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~subject:"CAPM"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of computational finance"
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CAPM
Derivat
220
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220
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74
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74
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62
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62
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43
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Arnsdorf, Matthias
1
Barbachan, José Santiago Fajardo
1
Detemple, Jérôme B.
1
El Karoui, Nicole
1
Escobar, Marcos
1
Farias, Aquiles Rocha de
1
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1
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Journal of banking & finance
The journal of computational 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
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5
Journal of mathematical finance
5
wi - Wirtschaft
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Always learning
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European journal of operational research : EJOR
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Finance and stochastics
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Financial engineering
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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
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Economics letters
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Reihe Quantitative Ökonomie : Ökon
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
15
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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
A multifactor bottom-up model for pricing credit derivatives
Tsui, Lung Kwan
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 93-114
Persistent link: https://www.econbiz.de/10010337815
Saved in:
4
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:
5
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:
6
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:
7
BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives
Arnsdorf, Matthias
;
Halperin, Igor
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 77-107
Persistent link: https://www.econbiz.de/10009534630
Saved in:
8
Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
Saved in:
9
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:
10
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:
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