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Year of publication
Subject
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Theorie 179 Theory 179 Portfolio selection 76 Portfolio-Management 76 Stochastic process 63 Stochastischer Prozess 63 CAPM 51 Volatility 46 Volatilität 46 Option pricing theory 38 Optionspreistheorie 38 Estimation 37 Schätzung 37 Börsenkurs 32 Share price 32 USA 31 United States 31 Financial market 28 Finanzmarkt 28 Risiko 28 Risk 28 Capital income 24 Kapitaleinkommen 24 Anlageverhalten 21 Behavioural finance 21 Financial crisis 20 Finanzkrise 20 Risikoprämie 20 Risk premium 20 Incomplete market 19 Unvollkommener Markt 19 Asymmetric information 17 Asymmetrische Information 17 Capital structure 17 Kapitalstruktur 17 Markov chain 17 Markov-Kette 17 Allgemeines Gleichgewicht 16 Credit risk 16 Derivat 16
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Online availability
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Undetermined 106
Type of publication
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Article 357 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 362 Aufsatz in Zeitschrift 362 Collection of articles of several authors 6 Sammelwerk 6 Konferenzschrift 2 Aufsatzsammlung 1 Conference proceedings 1
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Language
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English 363
Author
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Madan, Dilip B. 9 Tsomocos, Dimitrios P. 8 Viens, Frederi G. 8 Elliott, Robert J. 6 Goodhart, Charles A. E. 6 Evstigneev, Igor V. 5 Bagnoli, Mark Edward 4 Fernholz, Robert 4 Karatzas, Ioannis 4 Leung, Tim 4 Chan, Leunglung 3 Christodoulakis, George A. 3 D'Amico, Guglielmo 3 Estrada, Dairo 3 Haley, M. Ryan 3 Rubtsov, Alexey 3 Rásonyi, Miklós 3 Schoutens, Wim 3 Shubik, Martin 3 Siu, Tak Kuen 3 Torricelli, Costanza 3 Villamil, Anne Patricia 3 Watts, Susan G. 3 Aase Nielsen, Jørgen 2 Amir, Rabah 2 Angoshtari, Bahman 2 Arya, Anil 2 Barnett, William A. 2 Barucci, Emilio 2 Bayraktar, Erhan 2 Bernhardt, Dan 2 Carassus, Laurence 2 Coleman, Thomas F. 2 Cvitanić, Jakša 2 De Blasis, Riccardo 2 De Nardi, Mariacristina 2 Escobar, Marcos 2 Fabozzi, Frank J. 2 Fard, Farzad Alavi 2 Flor, Christian Riis 2
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Institution
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Symposium on Financial Stability: Theory and Applications <2006> 1
Published in...
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Annals of finance 363
Source
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ECONIS (ZBW) 363
Showing 1 - 10 of 363
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A new approach to the rational expectations equilibrium : existence, optimality and incentive compatibility
Castro, Luciano I. de; Pesce, Marialaura; Yannelis, … - In: Annals of finance 16 (2020) 1, pp. 1-61
Persistent link: https://www.econbiz.de/10012495961
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Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Li, Dongchen; Young, Virginia R. - In: Annals of finance 16 (2020) 1, pp. 63-99
Persistent link: https://www.econbiz.de/10012495962
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Asian options pricing in Hawkes-type jump-diffusion models
Brignone, Riccardo; Sgarra, Carlo - In: Annals of finance 16 (2020) 1, pp. 101-119
Persistent link: https://www.econbiz.de/10012495966
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Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
Roberts, Michael; SenGupta, Indranil - In: Annals of finance 16 (2020) 1, pp. 121-139
Persistent link: https://www.econbiz.de/10012495976
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Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo; Lagasio, Valentina; Brogi, Marina; … - In: Annals of finance 16 (2020) 1, pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
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Deposit insurance and the coexistence of commercial and shadow banks
LeRoy, Stephen F.; Singhania, Rish - In: Annals of finance 16 (2020) 2, pp. 159-194
Persistent link: https://www.econbiz.de/10012495986
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A computable general equilibrium model for banking sector risk assessment in South Africa
Beyers, Conrad F. J.; De Freitas, Allan; Essel-Mensah, … - In: Annals of finance 16 (2020) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10012495988
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Transparency and market discipline : evidence from the Russian interbank market
Guillemin, François; Semenova, Maria - In: Annals of finance 16 (2020) 2, pp. 219-251
Persistent link: https://www.econbiz.de/10012496332
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Optimal trading of a basket of futures contracts
Angoshtari, Bahman; Leung, Tim - In: Annals of finance 16 (2020) 2, pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
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The impact of financial crises on the environment in developing countries
Jalles, João Tovar - In: Annals of finance 16 (2020) 2, pp. 281-306
Persistent link: https://www.econbiz.de/10012496335
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