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  • Search: subject:"Arbitrage pricing theory"
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Year of publication
Subject
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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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Online availability
All
Free 575 Undetermined 268 CC license 13
Type of publication
All
Book / Working Paper 846 Article 765
Type of publication (narrower categories)
All
Article in journal 660 Aufsatz in Zeitschrift 660 Graue Literatur 305 Non-commercial literature 305 Working Paper 297 Arbeitspapier 292 Hochschulschrift 66 Thesis 60 Aufsatz im Buch 58 Book section 58 Lehrbuch 16 Textbook 15 Collection of articles written by one author 11 Sammlung 11 Bibliografie enthalten 9 Bibliography included 9 Glossar enthalten 6 Glossary included 6 Collection of articles of several authors 4 Sammelwerk 4 Article 3 Forschungsbericht 3 Conference paper 2 Einführung 2 Konferenzbeitrag 2 Konferenzschrift 2 Mikroform 2 Systematic review 2 research-article 2 Übersichtsarbeit 2 Aufsatzsammlung 1 Bibliografie 1 CD-ROM, DVD 1 Case study 1 Conference proceedings 1 Fallstudie 1 Festschrift 1 Rezension 1 review-article 1
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Language
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English 1,478 German 73 Undetermined 40 Spanish 13 French 4 Italian 2 Polish 1
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Author
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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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Institution
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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 1,501 - 1,510 of 1,611
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Do multinational corporations engage in arbitrage using gambler's earnings hypothesis? : Focus on widening technology gap
Swamy, M. R. Kumara - In: Journal of financial management and analysis : … 9 (1996) 2, pp. 59-68
Persistent link: https://www.econbiz.de/10001227603
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The term structure of defaultable bond prices
Schönbucher, Philipp J. - 1996
Persistent link: https://www.econbiz.de/10000960002
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Arbitrage pricing with incomplete markets
Britten-Jones, Mark - In: Applied mathematical finance 3 (1996) 4, pp. 347-363
Persistent link: https://www.econbiz.de/10001217782
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Détermination empirique des facteurs influençant les titres du secteur bancaire européen : une approche basée sur l'APT international
Seiler, Robert - In: Finance : revue de l'Association Française de Finance 17 (1996) 1, pp. 79-112
Persistent link: https://www.econbiz.de/10001219513
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Gauß-Zinsmodelle und Bewertung an der Deutschen Terminbörse
Madjlessi, Foruhar - 1996
Persistent link: https://www.econbiz.de/10000964136
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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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Arbitrage, duality and asset equilibria
Dana, Rose-Anne; Cuong Le Van - 1996
Persistent link: https://www.econbiz.de/10000956655
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On the different notions of arbitrage and existence of equilibrium
Dana, Rose-Anne; Cuong Le Van; Magnien, François - 1996
Persistent link: https://www.econbiz.de/10000956658
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On the impact of infrequent trading on the APT systematic risk components
Martikainen, Teppo; Perttunen, Jukka; Yli-Olli, Paavo; … - 1996
Persistent link: https://www.econbiz.de/10000957427
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Arbitrage pricing theory und empirische Bestimmung von fundamentalen und makroökonomischen Risikofaktoren an Kapitalmärkten
Hamerle, Alfred - 1996
Persistent link: https://www.econbiz.de/10000959332
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