EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Arbitrage pricing theory"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
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
more ... less ...
Language
All
English 1,478 German 73 Undetermined 40 Spanish 13 French 4 Italian 2 Polish 1
more ... less ...
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
more ... less ...
Institution
All
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
more ... less ...
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
more ... less ...
Source
All
ECONIS (ZBW) 1,529 RePEc 50 USB Cologne (business full texts) 19 EconStor 8 Other ZBW resources 3 BASE 2
Showing 1,531 - 1,540 of 1,611
Cover Image
Intuitive Betrachtung der Zusammenhänge wichtiger Optionsbewertungsansätze
Rousseva, Luba; Volkart, Rudolf; Zeder, Markus - Institut für Schweizerisches Bankwesen <Zürich> - 2004
Ziel dieses Beitrages ist es, die Zusammenhänge zwischen den Binomialmodellen der Operationsbewertung (Replikation bzw. Methode der risikoneutralen Wahrscheinlichkeiten) und dem Black/Scholes Modell aufzuzeigen und zu analysieren...
Persistent link: https://www.econbiz.de/10005856980
Saved in:
Cover Image
Arbitrage, asset prices and risk allocation in experimental markets
Rietz, Thomas A. - 1993
Persistent link: https://www.econbiz.de/10000913758
Saved in:
Cover Image
Macroeconomic risk and asset pricing : estimating the APT with observable factors
Ammer, John - 1993
Persistent link: https://www.econbiz.de/10000870264
Saved in:
Cover Image
The estimation of multiple factor models and their applications : the Swiss equity market
Beckers, Stan - In: Finanzmarkt und Portfolio-Management 7 (1993) 1, pp. 24-45
Persistent link: https://www.econbiz.de/10001219062
Saved in:
Cover Image
Empirical implications of arbitrage-free asset markets
Maheswaran, S.; Sims, Christopher A. - 1992
Persistent link: https://www.econbiz.de/10000835838
Saved in:
Cover Image
Arbitrage pricing and hedging of interest rate claims with state variables
El Karoui, Nicole; Myneni, Ravi; Viswanathan, R. - 1992
Persistent link: https://www.econbiz.de/10000875959
Saved in:
Cover Image
Arbitrage and equilibrium in economies with infinitely many securities and commodities
Chichilnisky, Graciela; Heal, Geoffrey - 1992 - Rev
Persistent link: https://www.econbiz.de/10000845150
Saved in:
Cover Image
Testing & determining arbitrage pricing structure from regressions on macro variables
Cragg, John G.; Donald, Stephen G. - 1992
Persistent link: https://www.econbiz.de/10000845362
Saved in:
Cover Image
Arbitrage, asset prisces and risk allocation in experimental markets
Rietz, Thomas A. - 1992
Persistent link: https://www.econbiz.de/10000851029
Saved in:
Cover Image
Eurosterling arbitrage and base rate rises
Natsis, Trifon; Parengkuan, Jos - 1992
Persistent link: https://www.econbiz.de/10000143598
Saved in:
  • First
  • Prev
  • 149
  • 150
  • 151
  • 152
  • 153
  • 154
  • 155
  • 156
  • 157
  • 158
  • 159
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...