//--> //--> //-->
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
~subject:"Yield curve"
~isPartOf:"Finance and stochastics"
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_exact:"Capital asset pricing model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
CAPM
74
Theorie
51
Theory
51
Portfolio selection
19
Portfolio-Management
19
Option pricing theory
18
Optionspreistheorie
18
Martingal
16
Martingale
16
Stochastic process
11
Stochastischer Prozess
11
Incomplete market
10
Unvollkommener Markt
10
Fundamental theorem of asset pricing
9
Hedging
8
Transaction costs
8
Transaktionskosten
8
Arbitrage
6
Arbitrage Pricing
6
Arbitrage pricing
6
Option trading
6
Optionsgeschäft
6
Risiko
6
Risk
6
Zinsstruktur
6
Asset pricing
5
Börsenkurs
5
Financial economics
5
Kapitalmarkttheorie
5
Share price
5
Volatility
5
Volatilität
5
Asymmetric information
4
Asymmetrische Information
4
Derivat
4
Derivative
4
Financial market
4
Finanzmarkt
4
Allgemeines Gleichgewicht
3
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Choi, Jin Hyuk
1
Filipović, Damir
1
Jakubowski, Jacek
1
Larsen, Kasper
1
Linetsky, Vadim
1
Marinacci, Massimo
1
Pirjol, Dan
1
Qin, Likuan
1
Severino, Federico
1
Zabczyk, Jerzy
1
Zhu, Lingjiong
1
more ...
less ...
Published in...
All
Finance and stochastics
Journal of financial economics
26
NBER working paper series
17
NBER Working Paper
14
The journal of fixed income
14
The review of financial studies
14
International journal of theoretical and applied finance
11
Staff working paper / Bank of Canada
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of economic dynamics & control
9
The journal of finance : the journal of the American Finance Association
9
Discussion paper / B
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Staff reports / Federal Reserve Bank of New York
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Applied mathematical finance
6
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial and quantitative analysis : JFQA
6
Quantitative finance
6
Review of finance : journal of the European Finance Association
6
CREATES research paper
5
Finance research letters
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Mathematics and financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
4
International journal of financial engineering
4
Journal of international money and finance
4
Journal of money, credit and banking : JMCB
4
Publications from Department of Management, Odense University
4
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
4
Staff working papers / Bank of England
4
Swiss Finance Institute Research Paper
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper
4
Working papers series / Federal Reserve Bank of San Francisco
4
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
Long-term factorization in Heath-Jarrow-Morton models
Qin, Likuan
;
Linetsky, Vadim
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 621-641
Persistent link: https://www.econbiz.de/10011945879
Saved in:
3
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
4
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
5
Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk
;
Larsen, Kasper
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
Saved in:
6
Exponential moments for HJM models with jumps
Jakubowski, Jacek
;
Zabczyk, Jerzy
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 429-445
Persistent link: https://www.econbiz.de/10003485817
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->