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~person:"Husmann, Sven"
~source:"econis"
~subject:"Betafaktor"
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Search: subject:"Capital Asset Pricing Model"
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Betafaktor
CAPM
7
Beta risk
5
Option pricing theory
4
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4
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2
Expectation formation
2
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1
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1
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Derivat
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Husmann, Sven
Reeves, Jonathan J.
20
Hollstein, Fabian
15
Prokopczuk, Marcel
13
Gollier, Christian
10
Bali, Turan G.
8
Blitz, David
8
Zhang, Lu
8
Bollerslev, Tim
7
Kuntz, Laura-Chloé
7
Todorov, Viktor
7
Bianchi, Francesco
6
Cenesizoglu, Tolga
6
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6
Franzoni, Francesco
6
Jiang, Danling
6
Knoll, Leonhard
6
Korn, Olaf
6
Wese Simen, Chardin
6
Wu, Haifeng
6
Alexeev, Vitali
5
Bai, Hang
5
Chowdhury, Biplob
5
Engle, Robert F.
5
Estrada, Javier
5
Fournier, Mathieu
5
French, Jordan
5
Hou, Kewei
5
Hwang, Soosung
5
Kalesnik, Vitali
5
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5
Lally, Martin
5
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5
Orbe-Mandaluniz, Susan
5
Vargas, Maria
5
Wang, Weining
5
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5
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5
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4
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4
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Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
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1
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Journal of mathematical finance
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The journal of futures markets
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ECONIS (ZBW)
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1
Generalized option betas
Husmann, Sven
;
Todorova, Neda
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010239545
Saved in:
2
On estimating an asset's implicit beta
Husmann, Sven
(
contributor
)
-
2005
Asset
Pricing
Model
. … that beta can also be estimated implicitly from the current market prices of plain vanilla options, based on the
Capital
…
Persistent link: https://www.econbiz.de/10003092054
Saved in:
3
On estimating an asset's implicit beta
Husmann, Sven
;
Stephan, Andreas
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 961-979
Persistent link: https://www.econbiz.de/10003531005
Saved in:
4
On estimating an asset's implicit beta
Husmann, Sven
-
2005
Persistent link: https://www.econbiz.de/10003048923
Saved in:
5
Bewertung von Optionen auf unvollständigen Märkten
Husmann, Sven
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001641414
Saved in:
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