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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kapitalmarkttheorie"
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Kapitalmarkttheorie
CAPM
80
Theorie
47
Theory
47
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
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19
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Alstrom, Preben
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
128
NBER working paper series
108
NBER Working Paper
79
SpringerLink / Bücher
59
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46
The review of financial studies
39
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
A continuous time approximation of an evolutionary stock market model
Buchmann, Boris
;
Weber, Stefan
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1229-1253
Persistent link: https://www.econbiz.de/10003632068
Saved in:
10
Inner market as a "black box" of parameters for the entire market
Belenkiy, Ari
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 531-540
Persistent link: https://www.econbiz.de/10001687145
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