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Subject
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CAPM
Theorie
150
Theory
150
USA
115
United States
115
Portfolio selection
95
Portfolio-Management
95
Capital income
86
Kapitaleinkommen
86
Risikoprämie
58
Risk premium
58
Börsenkurs
57
Share price
57
Estimation
48
Schätzung
48
Yield curve
42
Zinsstruktur
42
Volatility
33
Volatilität
33
Public bond
31
Öffentliche Anleihe
31
Credit risk
30
Kreditrisiko
30
Financial investment
28
Kapitalanlage
28
Option pricing theory
22
Optionspreistheorie
22
Securities trading
22
Wertpapierhandel
22
Liquidity
21
Liquidität
21
Financial economics
20
Corporate bond
19
Government securities
19
Kapitalmarkttheorie
19
Staatspapier
19
Swap
19
Unternehmensanleihe
19
Asset-Backed Securities
18
Asset-backed securities
18
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Free
38
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9
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Book / Working Paper
40
Article
24
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Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
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1
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1
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1
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1
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English
63
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1
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Ang, Andrew
38
Longstaff, Francis A.
25
Chen, Joseph
6
Kristensen, Dennis
6
Papanikolaou, Dimitris
6
Westerfield, Mark M.
5
Cochrane, John H.
4
Piazzesi, Monika
4
Santa-Clara, Pedro
4
Shtauber, Assaf A.
4
Tetlock, Paul C.
4
Liu, Jun
3
Matoba, Kyle
3
Schwarz, Krista
3
Xing, Yuhang
3
Bekaert, Geert
2
Carlin, Bruce Ian
2
Chen, Linxi
2
Hogan, Kedreth C.
2
Shores, Sara
2
Beek, Misha van
1
Carlin, Bruce I.
1
Choi, Jin W.
1
Fleckenstein, Matthias
1
Gates, Michael
1
Gates, Michael D
1
Goetzmann, William N.
1
Goyal, Amit
1
Hemler, Michael Lee
1
Henderson, Paul D.
1
Ilmanen, Antti
1
Lewis, Kurt F.
1
Li, Xinyang
1
Longstaff, Francis
1
Petrasek, Lubomir
1
Rajan, Arvind
1
Schaefer, Stephen M.
1
Schwaiger, Katharina
1
Snow, Jim
1
Tamoni, Andrea
1
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National Bureau of Economic Research
10
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All
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
8
NBER Working Paper
7
Journal of financial economics
5
Netspar Discussion Paper
3
Columbia Business School Research Paper
2
Journal of financial and quantitative analysis : JFQA
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
CREATES research paper
1
Climate investing : new strategies and implementation challenges
1
Financial analysts journal : FAJ
1
Foundations and Trends(R) in Finance
1
Journal of empirical finance
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Survey and synthesis series / Financial Management Association
1
The American economic review
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of business : B
1
The journal of futures markets
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers / Wharton School, University of Pennsylvania / Finance
1
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ECONIS (ZBW)
63
RePEc
1
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1
Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities
Longstaff, Francis A.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 203-228
Persistent link: https://www.econbiz.de/10001211286
Saved in:
2
Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A.
- In:
The journal of business : B
65
(
1992
)
4
,
pp. 571-592
Persistent link: https://www.econbiz.de/10001132973
Saved in:
3
Temporal aggregation and the continuous-time capital asset pricing model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
4
,
pp. 871-887
Persistent link: https://www.econbiz.de/10001072860
Saved in:
4
Pricing options with extendible maturities : analysis and applications
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 935-957
Persistent link: https://www.econbiz.de/10001090933
Saved in:
5
Financial claustrophobia : asset pricing in illiquid markets
Longstaff, Francis A.
-
2004
Persistent link: https://www.econbiz.de/10002019168
Saved in:
6
Valuing thinly traded assets
Longstaff, Francis A.
- In:
Management science : journal of the Institute for …
64
(
2018
)
8
,
pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055
Saved in:
7
Pricing options on agricultural futures : an application of the constant elasticity of variance option pricing model
Choi, Jin W.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001128564
Saved in:
8
General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
Saved in:
9
Corporate earnings and the equity premium
Longstaff, Francis A.
;
Piazzesi, Monika
-
2003
Persistent link: https://www.econbiz.de/10001816584
Saved in:
10
Two trees : asset price dynamics induced by market clearing
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
-
2003
Persistent link: https://www.econbiz.de/10001852332
Saved in:
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