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Search: subject:"Arbitrage pricing"
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Arbitrage Pricing
1,549
Arbitrage pricing
1,525
Theorie
1,012
Theory
994
Arbitrage
634
CAPM
401
Portfolio-Management
278
Portfolio selection
273
Optionspreistheorie
221
Option pricing theory
207
Zinsstruktur
189
Yield curve
185
Börsenkurs
178
Share price
174
Kapitaleinkommen
139
Capital income
138
Schätzung
128
Estimation
127
Derivat
125
Derivative
125
Arbitrage-Pricing-Theorie
111
Finanzmarkt
108
Financial market
107
Stochastischer Prozess
100
Risiko
99
Stochastic process
99
Risk
98
Volatilität
95
Volatility
94
Kapitalmarkttheorie
91
Risikoprämie
86
Risk premium
84
Aktienmarkt
72
Financial economics
72
Martingale
72
Transaktionskosten
71
Hedging
70
Transaction costs
69
Martingal
68
USA
68
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Free
617
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284
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13
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781
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1
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85
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72
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20
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1,545
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106
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Platen, Eckhard
18
Vayanos, Dimitri
17
Rudebusch, Glenn D.
16
Björk, Tomas
15
Cuong Le Van
14
Diebold, Francis X.
14
Christensen, Jens H. E.
12
Lepinette, Emmanuel
11
Kabanov, Jurij M.
10
Pesaran, M. Hashem
10
Wilhelm, Jochen
10
Acharya, Viral V.
9
Connor, Gregory
9
Gromb, Denis
9
Jouini, Elyès
9
Khan, M. Ali
9
Kondor, Péter
9
Rásonyi, Miklós
9
Sun, Yeneng
9
Linton, Oliver
8
Nietert, Bernhard
8
Schachermayer, Walter
8
Dana, Rose-Anne
7
Dionne, Georges
7
Entorf, Horst
7
Fletcher, Jonathan
7
Fontana, Claudio
7
Herings, Peter Jean-Jacques
7
Hoesli, Martin
7
Jamin, Gösta
7
Jarrow, Robert A.
7
Lochstoer, Lars A.
7
Pagano, Marco
7
Page, Frank H.
7
Poutré, Cédric
7
Ramadorai, Tarun
7
Ross, Stephen A.
7
Stübinger, Johannes
7
Beißner, Patrick
6
Cassese, Gianluca
6
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National Bureau of Economic Research
22
EconWPA
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
International Monetary Fund (IMF)
4
Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
3
HAL
3
Institut für Schweizerisches Bankwesen <Zürich>
3
London School of Economics (LSE)
3
Bonn Graduate School of Economics
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Deutsche Forschungsgemeinschaft
2
Economic Research Southern Africa (ERSA)
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Faculty of Economics, University of Cambridge
2
Johns Hopkins University / Department of Economics
2
National Centre of Competence in Research North South <Bern>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
University of Cambridge / Department of Applied Economics
2
Universität Passau / Wirtschaftswissenschaftliche Fakultät
2
Université Paris-Dauphine (Paris IX)
2
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1
Associazione Amici della Scuola Normale Superiore di Pisa
1
Banca d'Italia
1
Books on Demand GmbH <Norderstedt>
1
Brown University / Department of Economics
1
CESifo
1
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1
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1
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1
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1
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1
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1
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1
Finance Discipline Group, Business School
1
Frankfurt School of Finance & Management
1
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1
International Association of Lawyers
1
International Center for Financial Asset Management and Engineering
1
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Finance and stochastics
43
International journal of theoretical and applied finance
27
Journal of financial economics
25
Journal of mathematical economics
23
NBER working paper series
22
Journal of banking & finance
21
Mathematics and financial economics
17
Annals of finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Research paper series / Swiss Finance Institute
14
NBER Working Paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Finance research letters
11
Discussion paper / Centre for Economic Policy Research
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
Economics letters
10
Gabler Edition Wissenschaft
10
Applied mathematical finance
9
Working Paper
9
Europäische Hochschulschriften / 5
8
Journal of economic dynamics & control
8
Quantitative finance
8
Swiss Finance Institute Research Paper
8
CESifo Working Paper
7
CESifo working papers
7
Journal of economic theory
7
Journal of empirical finance
7
Risks : open access journal
7
The journal of computational finance
7
Applied economics
6
Applied financial economics
6
Discussion papers / CEPR
6
European journal of operational research : EJOR
6
International review of economics & finance : IREF
6
Journal of financial and quantitative analysis : JFQA
6
Asia-Pacific financial markets
5
Bank- und finanzwirtschaftliche Forschungen
5
Discussion paper series / LSE Financial Markets Group
5
IMF Working Papers
5
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Source
All
ECONIS (ZBW)
1,562
RePEc
78
EconStor
37
USB Cologne (EcoSocSci)
35
USB Cologne (business full texts)
19
BASE
5
Other ZBW resources
3
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81
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81
Weak convergence to derivatives of fractional brownian motion
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
40
(
2024
)
4
,
pp. 859-874
Persistent link: https://www.econbiz.de/10015154308
Saved in:
82
Arbitrage asymmetry, mispricing and the illiquidity premium
Wang, Feifei
;
Zheng, Lingling
- In:
European financial management : the journal of the …
30
(
2024
)
4
,
pp. 1829-1867
Persistent link: https://www.econbiz.de/10015141961
Saved in:
83
The market efficiency analysis of China’s copper options based on risk-free arbitrages
Zhang, Huiming
;
Ma, Zhen
;
Qian, Siji
- In:
Applied economics
56
(
2024
)
15
,
pp. 1834-1862
Persistent link: https://www.econbiz.de/10014473235
Saved in:
84
The profitability of lead-lag arbitrage at high frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1002-1021
Persistent link: https://www.econbiz.de/10014547234
Saved in:
85
Bounded arbitrage and nearly rational behavior
Nascimento, Leandro Gonçalves do
- In:
Economic theory
77
(
2024
)
4
,
pp. 941-974
Persistent link: https://www.econbiz.de/10014553054
Saved in:
86
Uncertain mean-CVaR model for portfolio selection with transaction cost and investors' preferences
Wang, Xiantao
;
Zhu, Yuanguo
;
Tang, Pan
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014445600
Saved in:
87
Financial regulatory arbitrage and the financialization of commodities
Zheng, Zunxin
;
Zhang, Gaiyan
;
Ni, Yingzhao
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 826-853
Persistent link: https://www.econbiz.de/10014536691
Saved in:
88
Anomaly discovery and arbitrage trading
Xi, Dong
;
Liu, Qi
;
Lu, Lei
;
Sun, Bo
;
Yan, Hongjun
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 933-955
Persistent link: https://www.econbiz.de/10015055395
Saved in:
89
The value of arbitrage
Dávila, Eduardo
;
Graves, Daniel
;
Parlatore, Cecilia
- In:
Journal of political economy
132
(
2024
)
6
,
pp. 1947-1993
Persistent link: https://www.econbiz.de/10014633522
Saved in:
90
Arbitrage with financial constraints and market power
Fardeau, Vincent
- In:
Journal of economic theory : JET
217
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015067261
Saved in:
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