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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
Derivat
123
Derivative
123
Estimation
123
Schätzung
122
Financial market
103
Finanzmarkt
103
Stochastic process
100
Stochastischer Prozess
100
Risk
96
Risiko
95
Volatility
94
Volatilität
94
Risikoprämie
83
Risk premium
83
Kapitalmarkttheorie
74
Martingal
69
Martingale
69
Transaction costs
69
Transaktionskosten
69
Financial economics
68
Hedging
66
Unvollkommener Markt
63
Incomplete market
62
USA
62
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Free
575
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268
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13
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Book / Working Paper
846
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765
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305
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297
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66
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60
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58
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research-article
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1
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1
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English
1,478
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73
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40
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4
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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
Universität Passau / Wirtschaftswissenschaftliche Fakultät
2
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
Centre for Economic Policy Research
1
Centre for International Economic Studies
1
Deutschland / Bundeswehr / Universität Hamburg
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve System / Board of Governors
1
Finance Discipline Group, Business School
1
Frankfurt School of Finance & Management
1
Institute of Chartered Financial Analysts / Research Foundation
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
All
ECONIS (ZBW)
1,529
RePEc
50
USB Cologne (business full texts)
19
EconStor
8
Other ZBW resources
3
BASE
2
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1231
Bubbles and crashes
Abreu, Dilip
;
Brunnermeier, Markus Konrad
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 173-204
Persistent link: https://www.econbiz.de/10001731107
Saved in:
1232
Exact arbitrage and portfolio analysis in large asset markets
Khan, M. Ali
;
Sun, Yeneng
- In:
Economic theory : official journal of the Society for …
22
(
2003
)
3
,
pp. 495-528
Persistent link: https://www.econbiz.de/10001787797
Saved in:
1233
Effects of exchange-rate and interest-rate risk on ADR pricing behavior
Bin, Feng-shun
;
Morris, Gay B.
;
Chen, Dar-hsin
- In:
The North American journal of economics and finance : a …
14
(
2003
)
2
,
pp. 241-262
Persistent link: https://www.econbiz.de/10001794094
Saved in:
1234
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
1235
A note on arbitrage-free pricing of forward contracts in energy markets
Benth, Fred Espen
;
Ekeland, Lars
;
Hauge, Ragnar
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10001864254
Saved in:
1236
Limits to arbitrage when market participation is restricted
Hens, Thorsten
;
Herings, Peter Jean-Jacques
; …
-
2003
Persistent link: https://www.econbiz.de/10002015721
Saved in:
1237
A note on two notions of arbitrage
Allouch, Nizar
(
contributor
)
- In:
Economics bulletin : EB
(
2003
)
Persistent link: https://www.econbiz.de/10002490947
Saved in:
1238
Index-futures arbitrage in Japan
Chung, Y. Peter
;
Kang, Jun-koo
;
Rhee, S. Ghon
- In:
The Japanese finance : corporate finance and capital …
,
(pp. 173-197)
.
2003
Persistent link: https://www.econbiz.de/10002949301
Saved in:
1239
An application of threshold cointegration to Taiwan stock index futures and spot markets
Lin, Ching-chung
;
Chen, Shen-yuan
;
Hwang, Dar-yeh
- In:
Review of Pacific Basin financial markets and policies
6
(
2003
)
3
,
pp. 291-304
Persistent link: https://www.econbiz.de/10001838414
Saved in:
1240
Endogenous collateral
Araújo, Aloísio Barboza de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002166301
Saved in:
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