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~subject:"CAPM"
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CAPM
USA
71
United States
70
Theorie
69
Theory
69
Insurance
50
Versicherung
45
Haftpflichtversicherung
26
Liability insurance
25
Property-casualty insurance
21
Schadenversicherung
21
Lebensversicherung
20
Efficiency
18
Reinsurance
18
Rückversicherung
18
Effizienz
17
Option pricing theory
17
Optionspreistheorie
17
Life insurance
16
Risk management
16
Insolvency
15
Insolvenz
15
Risikomanagement
15
Credit risk
14
Disaster
14
Katastrophe
14
Elementarschadenversicherung
13
Kreditrisiko
13
Natural disaster insurance
13
Risikomodell
13
Risk model
13
Insurance market
12
Versicherungsmarkt
12
Yield curve
12
Zinsstruktur
12
Risk
11
Vereinigte Staaten
11
Risiko
10
Automobile insurance
9
Kfz-Versicherung
9
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Book / Working Paper
9
Article
8
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Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
2
Book section
2
Bibliografie enthalten
1
Bibliography included
1
Forschungsbericht
1
Hochschulschrift
1
Thesis
1
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Language
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English
17
Author
All
Miltersen, Kristian R.
9
Cummins, John David
5
Persson, Svein-Arne
3
Phillips, Richard D.
3
Sandmann, Klaus
3
Sondermann, Dieter
3
Christensen, Peter Ove
2
Graversen, Svend Erik
2
Aase, Knut K.
1
Ekern, Steinar
1
Mjøs, Aksel
1
Nielsen, Lars
1
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The Wharton Financial Institutions Center
2
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Publications from Department of Management, Odense University
3
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
3
Publications from Department of Management
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Working papers / Financial Institutions Center
2
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
1
Contributions to insurance economics
1
Discussion paper / B
1
European finance review : the official journal of the European Finance Association
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
1
Journal of financial and quantitative analysis : JFQA
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
17
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1
A model of the term structure of interest rates
Miltersen, Kristian R.
-
1993
Persistent link: https://www.econbiz.de/10000870232
Saved in:
2
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
3
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
4
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
5
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
6
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
-
1996
Persistent link: https://www.econbiz.de/10000940850
Saved in:
7
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
- In:
European finance review : the official journal of the …
4
(
2000
)
2
,
pp. 129-156
Persistent link: https://www.econbiz.de/10001581031
Saved in:
8
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
9
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
10
Valuation of the minimum guaranteed return embedded in life insurance products
Persson, Svein-Arne
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
4
,
pp. 599-617
Persistent link: https://www.econbiz.de/10001239129
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