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~isPartOf:"International journal of theoretical and applied finance"
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CAPM
80
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47
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47
Option pricing theory
31
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31
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23
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23
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Elliott, Robert J.
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Bianchi, Michele Leonardo
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Siu, Tak Kuen
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1
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1
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1
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1
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
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International journal of theoretical and applied finance
NBER working paper series
500
Working paper / National Bureau of Economic Research, Inc.
473
NBER Working Paper
357
Journal of financial economics
342
Journal of banking & finance
298
The journal of finance : the journal of the American Finance Association
274
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261
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190
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173
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133
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122
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119
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99
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99
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89
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86
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Journal of econometrics
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ECONIS (ZBW)
92
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1
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
Saved in:
2
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
3
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
4
Determination of the Lévy exponent in
asset
pricing
models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
5
Option pricing with heavy-tailed distributions of logarithmic returns
Basnarkov, Lasko
;
Stojkoski, Viktor
;
Utkovski, Zoran
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012153313
Saved in:
6
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
7
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
8
Upside beta ratio : a performance measure for potential-seeking investors
Mondal, Dipankar
;
Selvaraju, N.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270941
Saved in:
9
Markowitz portfolio and the blur of history
Ng, Chi Tim
;
Shi, Yue
;
Chan, Ngai Hang
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012496534
Saved in:
10
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
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