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  • Search: subject:"Recovery theorem"
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Year of publication
Subject
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Theorie 10 Theory 10 Recovery theorem 9 Option pricing theory 4 Optionspreistheorie 4 Ross recovery 4 predictive information 4 Börsenkurs 3 Portfolio selection 3 Portfolio-Management 3 Recovery Theorem 3 Risikoprämie 3 Risk premium 3 Share price 3 real-world measure 3 state prices 3 state-price matrix 3 CAPM 2 Capital income 2 Cheeger inequality 2 Eigenvalue gap 2 Forecasting model 2 Information 2 Kapitaleinkommen 2 Portfolio optimization 2 Preis 2 Price 2 Probability theory 2 Prognoseverfahren 2 Public bond 2 Risiko 2 Risk 2 Ross recovery theorem 2 Statistical distribution 2 Statistische Verteilung 2 Stochastic process 2 Stochastischer Prozess 2 Term structure 2 Traps 2 Wahrscheinlichkeitsrechnung 2
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Online availability
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Undetermined 12 Free 4
Type of publication
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Article 15 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 13 Aufsatz in Zeitschrift 13 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 15 Undetermined 1
Author
All
Backwell, Alex 3 Hibiki, Norio 3 Kiriu, Takuya 3 Sanford, Anthony 3 Ross, Stephen A. 2 Audrino, Francesco 1 Cujean, Julien 1 Hibiki, Yuta 1 Horvath, Ferenc 1 Huitema, Robert 1 Jaeger, Samuel 1 Ludwig, Markus 1 Martin, Ian 1 Martin, W. R. 1 Walden, Johan 1 Časta, Martin 1
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Published in...
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Journal of financial economics 3 Journal of Risk and Financial Management 2 Asia Pacific financial markets 1 Discussion papers / CEPR 1 Finance research letters 1 International journal of monetary economics and finance : IJMEF 1 International journal of portfolio analysis and management : IJPAM 1 International review of economics & finance : IREF 1 Journal of financial econometrics 1 Journal of risk and financial management : JRFM 1 Review of finance : journal of the European Finance Association 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 The North American journal of economics and finance : a journal of theory and practice 1
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Source
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ECONIS (ZBW) 14 EconStor 1 RePEc 1
Showing 1 - 10 of 16
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Arbitrage-based recovery
Horvath, Ferenc - In: Journal of financial economics 163 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015562150
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Asset allocation with forward-looking distribution
Kiriu, Takuya; Hibiki, Norio - In: International journal of portfolio analysis and … 2 (2024) 4, pp. 316-341
Persistent link: https://www.econbiz.de/10015064371
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Information content of option prices : comparing analyst forecasts to option-based forecasts
Sanford, Anthony - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014581049
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Optimal currency portfolio with implied return distribution in the mean-variance approach
Hibiki, Yuta; Kiriu, Takuya; Hibiki, Norio - In: Asia Pacific financial markets 31 (2024) 2, pp. 251-283
Persistent link: https://www.econbiz.de/10014548364
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The impact of macroeconomic announcements on risk, preference, and risk premium
Kiriu, Takuya; Hibiki, Norio - In: International review of economics & finance : IREF 93 (2024) 2, pp. 842-857
Persistent link: https://www.econbiz.de/10014535661
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Recovering price informativeness from "nonfundamental" shocks
Cujean, Julien; Jaeger, Samuel - 2024
Persistent link: https://www.econbiz.de/10015070440
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Recovery theorem and the risk aversion : evidence from the Czech Republic
Časta, Martin - In: International journal of monetary economics and finance … 17 (2024) 5, pp. 413-434
Persistent link: https://www.econbiz.de/10015635564
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State price density estimation with an application to the recovery theorem
Sanford, Anthony - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 97-115
Persistent link: https://www.econbiz.de/10014288863
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Optimized portfolio using a forward-looking expected tail loss
Sanford, Anthony - In: Finance research letters 46 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013341847
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An empirical implementation of the Ross recovery theorem as a prediction device
Audrino, Francesco; Huitema, Robert; Ludwig, Markus - In: Journal of financial econometrics 19 (2021) 2, pp. 291-312
Persistent link: https://www.econbiz.de/10012620054
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