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Capital adequacy rules, catast...
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CAPM
Theorie
166
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166
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42
Spekulationsblase
42
Derivat
41
Derivative
41
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40
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40
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58
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Jarrow, Robert A.
55
Protter, Philip E.
8
Heath, David C.
3
Jarrow, Robert
3
Lamichhane, Sujan
3
Madan, Dilip B.
3
Morton, Andrew J.
3
Choi, Soon Hyeok
2
Kwok, Simon Sai Man
2
San Martín, Jaime
2
Silva, Felipe Bastos Gurgel
2
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2
Yildirim, Yildiray
2
Zhu, Liao
2
Basu, Sumanta
1
Battig, Robert J.
1
Christopoulos, Andreas D.
1
Deventer, Donald R. van
1
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1
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1
Fusari, Nicola
1
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1
Guo, Xin
1
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1
Janosi, Tibor
1
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1
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1
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1
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1
Trautmann, Siegfried
1
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1
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1
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1
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1
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Mathematics and financial economics
4
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3
Finance research letters
3
Journal of financial and quantitative analysis : JFQA
3
The quarterly journal of finance
3
Finance and stochastics
2
International journal of theoretical and applied finance
2
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2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The financial review : the official publication of the Eastern Finance Association
2
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2
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
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1
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1
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1
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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1
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Rodney L. White Center for Financial Research
1
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1
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1
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The definitive guide to CDOs : market, application, valuation and hedging
1
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ECONIS (ZBW)
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1
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
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2
On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A.
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10011900579
Saved in:
3
A CAPM with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
4
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
5
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
Saved in:
6
The second fundamental theorem of asset pricing : a new approach
Battig, Robert J.
;
Jarrow, Robert A.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1219-1235
Persistent link: https://www.econbiz.de/10001434636
Saved in:
7
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:
8
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
Saved in:
9
Model error in contingent claim models : (dynamic evaluation)
Jacquier, Eric
;
Jarrow, Robert A.
-
1996
Persistent link: https://www.econbiz.de/10000937576
Saved in:
10
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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