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  • Search: subject:"PRICING MODELS"
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Year of publication
Subject
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CAPM 150 Asset pricing models 70 Capital income 69 Kapitaleinkommen 69 Theorie 61 Portfolio-Management 60 Portfolio selection 57 Theory 56 Schätzung 55 asset pricing models 55 Estimation 53 Financial economics 48 Kapitalmarkttheorie 48 Börsenkurs 47 Share price 46 Risikoprämie 43 Risk premium 41 Optionspreistheorie 25 Volatility 25 Aktienmarkt 24 Option pricing theory 24 Volatilität 24 Stock market 23 Schätztheorie 22 Estimation theory 21 Stochastic process 20 Stochastischer Prozess 20 Asset Pricing Models 19 Prognoseverfahren 19 pricing models 19 Forecasting model 18 Pricing models 18 Anlageverhalten 15 Behavioural finance 15 option pricing models 15 Risiko 13 Regression analysis 12 Regressionsanalyse 12 Risk 12 hedonic pricing models 12
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Online availability
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Free 178 Undetermined 156 CC license 6
Type of publication
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Article 234 Book / Working Paper 151 Other 2
Type of publication (narrower categories)
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Article in journal 147 Aufsatz in Zeitschrift 147 Working Paper 57 Graue Literatur 37 Non-commercial literature 37 Arbeitspapier 30 Article 12 Hochschulschrift 7 research-article 6 Aufsatz im Buch 2 Aufsatzsammlung 2 Book section 2 Conference paper 2 Konferenzbeitrag 2 Thesis 2 Collection of articles written by one author 1 Sammlung 1 review-article 1
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Language
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English 275 Undetermined 107 German 2 French 1 Portuguese 1 Spanish 1
Author
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Ziegler, Andreas 14 Robotti, Cesare 10 Kan, Raymond 8 Klein, Nadja 8 Kneib, Thomas 8 Hammami, Yacine 7 Lang, Stefan 7 Ślepaczuk, Robert 7 Cattaneo, Matias D. 6 Crump, Richard K. 6 Maio, Paulo 6 Peñaranda, Francisco 6 Sakowski, Paweł 6 Sentana, Enrique 6 Wang, Weining 6 Brunauer, Wolfgang 5 Gordon, Stephen 5 Gospodinov, Nikolay 5 März, Alexander 5 St-Amour, Pascal 5 Umlauf, Nikolaus 5 Busch, Timo 4 Carson, Scott Alan 4 Cremers, Heinz 4 Ghysels, Eric 4 Lindahl, Anna 4 Mollet, Janick Christian 4 Mußhoff, Oliver 4 Walzner, Jens 4 Adami, Roberta 3 Amisano, Gianni 3 Andreou, Elena 3 Bakshi, Gurdip S. 3 Cooper, Ilan 3 Cortazar, Gonzalo 3 Cotteleer, Geerte 3 El Ouadghiri, Imane 3 Farmer, Leland E. 3 Ferreira, Eva 3 Gough, Orla 3
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Institution
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C.E.P.R. Discussion Papers 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 6 Tilburg University, Center for Economic Research 5 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Département d'Économique, Université Laval 3 Banco de España 2 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 2 Departamento de Estadistica, Universidad Carlos III de Madrid 2 Department of Economics, College of Business and Economics 2 Department of Economics, University of Victoria 2 EconWPA 2 European Association of Agricultural Economists - EAAE 2 Frankfurt School of Finance and Management 2 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 2 London School of Economics (LSE) 2 Barcelona Graduate School of Economics (Barcelona GSE) 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics and Finance, College of Business and Economics 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Econometric Society 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 European Central Bank 1 Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Federal Reserve Bank of Atlanta 1 Henley Business School, University of Reading 1 Institut für Agrarökonomie, Georg-August-Universität Göttingen 1 Institut für Weltwirtschaft (IfW) 1 Institutt for samfunnsøkonomi, Norges Handelshøyskole (NHH) 1 International Centre for Economic Research (ICER) 1 Keleti Károly Gazdasági Kar, Óbudai Egyetem 1 National Research University Higher School of Economics 1
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Published in...
