//--> //--> //--> //-->
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
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
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:"asset pricing"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Kapitalmarkttheorie
CAPM
80
Theorie
47
Theory
47
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Stochastic process
19
Stochastischer Prozess
19
Volatility
16
Volatilität
16
Risikoprämie
14
Risk premium
14
Börsenkurs
13
Derivat
13
Derivative
13
Share price
13
Financial economics
11
Yield curve
11
Zinsstruktur
11
Arbitrage Pricing
9
Arbitrage pricing
9
Capital income
9
Kapitaleinkommen
9
Martingal
9
Martingale
9
Bubbles
7
Incomplete market
7
Risiko
7
Risk
7
Spekulationsblase
7
Unvollkommener Markt
7
Credit risk
6
Financial market
6
Kreditrisiko
6
Hedging
5
Markov chain
5
Markov-Kette
5
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
13
Author
All
Alstrom, Preben
1
Belak, Christoph
1
Belenkiy, Ari
1
Bouchaud, Jean-Philippe
1
Buchmann, Boris
1
Christensen, Sören
1
Dandapani, Aditi
1
Devin, Siobhán
1
Fabozzi, Frank J.
1
Hanzon, Bernard
1
Herdegen, Martin
1
Jarrow, Robert A.
1
Lauritsen, Kent
1
Madan, Dilip B.
1
Meinerding, Christoph
1
Menkens, Olaf
1
Protter, Philip
1
Račev, Svetlozar T.
1
Ribarits, Thomas
1
Schatz, Michael
1
Schoutens, Wim
1
Schweizer, Martin
1
Sekine, Jun
1
Sornette, Didier
1
Stoyanov, Stoyan V.
1
Weber, Stefan
1
more ...
less ...
Institution
All
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Published in...
All
International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
154
NBER working paper series
139
NBER Working Paper
104
Discussion paper / Centre for Economic Policy Research
62
SpringerLink / Bücher
60
The review of financial studies
40
Journal of financial economics
34
Research paper series / Swiss Finance Institute
34
Journal of economic theory
32
Staff working paper / Bank of Canada
31
The journal of finance : the journal of the American Finance Association
31
Journal of mathematical economics
28
Journal of banking & finance
26
Journal of economic dynamics & control
25
Discussion papers / CEPR
23
International review of financial analysis
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Finance and stochastics
21
Swiss Finance Institute Research Paper
20
Dissertation Series CentER
18
Review of finance : journal of the European Finance Association
18
Annual review of financial economics
17
Springer eBook Collection
17
Working paper
17
Journal of monetary economics
16
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
Gabler Edition Wissenschaft
15
Journal of empirical finance
15
The European journal of finance
15
Applied economics
14
Finance research letters
14
Springer eBook Collection / Business and Economics
14
Economic modelling
13
Journal of economic behavior & organization : JEBO
13
PhD series / Copenhagen Business School
13
SAFE working paper
13
Annals of finance
12
CESifo working papers
12
Journal of financial and quantitative analysis : JFQA
12
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Bubbles and multiple-factor
asset
pricing
models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
3
Asset allocation and
asset
pricing
in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
Saved in:
4
Strict local martingales via filtration enlargement
Dandapani, Aditi
;
Protter, Philip
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
Saved in:
5
Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael
;
Sornette, Didier
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-56
Persistent link: https://www.econbiz.de/10012496907
Saved in:
6
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
7
Strong bubbles and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
Saved in:
8
Worst-case portfolio optimization in a market with bubbles
Belak, Christoph
;
Christensen, Sören
;
Menkens, Olaf
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011454368
Saved in:
9
A finite-dimensional HJM model : how important is arbitrage-free evolution?
Devin, Siobhán
;
Hanzon, Bernard
;
Ribarits, Thomas
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1241-1263
Persistent link: https://www.econbiz.de/10008906164
Saved in:
10
A note on the risk-premium process in an equilibrium
Sekine, Jun
- In:
International journal of theoretical and applied finance
11
(
2008
)
7
,
pp. 705-716
Persistent link: https://www.econbiz.de/10003791851
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->