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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of fixed income"
~subject:"Risikoprämie"
~subject:"Yield curve"
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Search: subject_exact:"Capital asset pricing model"
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Risikoprämie
Yield curve
CAPM
109
Theorie
58
Theory
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Option pricing theory
31
Optionspreistheorie
31
Zinsstruktur
25
Portfolio selection
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Frahm, Gabriel
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Rebonato, Riccardo
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International journal of theoretical and applied finance
The journal of fixed income
Journal of financial economics
115
NBER working paper series
82
Journal of banking & finance
71
Working paper / National Bureau of Economic Research, Inc.
62
Finance research letters
55
NBER Working Paper
55
The review of financial studies
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Journal of empirical finance
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Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Journal of international money and finance
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Review of finance : journal of the European Finance Association
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CESifo working papers
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Centre for Economic Policy Research
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Journal of political economy
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Finance and economics discussion series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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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:
2
Dynamic risk factors in carry trades
Baek, Seungho
;
Lee, Kwan Yong
;
Glambosky, Mina
- In:
The journal of fixed income
29
(
2019
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012253484
Saved in:
3
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:
4
Yields versus expected returns of corporate bonds : some unexpected results
Beliaeva, Natalia A.
;
Koh, Rachel Kyungyeon
;
Nawalkha, …
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10011803834
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
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:
7
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:
8
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:
9
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:
10
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
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