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Search: subject:"Arbitrage pricing theory"
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Arbitrage Pricing
1,524
Arbitrage pricing
1,522
Theorie
976
Theory
974
Arbitrage
627
CAPM
389
Portfolio-Management
262
Portfolio selection
260
Optionspreistheorie
211
Option pricing theory
204
Yield curve
180
Zinsstruktur
180
Börsenkurs
166
Share price
166
Capital income
132
Kapitaleinkommen
132
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123
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123
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123
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122
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103
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100
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100
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96
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95
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94
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94
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83
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83
Kapitalmarkttheorie
74
Martingal
69
Martingale
69
Transaction costs
69
Transaktionskosten
69
Financial economics
68
Hedging
66
Unvollkommener Markt
63
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62
USA
62
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13
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1,478
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Platen, Eckhard
18
Vayanos, Dimitri
17
Rudebusch, Glenn D.
16
Cuong Le Van
14
Diebold, Francis X.
14
Christensen, Jens H. E.
12
Lepinette, Emmanuel
11
Pesaran, M. Hashem
10
Acharya, Viral V.
9
Connor, Gregory
9
Gromb, Denis
9
Kabanov, Jurij M.
9
Rásonyi, Miklós
9
Wilhelm, Jochen
9
Björk, Tomas
8
Jarrow, Robert A.
8
Khan, M. Ali
8
Kondor, Péter
8
Linton, Oliver
8
Sun, Yeneng
8
Dionne, Georges
7
Fletcher, Jonathan
7
Fontana, Claudio
7
Herings, Peter Jean-Jacques
7
Hoesli, Martin
7
Lochstoer, Lars A.
7
Nietert, Bernhard
7
Pagano, Marco
7
Page, Frank H.
7
Poutré, Cédric
7
Ramadorai, Tarun
7
Ross, Stephen A.
7
Schachermayer, Walter
7
Stübinger, Johannes
7
Cassese, Gianluca
6
Cauchie, Séverine
6
Chamberlain, Gary
6
Guasoni, Paolo
6
Jouini, Elyès
6
Pelsser, Antoon André Jean
6
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National Bureau of Economic Research
22
International Monetary Fund (IMF)
4
Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Institut für Schweizerisches Bankwesen <Zürich>
3
London School of Economics (LSE)
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Bonn Graduate School of Economics
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Deutsche Forschungsgemeinschaft
2
EconWPA
2
Economic Research Southern Africa (ERSA)
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Faculty of Economics, University of Cambridge
2
HAL
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
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2
Associazione Amici della Scuola Normale Superiore di Pisa
1
Banca d'Italia
1
Books on Demand GmbH <Norderstedt>
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
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
Københavns Universitet / Økonomisk Institut
1
London School of Economics and Political Science
1
Manchester Business School
1
McMaster University / Department of Economics
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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Published in...
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Finance and stochastics
44
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
16
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
Applied mathematical finance
9
Journal of economic dynamics & control
8
Quantitative finance
8
Swiss Finance Institute Research Paper
8
CESifo working papers
7
Gabler Edition Wissenschaft
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
Working Paper
6
Asia-Pacific financial markets
5
CESifo Working Paper
5
Discussion paper series / LSE Financial Markets Group
5
IMF Working Papers
5
Journal of econometrics
5
Journal of mathematical finance
5
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Source
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ECONIS (ZBW)
1,529
RePEc
50
USB Cologne (business full texts)
19
EconStor
8
Other ZBW resources
3
BASE
2
Showing
1,041
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1041
Value and momentum strategies : returns from risk-controlled portfolios
Russel, Philip S.
;
Sankaran, Karthik
- In:
The journal of business and economic studies
14
(
2008
)
2
,
pp. 25-38
Persistent link: https://www.econbiz.de/10003791381
Saved in:
1042
No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions : equivalent conditions
Nguyen, Manh-hung
(
contributor
);
Thai, Ha-huy
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003796040
Saved in:
1043
No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities
Thai, Ha-huy
(
contributor
);
Cuong Le Van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003796045
Saved in:
1044
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2695-2705
Persistent link: https://www.econbiz.de/10003796156
Saved in:
1045
How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit
;
Pérignon, Christophe
;
Villa, Christophe
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10003833349
Saved in:
1046
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769409
Saved in:
1047
A note on arbitrage in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
1048
On the generalized brownian motion and its applications in finance
Høg, Esben
(
contributor
);
Frederiksen, Per
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003781314
Saved in:
1049
Elimination of arbitrage states in asymmetric information models
Cornet, Bernard
;
Boisdeffre, Lionel de
- In:
Economic theory : official journal of the Society for …
38
(
2009
)
2
,
pp. 287-293
Persistent link: https://www.econbiz.de/10003783133
Saved in:
1050
Competitive prices for a stochastic input-output model with infinite time horizon
Clark, Stephen A.
- In:
Economic theory : official journal of the Society for …
35
(
2008
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003633987
Saved in:
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