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CAPM
Theorie
68
Theory
68
Option pricing theory
25
Optionspreistheorie
25
Portfolio selection
18
Portfolio-Management
18
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10
Volatilität
10
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9
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9
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8
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8
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8
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7
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English
14
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Detemple, Jérôme B.
14
Berrada, Tony
3
Rindisbacher, Marcel
3
Murthy, Shashidhar
2
Giannikos, Christos
1
Jorion, Philippe
1
Zapatero, Fernando
1
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Journal of economic dynamics & control
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance : revue de l'Association Française de Finance
1
Journal of banking & finance
1
Journal of economic theory
1
Journal of financial economics
1
Journal of mathematical economics
1
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1
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1
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1
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ECONIS (ZBW)
14
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1
Asset pricing in a production economy with incomplete information
Detemple, Jérôme B.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 383-391
Persistent link: https://www.econbiz.de/10001015117
Saved in:
2
A general equilibrium model of asset pricing with partial or heterogeneous information
Detemple, Jérôme B.
- In:
Finance : revue de l'Association Française de Finance
7
(
1986
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10001016341
Saved in:
3
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium
Detemple, Jérôme B.
- In:
Journal of mathematical economics
38
(
2002
)
1/2
,
pp. 219-248
Persistent link: https://www.econbiz.de/10001717041
Saved in:
4
Equilibrium asset prices and no-arbitrage with portfolio constraints
Detemple, Jérôme B.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10001229600
Saved in:
5
Intertemporal asset pricing with heterogeneous beliefs
Detemple, Jérôme B.
- In:
Journal of economic theory
62
(
1994
)
2
,
pp. 294-320
Persistent link: https://www.econbiz.de/10001164067
Saved in:
6
Asset and commodity prices with multi-attribute durable goods
Detemple, Jérôme B.
- In:
Journal of economic dynamics & control
20
(
1996
)
8
,
pp. 1451-1504
Persistent link: https://www.econbiz.de/10001203966
Saved in:
7
Financial innovation, values and volatilities when markets are incomplete
Detemple, Jérôme B.
- In:
The Geneva papers on risk and insurance theory
15
(
1990
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10001134928
Saved in:
8
Further results on asset pricing with incomplete information
Detemple, Jérôme B.
- In:
Journal of economic dynamics & control
15
(
1991
)
3
,
pp. 425-453
Persistent link: https://www.econbiz.de/10001105523
Saved in:
9
Asset prices in an exchange economy with habit formation
Detemple, Jérôme B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1633-1657
Persistent link: https://www.econbiz.de/10001115933
Saved in:
10
Option listing and stock returns : an empirical analysis
Detemple, Jérôme B.
- In:
Journal of banking & finance
14
(
1990
)
4
,
pp. 781-801
Persistent link: https://www.econbiz.de/10001096377
Saved in:
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