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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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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
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
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62
USA
62
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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
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1
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1
Centre for International Economic Studies
1
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1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
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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
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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
1,311
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1311
A Libor market model with default risk
Schönbucher, Philipp J.
-
2001
Persistent link: https://www.econbiz.de/10001598736
Saved in:
1312
Arbitrage and control problems in finance : a presentation
Jouini, Elyès
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 167-183
Persistent link: https://www.econbiz.de/10001567613
Saved in:
1313
The Harrison-Pliska pricing theorem under transaction costs
Kabanov, Jurij M.
;
Stricker, Ch.
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 185-196
Persistent link: https://www.econbiz.de/10001567619
Saved in:
1314
Arbitrage and viability in securities markets with fixed trading costs
Jouini, Elyès
;
Kallal, Hédi D.
;
Napp, Clotilde
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 197-221
Persistent link: https://www.econbiz.de/10001567640
Saved in:
1315
Non-linear taxation, tax-arbitrage and equilibrium asset prices
Başak, Suleyman
;
Croitoru, Benjamin
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 347-382
Persistent link: https://www.econbiz.de/10001567667
Saved in:
1316
Arbitrage, Pseudowahrscheinlichkeiten und Martingale : einige klärende Anmerkungen zur Bewertungstheorie
Nietert, Bernhard
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
30
(
2001
)
4
,
pp. 202-207
Persistent link: https://www.econbiz.de/10001570279
Saved in:
1317
Can the market add and subtract? : Mispricing in tech stock carve-outs
Lamont, Owen A.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576031
Saved in:
1318
A note on asset bubbles in continuous-time
Cassese, Gianluca
-
2001
Persistent link: https://www.econbiz.de/10001577334
Saved in:
1319
Can the market add and subtract? : Mispricing in tech stock carve-outs
Lamont, Owen A.
;
Thaler, Richard H.
-
2001
Persistent link: https://www.econbiz.de/10001578338
Saved in:
1320
Czech parallel capital markets : discrepancies and inefficiencies
Hanousek, Jan
;
Němeček, Libor
- In:
Applied financial economics
11
(
2001
)
1
,
pp. 45-55
Persistent link: https://www.econbiz.de/10001545387
Saved in:
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