//--> //--> //--> //-->
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 Characterization of Complete...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
328
Theory
328
Optionspreistheorie
128
Option pricing theory
127
Portfolio selection
75
Portfolio-Management
75
Börsenkurs
74
Share price
74
Derivat
69
Derivative
69
Stochastic process
61
Stochastischer Prozess
61
Credit risk
59
Kreditrisiko
58
Risiko
50
Risk
50
Volatility
50
Volatilität
50
Bubbles
49
Spekulationsblase
49
Capital income
46
Kapitaleinkommen
46
Optionsgeschäft
43
Option trading
42
Yield curve
41
Zinsstruktur
41
Hedging
39
USA
36
United States
36
Financial market
35
Finanzmarkt
35
Arbitrage
29
Kapitalmarkttheorie
28
Financial economics
26
Black-Scholes model
24
Black-Scholes-Modell
24
Risikomanagement
23
Risk management
23
Estimation
22
more ...
less ...
Online availability
All
Free
34
Undetermined
28
CC license
1
Type of publication
All
Article
69
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Aufsatz im Buch
3
Book section
3
Arbeitspapier
2
Graue Literatur
2
Lehrbuch
2
Non-commercial literature
2
Textbook
2
Working Paper
2
more ...
less ...
Language
All
English
104
Author
All
Jarrow, Robert A.
63
Madan, Dilip B.
43
Protter, Philip E.
8
Schoutens, Wim
6
Wang, King
5
Protter, Philip
4
Yor, Marc
4
Bakshi, Gurdip S.
3
Carr, Peter
3
Elliott, Robert J.
3
Geman, Hélyette
3
Heath, David C.
3
Milne, Frank
3
Morton, Andrew J.
3
Panayotov, George
3
Wells, Martin T.
3
Zhu, Liao
3
Basu, Sumanta
2
Kwok, Simon Sai Man
2
Lamichhane, Sujan
2
San Martín, Jaime
2
Shefrin, Hersh
2
Silva, Felipe Bastos Gurgel
2
Unal, Haluk
2
Yildirim, Yildiray
2
Atlan, Marc
1
Bakshi, Gurdip
1
Battig, Robert J.
1
Chesney, Marc
1
Choi, Soon Hyeok
1
Christopoulos, Andreas D.
1
Deventer, Donald R. van
1
Edmister, Robert O.
1
Eisenberg, Laurence K.
1
Falafala, Roseline Bilina
1
Grigorian, Karen
1
Guo, Xin
1
Jacquier, Eric
1
Janosi, Tibor
1
Jarrow, Robert
1
more ...
less ...
Published in...
All
Annals of finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
4
Journal of financial and quantitative analysis : JFQA
4
Mathematics and financial economics
4
Robert H. Smith School Research Paper
4
Finance and stochastics
3
Finance research letters
3
The quarterly journal of finance
3
The review of financial studies
3
Financial engineering
2
Johnson School Research Paper Series
2
Journal of risk
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of business : B
2
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Discussion paper / Institute for Economic Research, Queen's University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Financial Institutions Center
1
Frontiers of mathematical finance : FMF
1
International journal of theoretical and applied finance : IJTAF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of financial stability
1
Journal of risk and financial management : JRFM
1
Oberwolfach
1
Queen's Economics Department working paper
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
Review of futures markets
1
Review of quantitative finance and accounting
1
Rodney L. White Center for Financial Research
1
Springer Finance Textbooks
1
Springer eBook Collection
1
Springer finance textbooks
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
104
Showing
1
-
10
of
104
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Saved in:
2
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
3
Preferences, continuity, and the arbitrage pricing theory
Jarrow, Robert A.
- In:
The review of financial studies
1
(
1988
)
2
,
pp. 159-172
Persistent link: https://www.econbiz.de/10001106139
Saved in:
4
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Saved in:
5
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
6
Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
Saved in:
7
On model testing in financial economics
Jarrow, Robert A.
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 277-285
Persistent link: https://www.econbiz.de/10003974068
Saved in:
8
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
9
Continuous-time asset pricing theory : a martingale-based approach
Jarrow, Robert A.
-
2021
-
Second edition
Persistent link: https://www.econbiz.de/10012584017
Saved in:
10
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->