//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Risk premium"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Risikoprämie
114
Risk premium
114
CAPM
50
Capital income
50
Kapitaleinkommen
50
Theorie
42
Theory
42
Estimation
28
Schätzung
28
Risk
26
Risiko
25
Börsenkurs
24
Share price
24
Aktienmarkt
22
Stock market
22
Volatility
20
Volatilität
20
Portfolio selection
19
Portfolio-Management
19
Yield curve
19
Zinsstruktur
19
China
13
Forecasting model
13
Prognoseverfahren
13
Credit risk
11
Kreditrisiko
11
Liquidity
10
Liquidität
9
Equity premium
8
Equity premium puzzle
8
Equity-Premium-Puzzle
8
Financial crisis
8
Finanzkrise
8
Option pricing theory
8
Stochastic process
8
Stochastischer Prozess
8
Capital market returns
7
Financial market
7
Finanzmarkt
7
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Ankirchner, Stefan
1
Bailey, Warren
1
Bernales, Alejandro
1
Bu, Di
1
Cai, Ning
1
Chen, Chin-Ho
1
Chen, Louisa
1
Chung, Y. Peter
1
Consiglio, Andrea
1
Gollier, Christian
1
Kang, Jun-koo
1
Liao, Yin
1
Schneider, Judith Christiane
1
Schweizer, Nikolaus
1
Sun, Lihua
1
Valenzuela, Marcela
1
Zenios, Stauros Andrea
1
more ...
less ...
Published in...
All
Pacific-Basin finance journal
Journal of economic dynamics & control
Journal of banking & finance
23
Journal of financial economics
12
International journal of theoretical and applied finance
10
Research paper series / Swiss Finance Institute
7
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative finance
6
Review of derivatives research
6
The journal of futures markets
6
Applied mathematical finance
5
Finance research letters
5
Journal of financial markets
5
Journal of risk and financial management : JRFM
5
The review of financial studies
5
Annals of finance
4
CREATES research paper
4
Energy economics
4
European journal of operational research : EJOR
4
International review of economics & finance : IREF
4
Journal of financial econometrics
4
SFB 649 discussion paper
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Asia-Pacific financial markets
3
Asia-Pacific journal of financial studies
3
Decisions in economics and finance : a journal of applied mathematics
3
Insurance / Mathematics & economics
3
International journal of financial engineering
3
Journal of mathematical finance
3
NBER working paper series
3
Review of quantitative finance and accounting
3
SFB 649 Discussion Paper
3
Swiss Finance Institute Research Paper
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
3
Annals of financial economics
2
BIS working papers
2
Beiträge zur betriebswirtschaftlichen Forschung
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Learning and forecasts about option returns through the volatility
risk
premium
Bernales, Alejandro
;
Chen, Louisa
;
Valenzuela, Marcela
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011915574
Saved in:
2
Downside jump risk and the levels of futures-cash basis
Chen, Chin-Ho
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012170475
Saved in:
3
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
4
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
Saved in:
5
Valuation of stock loans with jump risk
Cai, Ning
;
Sun, Lihua
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
Saved in:
6
Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan
;
Schneider, Judith Christiane
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
Saved in:
7
Corporate credit risk prediction under stochastic volatility and jumps
Bu, Di
;
Liao, Yin
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 263-281
Persistent link: https://www.econbiz.de/10010485852
Saved in:
8
Investment restrictions and the pricing of Korean convertible Eurobonds
Bailey, Warren
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001204430
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->