//--> //--> //--> //-->
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
~isPartOf:"Economics letters"
~subject:"Arbitrage"
~subject:"Option pricing theory"
~type:"article"
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
The fundamental theorem of ass...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage
Option pricing theory
CAPM
109
Theorie
92
Theory
92
Devisenmarkt
39
Foreign exchange market
39
Capital income
31
Kapitaleinkommen
31
Börsenkurs
29
Share price
29
Risikoprämie
25
Risk premium
25
Asset pricing
16
Estimation
16
Schätzung
16
Volatility
16
Volatilität
16
Exchange rate
12
Risk
12
Wechselkurs
12
Portfolio selection
11
Portfolio-Management
11
Risiko
11
Estimation theory
8
Forecasting model
8
Prognoseverfahren
8
Risikoaversion
8
Risk aversion
8
Schätztheorie
8
Aktienmarkt
6
Derivat
6
Derivative
6
Geldpolitik
6
Monetary policy
6
Stock market
6
USA
6
United States
6
ARCH model
5
ARCH-Modell
5
Efficient market hypothesis
5
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Castagnetti, Carolina
1
Downward, Anthony
1
Eom, Young Ho
1
Hwang, Eunju
1
Jang, Woon Wook
1
Kang, Yong Joo
1
Li, Zhiyong
1
Marburger, Daniel R.
1
Page, Frank H.
1
Philpott, Andy
1
Ruddell, Keith
1
Shin, Dong-wan
1
Toraubally, Waseem A.
1
Vila, Anne Fremault
1
Wang, Haixu
1
Wey, Matthew A.
1
Wooders, Myrna Holtz
1
Xu, Zheng
1
Yu, Mei
1
more ...
less ...
Published in...
All
Economics letters
The journal of futures markets
68
Journal of financial economics
53
International journal of theoretical and applied finance
51
Journal of banking & finance
50
The journal of finance : the journal of the American Finance Association
48
Mathematical finance : an international journal of mathematics, statistics and financial theory
46
Finance and stochastics
42
The review of financial studies
40
Quantitative finance
34
Finance research letters
31
International review of financial analysis
26
Journal of empirical finance
23
Journal of risk and financial management : JRFM
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Pacific-Basin finance journal
23
Journal of financial markets
22
Journal of mathematical finance
22
Mathematics and financial economics
22
Energy economics
21
Journal of financial and quantitative analysis : JFQA
21
The European journal of finance
21
Annals of finance
20
Applied mathematical finance
20
Risks : open access journal
20
Review of quantitative finance and accounting
19
Applied economics
18
International review of economics & finance : IREF
18
Journal of economic dynamics & control
18
Journal of international financial markets, institutions & money
18
Journal of mathematical economics
17
European journal of operational research : EJOR
15
Review of finance : journal of the European Finance Association
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Finance and Stochastics
13
Journal of international money and finance
13
International journal of financial engineering
11
Review of derivatives research
11
The journal of business : B
11
Journal of investment management : JOIM
10
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Execution lags and imperfect
arbitrage
: the case of stock index
arbitrage
Vila, Anne Fremault
- In:
Economics letters
43
(
1993
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10001151849
Saved in:
2
Exchangeable arbitrator behavior : a closer look
Marburger, Daniel R.
- In:
Economics letters
43
(
1993
)
2
,
pp. 219-220
Persistent link: https://www.econbiz.de/10001153551
Saved in:
3
A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
Page, Frank H.
- In:
Economics letters
52
(
1996
)
2
,
pp. 153-162
Persistent link: https://www.econbiz.de/10001208409
Saved in:
4
Market power and forward prices
Ruddell, Keith
;
Downward, Anthony
;
Philpott, Andy
- In:
Economics letters
166
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10012011935
Saved in:
5
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
6
Arbitrage
equilibria in large games with many commodities
Toraubally, Waseem A.
- In:
Economics letters
179
(
2019
),
pp. 24-28
Persistent link: https://www.econbiz.de/10012121676
Saved in:
7
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
8
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
9
Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
10
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A.
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->