Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
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
A nonlinear general equilibriu...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
USA
65
United States
65
Theorie
58
Theory
58
Risikoprämie
32
Risk premium
32
Credit risk
31
Kreditrisiko
31
Börsenkurs
24
Share price
24
Capital income
20
Kapitaleinkommen
20
Portfolio selection
20
Portfolio-Management
20
Government securities
19
Staatspapier
19
Swap
19
Asset-Backed Securities
17
Asset-backed securities
17
Corporate bond
17
Financial economics
17
Kapitalmarkttheorie
17
Public bond
17
Unternehmensanleihe
17
Öffentliche Anleihe
17
Yield curve
15
Zinsstruktur
15
Option pricing theory
14
Optionspreistheorie
14
Insolvency
13
Insolvenz
13
Financial crisis
12
Finanzkrise
12
Public debt
12
Schock
12
Securities trading
12
Shock
12
Wertpapierhandel
12
Öffentliche Schulden
12
more ...
less ...
Online availability
All
Free
12
Undetermined
3
Type of publication
All
Article
14
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
26
Author
All
Longstaff, Francis A.
25
Cochrane, John H.
4
Piazzesi, Monika
4
Santa-Clara, Pedro
4
Matoba, Kyle
3
Carlin, Bruce Ian
2
Carlin, Bruce I.
1
Choi, Jin W.
1
Fleckenstein, Matthias
1
Hemler, Michael Lee
1
Lewis, Kurt F.
1
Longstaff, Francis
1
Petrasek, Lubomir
1
Rajan, Arvind
1
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Published in...
All
Journal of financial economics
4
NBER Working Paper
4
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The American economic review
1
The journal of business : B
1
The journal of futures markets
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities
Longstaff, Francis A.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 203-228
Persistent link: https://www.econbiz.de/10001211286
Saved in:
2
Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A.
- In:
The journal of business : B
65
(
1992
)
4
,
pp. 571-592
Persistent link: https://www.econbiz.de/10001132973
Saved in:
3
Temporal aggregation and the continuous-time capital asset pricing model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
4
,
pp. 871-887
Persistent link: https://www.econbiz.de/10001072860
Saved in:
4
Pricing options with extendible maturities : analysis and applications
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 935-957
Persistent link: https://www.econbiz.de/10001090933
Saved in:
5
Financial claustrophobia : asset pricing in illiquid markets
Longstaff, Francis A.
-
2004
Persistent link: https://www.econbiz.de/10002019168
Saved in:
6
Valuing thinly traded assets
Longstaff, Francis A.
- In:
Management science : journal of the Institute for …
64
(
2018
)
8
,
pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055
Saved in:
7
Pricing options on agricultural futures : an application of the constant elasticity of variance option pricing model
Choi, Jin W.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001128564
Saved in:
8
General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
Saved in:
9
Corporate earnings and the equity premium
Longstaff, Francis A.
;
Piazzesi, Monika
-
2003
Persistent link: https://www.econbiz.de/10001816584
Saved in:
10
Two trees : asset price dynamics induced by market clearing
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
-
2003
Persistent link: https://www.econbiz.de/10001852332
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
