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CAPM
Theorie
174
Theory
173
Portfolio selection
88
Portfolio-Management
88
Volatility
32
Volatilität
32
Allgemeines Gleichgewicht
29
General equilibrium
29
Börsenkurs
27
Share price
27
Risikoprämie
26
Risk premium
26
Risikoaversion
24
Risk aversion
24
Option pricing theory
23
Optionspreistheorie
23
Risiko
22
Risk
22
Incomplete market
20
Unvollkommener Markt
20
Anlageverhalten
18
Behavioural finance
18
Capital income
17
Derivat
17
Derivative
17
Kapitaleinkommen
17
USA
16
United States
16
portfolio choice
15
Estimation
14
Schätzung
14
Transaction costs
14
Transaktionskosten
14
Allocative efficiency
12
Allokationseffizienz
12
Intertemporal allocation
12
Intertemporale Allokation
12
Kaufkraftparität
12
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12
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Free
14
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2
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Article
19
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18
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19
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8
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8
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8
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8
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English
37
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Uppal, Raman
15
Wang, Tan
11
Boyle, Phelim P.
10
Vilkov, Grigory
5
Buss, Adrian
4
Epstein, Larry G.
4
Das, Sanjiv R.
3
Kogan, Leonid
3
DeMiguel, Victor
2
Garlappi, Lorenzo
2
Liu, Jun
2
Ma, Chenghu
2
Makarov, Igor
2
Pan, Jun
2
Zaffaroni, Paolo
2
Bhamra, Harjoat S.
1
Blazenko, George W.
1
Dello Preite, Massimo
1
Evnine, Jeremy
1
Gibbs, Stephen
1
Kamstra, Mark J.
1
Ken Seng Tan
1
Kramer, Lisa A.
1
Levi, Maurice D.
1
Liu, Yu
1
Martin-Utrera, Alberto
1
Martín-Utrera, Alberto
1
Newport, Ken E.
1
Plyakha, Yuliya
1
Song, Zhongzhi
1
Tian, Wei Dong
1
Tian, Weidong
1
Tse, Yiu Kuen
1
Turnbull, Stuart M.
1
Vorst, Ton
1
Wang, Hao
1
Yan, Hong
1
Zhang, Lihong
1
Zviadadze, Irina
1
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Institute of Finance and Accounting <London>
3
University of British Columbia / Finance Division
2
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The journal of finance : the journal of the American Finance Association
4
IFA working paper
3
Finance working papers
2
SAFE working paper
2
The review of financial studies
2
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
INSEAD Working Paper
1
Journal of economic dynamics & control
1
Journal of economic theory
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Review of asset pricing studies
1
The journal of fixed income
1
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1
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ECONIS (ZBW)
37
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1
Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
Saved in:
2
Equilibrium with new investment opportunities
Wang, Tan
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1751-1773
Persistent link: https://www.econbiz.de/10001599255
Saved in:
3
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
;
Wang, Tan
-
1992
Persistent link: https://www.econbiz.de/10000868003
Saved in:
4
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
- In:
Journal of economic theory
67
(
1995
)
1
,
pp. 40-82
Persistent link: https://www.econbiz.de/10001189113
Saved in:
5
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
;
Wang, Tan
-
1994
Persistent link: https://www.econbiz.de/10000891363
Saved in:
6
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
2
,
pp. 283-322
Persistent link: https://www.econbiz.de/10001169519
Saved in:
7
An equilibrium model of rare event premia
Liu, Jun
(
contributor
);
Pan, Jun
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714111
Saved in:
8
A simple theory of asset pricing under model uncertainty
Kogan, Leonid
(
contributor
);
Wang, Tan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714112
Saved in:
9
An equilibrium model of rare-event premia and its implication for option smirks
Liu, Jun
;
Pan, Jun
;
Wang, Tan
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 131-164
Persistent link: https://www.econbiz.de/10002646671
Saved in:
10
Seasonally varying preferences : theoretical foundations for an empirical regularity
Kamstra, Mark J.
;
Kramer, Lisa A.
;
Levi, Maurice D.
; …
- In:
Review of asset pricing studies
4
(
2014
)
1
,
pp. 39-77
Persistent link: https://www.econbiz.de/10010399882
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