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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
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122
Financial market
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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
Volatilität
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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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
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2
EconWPA
2
Economic Research Southern Africa (ERSA)
2
Ekonomiska forskningsinstitutet <Stockholm>
2
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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
Banca d'Italia
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
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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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
751
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760
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751
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
752
The fundamental theorem of asset princing with either frictionless or frictional security markets
Huang, Helen H.
;
Zhang, Shunming
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 123-134
Persistent link: https://www.econbiz.de/10010380905
Saved in:
753
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
754
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
755
A new method for forming asset pricing factors from firm characteristics
Suh, Sangwon
;
Song, Wonho
;
Lee, Bong-soo
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3463-3482
Persistent link: https://www.econbiz.de/10010420064
Saved in:
756
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
757
Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter
;
Vayanos, Dimitri
-
2014
Persistent link: https://www.econbiz.de/10010363538
Saved in:
758
No-arbitrage bounds for financial scenarios
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 657-663
Persistent link: https://www.econbiz.de/10010366120
Saved in:
759
Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Fletcher, Jonathan
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 30-46
Persistent link: https://www.econbiz.de/10010431513
Saved in:
760
Optimal initiation of a GLWB in a variable annuity : no arbitrage approach
Huang, H.
;
Milevsky, Moshe Arye
;
Salisbury, T. S.
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 102-111
Persistent link: https://www.econbiz.de/10010385020
Saved in:
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