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CAPM
Martingale
1,000
Martingal
997
Theorie
595
Theory
595
Stochastic process
288
Stochastischer Prozess
288
Optionspreistheorie
240
Option pricing theory
239
Portfolio selection
184
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183
Volatility
130
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125
Estimation theory
111
Schätztheorie
111
Time series analysis
91
Zeitreihenanalyse
91
Incomplete market
83
Unvollkommener Markt
83
Hedging
81
Arbitrage Pricing
70
Arbitrage pricing
70
Arbitrage
61
Estimation
61
Schätzung
61
Statistical test
61
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Börsenkurs
60
Semimartingale
60
Share price
60
Mathematical programming
58
Mathematische Optimierung
58
Derivat
56
Derivative
56
Bubbles
46
Markov chain
46
Markov-Kette
46
Spekulationsblase
46
Efficient market hypothesis
43
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43
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Schweizer, Martin
8
Jarrow, Robert A.
6
Cassese, Gianluca
5
Choulli, Tahir
4
Frittelli, Marco
4
Kardaras, Constantinos
4
Bayraktar, Erhan
3
Biagini, Francesca
3
Li, Minqiang
3
Platen, Eckhard
3
Arai, Takuji
2
Back, Kerry
2
Beißner, Patrick
2
Bellini, Fabio
2
Bálint, Dániel
2
Carassus, Laurence
2
Choi, Soon Hyeok
2
Criens, David
2
Evstigneev, Igor V.
2
Fontana, Claudio
2
Hulley, Hardy
2
Jeanblanc, Monique
2
Klein, Irene
2
Li, Jia
2
Mwaniki, Ivivi Joseph
2
Nutz, Marcel
2
Riedel, Frank
2
Schürger, Klaus
2
Siu, Tak Kuen
2
Soner, Halil Mete
2
Stricker, Christophe
2
Taksar, Michael I.
2
Tauchen, George Eugene
2
Todorov, Viktor
2
Zastawniak, Tomasz
2
Zhang, Yuchong
2
Zhitlukhin, M. V.
2
Černý, Aleš
2
Agram, Nacira
1
Ashby, Michael F.
1
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Bonn Graduate School of Economics
1
Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Finance and stochastics
14
International journal of theoretical and applied finance
8
Annals of finance
6
Research paper series / Swiss Finance Institute
5
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of mathematical finance
4
Mathematics and financial economics
4
Studi e quaderni
4
Asia-Pacific financial markets
3
Swiss Finance Institute Research Paper
3
Applied mathematical finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / B
2
Journal of banking & finance
2
Journal of mathematical economics
2
Risks : open access journal
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annual review of financial economics
1
Bonn Econ Discussion Papers / BGSE
1
Cambridge working papers in economics
1
Chemnitz economic papers
1
Cogent economics & finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in economics and finance : a journal of applied mathematics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper series / LSE Financial Markets Group
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic dynamics and sustainable development ; Part 1
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics letters
1
European journal of operational research : EJOR
1
Finance research letters
1
Handbook of macroeconomics : volume 2, v. 2A-2B SET
1
International journal of financial engineering
1
International journal of financial research
1
International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
157
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1
Arbitrage theory in a market of stochastic dimension
Bayraktar, Erhan
;
Kim, Donghan
;
Tilva, Abhishek
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 847-895
Persistent link: https://www.econbiz.de/10014565276
Saved in:
2
Supermartingale deflators in the absence of a numéraire
Harms, Philipp
;
Liu, Chong
;
Neufeld, Ariel
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 885-915
Persistent link: https://www.econbiz.de/10012616862
Saved in:
3
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
4
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
5
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
6
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
7
Testing efficiency in small and large financial markets
Dare, Wale
-
2017
Persistent link: https://www.econbiz.de/10011799698
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8
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
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9
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
10
A note on generalising CAPM
Cassese, Gianluca
-
1999
Persistent link: https://www.econbiz.de/10001457569
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