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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
Undetermined
268
CC license
13
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Book / Working Paper
846
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765
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Article in journal
660
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660
Graue Literatur
305
Non-commercial literature
305
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297
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292
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66
Thesis
60
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58
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58
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16
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15
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11
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9
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4
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4
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3
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3
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2
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2
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2
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2
research-article
2
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2
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1
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1
CD-ROM, DVD
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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English
1,478
German
73
Undetermined
40
Spanish
13
French
4
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2
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1
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Author
All
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...
All
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
Showing
1,421
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1,430
of
1,611
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date (oldest first)
1421
The price differences between Estonia and developed countries and opportunities for arbitrage : 1991 - 1996
Raim, Jaanus
-
1998
Persistent link: https://www.econbiz.de/10001405010
Saved in:
1422
Kapitalmarkttheoretische Ansätze zur Bewertung von Aktien: Entwicklung und Stand der
Arbitrage
Pricing
Theory
Lockert, Gerd
- In:
Finanzierungen
,
(pp. 75-99)
.
1998
Persistent link: https://www.econbiz.de/10001426677
Saved in:
1423
Dynamic arbitrage gaps for financial assets
Apreda, Rodolfo
-
1998
Persistent link: https://www.econbiz.de/10001486925
Saved in:
1424
A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10000671238
Saved in:
1425
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas
-
1998
Persistent link: https://www.econbiz.de/10000676119
Saved in:
1426
Bewertung junger Unternehmen
Hayn, Marc
-
1998
Persistent link: https://www.econbiz.de/10000676177
Saved in:
1427
Die Bewertung von DM-Zinsswaps : Zinsdifferenzen zwischen DM-Swaps und DM-Anleihen
Kirschner, Wolfgang
-
1998
Persistent link: https://www.econbiz.de/10000976169
Saved in:
1428
Essays on the
arbitrage
pricing
theory
and wavelet analysis
Kiermeier, Michaela
-
1998
Persistent link: https://www.econbiz.de/10000994761
Saved in:
1429
Arbitrage, Pseudowahrscheinlichkeiten und Martingale : ein didaktisch einfacher Zugang zur elementaren Bewertungstheorie für Derivate
Nietert, Bernhard
;
Wilhelm, Jochen
-
1998
Persistent link: https://www.econbiz.de/10000983508
Saved in:
1430
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
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