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~subject:"CAPM"
~isPartOf:"Journal of banking & finance"
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Search: subject:"Termingeschäft"
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CAPM
Derivat
177
Derivative
177
Theorie
61
Theory
61
Credit risk
32
Kreditrisiko
32
Option pricing theory
30
Optionspreistheorie
30
USA
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Barbachan, José Santiago Fajardo
1
Detemple, Jérôme B.
1
Escobar, Marcos
1
Farias, Aquiles Rocha de
1
Figlewski, Stephen
1
Freund, Steven
1
Gay, Gerald D.
1
Hietala, Pekka T.
1
Hodder, James E.
1
Hwang, Soosung
1
Jackwerth, Jens Carsten
1
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1
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1
Lin, Chen-miao
1
Namvar, Ethan
1
Phillips, Blake
1
Pukthuanthong, Kuntara
1
Rastegari, Javad
1
Rau, P. Raghavendra
1
Satchell, Stephen
1
Schulz, G. U.
1
Siddique, Akhtar R.
1
Smith, Stephen Drew
1
Stentoft, Lars
1
Trautmann, Siegfried
1
Ziemba, William T.
1
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Journal of banking & finance
The journal of futures markets
24
Advances in futures and options research : a research annual
19
Journal of financial and quantitative analysis : JFQA
16
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
13
International journal of theoretical and applied finance
12
Discussion paper / B
10
Journal of economic dynamics & control
7
Journal of financial economics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
The European journal of finance
7
Review of derivatives research
6
Annals of finance
5
Journal of mathematical finance
5
wi - Wirtschaft
5
Always learning
4
Discussion paper
4
European journal of operational research : EJOR
4
Finance and stochastics
4
Financial engineering
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
NBER working paper series
4
Review of quantitative finance and accounting
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper
4
Applied mathematical finance
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Economics letters
3
Finance research letters
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative finance
3
Reihe Quantitative Ökonomie : Ökon
3
The North American journal of economics and finance : a journal of financial economics studies
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of computational finance
3
Working paper / National Bureau of Economic Research, Inc.
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied economics
2
Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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1
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
2
Do hedge funds dynamically manage systematic risk?
Namvar, Ethan
;
Phillips, Blake
;
Pukthuanthong, Kuntara
; …
- In:
Journal of banking & finance
64
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011634227
Saved in:
3
Managerial responses to incentives : control of firm risk, derivative pricing implications, and outside wealth management
Hodder, James E.
;
Jackwerth, Jens Carsten
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1507-1518
Persistent link: https://www.econbiz.de/10009244959
Saved in:
4
Corporate derivatives use and the cost of equity
Gay, Gerald D.
;
Lin, Chen-miao
;
Smith, Stephen Drew
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1491-1506
Persistent link: https://www.econbiz.de/10009244962
Saved in:
5
Derivative pricing using multivariate affine generalized hyperbolic distributions
Barbachan, José Santiago Fajardo
;
Farias, Aquiles Rocha de
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1607-1617
Persistent link: https://www.econbiz.de/10008649442
Saved in:
6
Using Tucher's theorem of the alternative to simplify, review and expand discrete arbitrage theory
Kallio, Markku
;
Ziemba, William T.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2281-2302
Persistent link: https://www.econbiz.de/10003522917
Saved in:
7
Common asset pricing factors in volatilities and returns in futures markets
Siddique, Akhtar R.
- In:
Journal of banking & finance
27
(
2003
)
12
,
pp. 2347-2368
Persistent link: https://www.econbiz.de/10001824109
Saved in:
8
Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...
Hwang, Soosung
;
Satchell, Stephen
- In:
Journal of banking & finance
24
(
2000
)
5
,
pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
Saved in:
9
The pricing of convexity risk and time decay in options markets
Figlewski, Stephen
- In:
Journal of banking & finance
18
(
1994
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
Saved in:
10
The efficiency of the Finnish market for right issues
Hietala, Pekka T.
- In:
Journal of banking & finance
18
(
1994
)
5
,
pp. 895-920
Persistent link: https://www.econbiz.de/10001174021
Saved in:
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