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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
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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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96
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95
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94
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94
Risikoprämie
83
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83
Kapitalmarkttheorie
74
Martingal
69
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69
Transaction costs
69
Transaktionskosten
69
Financial economics
68
Hedging
66
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63
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62
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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
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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
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2
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2
Associazione Amici della Scuola Normale Superiore di Pisa
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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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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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
291
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300
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291
Universal arbitrage-free estimation of state price density
Hu, Qi
;
Newton, David P.
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012486030
Saved in:
292
Origins of arbitrage
Poitras, Geoffrey
- In:
Financial history review
28
(
2021
)
1
,
pp. 96-123
Persistent link: https://www.econbiz.de/10012523312
Saved in:
293
Dynamics of arbitrage
Ederington, Louis H.
;
Fernando, Chitru S.
;
Holland, …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
4
,
pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334
Saved in:
294
arbitrage
pricing
theory
Cooper, Ilan
;
Ma, Liang
;
Maio, Paulo
;
Philip, Dennis
- In:
Review of asset pricing studies : RAPS
11
(
2021
)
2
,
pp. 402-444
Persistent link: https://www.econbiz.de/10012545909
Saved in:
295
Arbitrage portfolios
Kim, Soohun
;
Korajczyk, Robert A.
;
Neuhierl, Andreas
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2813-2856
Persistent link: https://www.econbiz.de/10012546317
Saved in:
296
The contributions of Stephen A. Ross to financial economics
Brown, Stephen J.
;
Dybvig, Philip H.
;
Goetzmann, William N.
- In:
Annual review of financial economics
13
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012612519
Saved in:
297
Extending the Fama and French model with a long term memory factor
López-García, M. N.
;
Trinidad-Segovia, J. E.
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Saved in:
298
The impact of arbitrage on market liquidity
Rösch, Dominik
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 195-213
Persistent link: https://www.econbiz.de/10012650701
Saved in:
299
Arbitrage concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
Journal of mathematical economics
92
(
2021
),
pp. 66-80
Persistent link: https://www.econbiz.de/10012654141
Saved in:
300
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
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