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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
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An analytical framework for explaining relative performance of CAPM beta and downside beta
Galagedera, Don U. A. - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10003867409
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Bubbles and multiple-factor asset pricing models
Jarrow, Robert A. - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
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Arbitrage pricing theory in ergodic markets
Frahm, Gabriel - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
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Design and valuation of corporate securities with strategic debt service and asymmetric information
Pan, Yonghua - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 201-219
Persistent link: https://www.econbiz.de/10001394253
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Weighted Monte Carlo : a new technique for calibrating asset-pricing models
Avellaneda, Marco (contributor) - In: International journal of theoretical and applied finance 4 (2001) 1, pp. 91-119
Persistent link: https://www.econbiz.de/10001554218
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A note on risky bond valuation
Hui, Cho H.; Lo, C. F. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 575-580
Persistent link: https://www.econbiz.de/10001524486
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Optimal dividend policy and stock prices
Li, Weiping - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10012284594
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Composition of time-consistent dynamic monetary risk measures in discrete time
Cheridito, Patrick; Kupper, Michael - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 137-162
Persistent link: https://www.econbiz.de/10008908381
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Monetary valuation of cash flows under Knightian uncertainty
Föllmer, Hans; Penner, Irina - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10008908396