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Quantitative Finance 11 Journal of financial economics 7 CEPR Discussion Papers 6 Journal of econometrics 6 MPRA Paper 6 Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 6 Discussion Paper / Tilburg University, Center for Economic Research 5 Working Paper 5 Applied economics 4 Cahiers de recherche 4 Dissertation Series CentER 4 Finance research letters 4 Frankfurt School - Working Paper Series 4 Journal of banking & finance 4 Management science : journal of the Institute for Operations Research and the Management Sciences 4 CIRANO Working Papers 3 International review of economics & finance : IREF 3 Journal of Banking & Finance 3 Journal of Risk and Financial Management 3 Journal of empirical finance 3 Journal of investment management : JOIM 3 Journal of risk and financial management : JRFM 3 Review of Quantitative Finance and Accounting 3 Review of quantitative finance and accounting 3 Studies in Economics and Finance 3 Australian Journal of Management 2 Banco de España Working Papers 2 Benchmarking: An International Journal 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CER-ETH Economics working paper series 2 Economics Working Paper Series 2 Energy economics 2 Financial Markets and Portfolio Management 2 Financial markets and portfolio management 2 International Journal of Financial Markets and Derivatives 2 International Journal of Financial Services Management 2 International journal of finance & economics : IJFE 2 International review of financial analysis 2 Journal of financial and quantitative analysis : JFQA 2 LSE Research Online Documents on Economics 2
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Source
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ECONIS (ZBW) 191 RePEc 142 EconStor 39 Other ZBW resources 8 BASE 7
Showing 1 - 10 of 387
Cover Image
Appraising model complexity in option pricing
Cummins, Mark; Esposito, Francesco - 2025
Persistent link: https://www.econbiz.de/10015376680
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Fostering prosperity at the local scale: Outcomes of urban policy for deprived neighbourhoods in Germany
Neumann, Uwe; Yasar, Serife - 2024
have not been affected. However, hedonic pricing models reveal significant effects on housing prices and rents. …
Persistent link: https://www.econbiz.de/10015205392
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Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2024
Beta-sorted portfolios-portfolios comprised of assets with similar covariation to selected risk factors-are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their econometric properties in contrast to...
Persistent link: https://www.econbiz.de/10015124982
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Water rights pricing in the Philippines: Issues, challenges and way forward
Grabador, Maria Francesca Mercedes D. - 2024
fees for water permits and water charges. Moreover, through the analysis of different pricing models used in other …
Persistent link: https://www.econbiz.de/10015054171
Saved in:
Cover Image
Fostering prosperity at the local scale : outcomes of urban policy for deprived neighbourhoods in Germany
Neumann, Uwe; Yasar, Serife - 2024
have not been affected. However, hedonic pricing models reveal significant effects on housing prices and rents. …
Persistent link: https://www.econbiz.de/10015210618
Saved in:
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Green bonds as a bridge to the UN sustainable development goals on environment : a climate change empirical investigation
Ahmed, Rizwan; Yusuf, Fatima; Ishaque, Maria - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2428-2451
Persistent link: https://www.econbiz.de/10014533428
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Are minimum variance portfolios in multi-factor models long in low-beta assets?
Steland, Ansgar - In: Mathematics and Financial Economics 18 (2024) 1, pp. 151-170
beta. We study the structure of MVPs in more general multi-factor asset pricing models and clarify the low-beta puzzle for …
Persistent link: https://www.econbiz.de/10015373500
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On the importance of asset pricing factors in the relative valuation
Skočir, Matevž; Lončarski, Igor - In: Research in international business and finance 70 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015056366
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Water rights pricing in the Philippines : issues, challenges and way forward
Grabador, Maria Francesca Mercedes D. - 2024
fees for water permits and water charges. Moreover, through the analysis of different pricing models used in other …
Persistent link: https://www.econbiz.de/10014634583
Saved in:
Cover Image
Construction and hedging of equity index options portfolios
Wysocki, Maciej; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634884
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