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subject:"Martingal"
~subject:"Transaktionskosten"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Martingal
Transaktionskosten
Arbitrage Pricing
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Doukas, John A.
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
18
International journal of theoretical and applied finance
7
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Journal of mathematical economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Journal of multinational financial management
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On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets
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Arbitrage risk and stock mispricing
Doukas, John A.
;
Kim, Chansog
;
Pantzalis, Christos
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 907-934
Persistent link: https://www.econbiz.de/10008758081
Saved in:
2
Idiosyncratic risk, long-term reversal, and momentum
McLean, R. David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 883-906
Persistent link: https://www.econbiz.de/10008758091
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