfolio and the blur of history
Ng, Chi Tim
;
Shi, Yue
;
Chan, Ngai Hang
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012496534
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
Upside beta ratio : a performance measure for potential-seeking investors
Mondal, Dipankar
;
Selvaraju, N.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270941
Saved in:
8
Determination of the Lévy exponent in asset pricing models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
9
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
10
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
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