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CAPM
Theorie
137
Theory
137
USA
49
United States
45
Optionspreistheorie
36
Option pricing theory
33
Portfolio selection
30
Portfolio-Management
30
Volatility
28
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27
Realoptionsansatz
27
Volatilität
27
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22
Zinsstruktur
22
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21
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21
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20
Rohstoffderivat
20
Investitionsentscheidung
19
Welt
19
World
19
Börsenkurs
18
Risikoprämie
18
Risk premium
18
Investment decision
17
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17
Commodity exchange
15
Firm value
15
Stochastic process
15
Stochastischer Prozess
15
Unternehmenswert
15
Warenbörse
15
Estimation
14
Schätzung
14
Climate change
13
Derivat
13
Derivative
13
Klimawandel
13
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Article
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22
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22
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6
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6
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5
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5
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English
41
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Brennan, Michael J.
26
Schwartz, Eduardo S.
16
Xia, Yihong
10
Cortazar, Gonzalo
6
Chordia, Tarun
5
Kraft, Holger
5
Subrahmanyam, Avanidhar
5
Wang, Ashley W.
4
Gibson, Rajna
3
Ortega, Hector
3
Tong, Qing
3
Huh, Sahn-Wook
2
Kovacevic, Ivo
2
Taylor, Alex P.
2
Zhang, Yuzhao
2
Akella, Subrahmanyam
1
Barberis, Nicholas
1
Cheng, Xiaolong
1
Huang, Ming
1
Lettau, Martin
1
Li, Feifei
1
Liedtke, Philip
1
Ludvigson, Sydney C.
1
Rojas, Maximiliano
1
Santa Maria, Joaquin
1
Subrahmanyan, Avanidhar
1
Torous, Walter N.
1
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National Bureau of Economic Research
2
Rodney L. White Center for Financial Research
2
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The journal of business : B
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
European financial management : the journal of the European Financial Management Association
2
Finance research letters
2
Journal of financial economics
2
NBER Working Paper
2
NBER working paper series
2
Working papers / Rodney L. White Center for Financial Research
2
Advances in futures and options research : a research annual
1
Corporate finance
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Journal of commodity markets
1
Journal of commodity markets : JCM
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Les cahiers de recherche / Centre HEC-ISA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real options and investment under uncertainty : classical readings and recent contributions
1
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1
The energy journal
1
The legacy of Fischer Black
1
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ECONIS (ZBW)
41
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1
Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Real options and investment under uncertainty : …
,
(pp. 559-570)
.
2004
Persistent link: https://www.econbiz.de/10002362631
Saved in:
2
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
Brennan, Michael J.
- In:
Journal of financial economics
49
(
1998
)
3
,
pp. 345-373
Persistent link: https://www.econbiz.de/10001246743
Saved in:
3
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
14
(
2001
)
4
,
pp. 905-942
Persistent link: https://www.econbiz.de/10001619458
Saved in:
4
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Xia, Yihong
;
Brennan, Michael J.
;
Wang, Ashley W.
-
2002
Persistent link: https://www.econbiz.de/10001692842
Saved in:
5
Mental accounting, loss aversion, and individual stock returns
Barberis, Nicholas
;
Huang, Ming
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1247-1292
Persistent link: https://www.econbiz.de/10001662219
Saved in:
6
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
-
1999
Persistent link: https://www.econbiz.de/10001641297
Saved in:
7
Estimation and test of a simple model of intertemporal capital asset pricing
Brennan, Michael J.
;
Wang, Ashley W.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1743-1776
Persistent link: https://www.econbiz.de/10002190689
Saved in:
8
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
9
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
Saved in:
10
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
Saved in:
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