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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Derivat"
~subject:"Schätztheorie"
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Search: subject_exact:"CAPM-Kapitalmarktmodell"
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Derivat
Schätztheorie
CAPM
177
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117
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33
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33
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29
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Lee, Cheng F.
3
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Review of quantitative finance and accounting
The journal of finance : the journal of the American Finance Association
28
The journal of futures markets
26
Journal of econometrics
23
Journal of financial and quantitative analysis : JFQA
22
Advances in futures and options research : a research annual
20
Journal of financial economics
20
The review of financial studies
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of banking & finance
16
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
12
Discussion paper / B
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NBER working paper series
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Finance research letters
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Working paper / National Bureau of Economic Research, Inc.
9
Economics letters
8
Journal of empirical finance
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NBER Working Paper
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Working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
The European journal of finance
7
Journal of financial econometrics
6
Journal of mathematical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
The financial review : the official publication of the Eastern Finance Association
6
Working papers / Federal Reserve Bank of Atlanta
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Annals of finance
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Applied economics
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Applied mathematical finance
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Discussion paper
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European journal of operational research : EJOR
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Quantitative finance
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Staff reports / Federal Reserve Bank of New York
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
17
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1
Mean-variance optimization using forward-looking return estimates
Bielstein, Patrick
;
Hanauer, Matthias
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 815-840
Persistent link: https://www.econbiz.de/10012171735
Saved in:
2
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
3
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
Saved in:
4
Pricing swaptions under multifactor Gaussian HJM models
Nunes, Joaõ Pedro Vidal
;
Prazeres, Pedro Miguel Silva
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 762-789
Persistent link: https://www.econbiz.de/10011308169
Saved in:
5
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
6
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
7
Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
Saved in:
8
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying : a comment
Pastorello, Sergio
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 111-117
Persistent link: https://www.econbiz.de/10001201642
Saved in:
9
Multivariate stable futures prices
Cheng, B. N.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
Saved in:
10
Option pricing with random volatilities in complete markets
Eisenberg, Laurence K.
- In:
Review of quantitative finance and accounting
4
(
1994
)
1
,
pp. 5-17
Persistent link: https://www.econbiz.de/10001166094
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