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CAPM
Stochastischer Prozess
19,313
Stochastic process
19,134
Theorie
10,520
Theory
10,509
Volatilität
4,129
Volatility
4,125
Optionspreistheorie
3,719
Option pricing theory
3,713
Mathematical programming
2,657
Mathematische Optimierung
2,657
Portfolio selection
1,887
Portfolio-Management
1,887
Zeitreihenanalyse
1,739
Time series analysis
1,732
Estimation theory
1,674
Schätztheorie
1,674
Estimation
1,508
Schätzung
1,503
Markov chain
1,361
Markov-Kette
1,361
Risk
1,238
Risiko
1,230
Option trading
891
Optionsgeschäft
891
Monte-Carlo-Simulation
873
Monte Carlo simulation
872
Statistical distribution
845
Statistische Verteilung
845
Simulation
834
Dynamische Optimierung
831
Dynamic programming
830
Derivat
819
Derivative
819
Börsenkurs
811
Share price
809
Forecasting model
801
Prognoseverfahren
801
Wahrscheinlichkeitsrechnung
703
Probability theory
694
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Free
284
Undetermined
260
CC license
9
Type of publication
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Article
503
Book / Working Paper
323
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Article in journal
486
Aufsatz in Zeitschrift
486
Graue Literatur
129
Non-commercial literature
129
Arbeitspapier
125
Working Paper
125
Hochschulschrift
21
Aufsatz im Buch
17
Book section
17
Thesis
17
Collection of articles written by one author
6
Lehrbuch
6
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6
Textbook
6
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5
Sammelwerk
5
Konferenzschrift
3
Conference proceedings
2
Einführung
2
Systematic review
2
Übersichtsarbeit
2
Adressbuch
1
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Directory
1
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1
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1
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Language
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English
818
German
8
Author
All
Campbell, John Y.
9
Post, Thierry
9
Bakshi, Gurdip S.
8
Guidolin, Massimo
8
Kan, Raymond
8
Fabozzi, Frank J.
7
Branger, Nicole
6
Chabi-Yo, Fousseni
6
Christoffersen, Peter F.
6
Escobar, Marcos
6
Jacobs, Kris
6
Nieto Domenech, Belen
6
Račev, Svetlozar T.
6
Rubio, Gonzalo
6
Tauchen, George Eugene
6
Todorov, Viktor
6
Almeida, Caio
5
Fisher, Adlai
5
Garcia, René
5
Giglio, Stefano
5
Gouriéroux, Christian
5
Madan, Dilip B.
5
Polk, Christopher
5
Seo, Sang Byung
5
Stambaugh, Robert F.
5
Turley, Robert
5
Wachter, Jessica
5
Wilhelm, Jochen
5
Zhou, Guofu
5
Ziveyi, Jonathan
5
Akira Toda, Alexis
4
Arvanitis, Stelios
4
Bianchi, Daniele
4
Brody, Dorje C.
4
De Groot, Oliver
4
Filipović, Damir
4
Gospodinov, Nikolaj
4
Hansen, Lars Peter
4
He, Xue-zhong
4
Heston, Steven L.
4
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Institution
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National Bureau of Economic Research
11
Erasmus Research Institute of Management
3
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Trinity College Dublin / Department of Economics
1
University of British Columbia / Finance Division
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
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Published in...
All
International journal of theoretical and applied finance
24
Journal of economic dynamics & control
19
Quantitative finance
19
Finance and stochastics
17
Journal of econometrics
15
Journal of mathematical finance
15
Annals of finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Finance research letters
12
Journal of banking & finance
12
European journal of operational research : EJOR
11
Journal of financial economics
11
NBER working paper series
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Research paper series / Swiss Finance Institute
9
Journal of empirical finance
8
Asia-Pacific financial markets
7
Econometric reviews
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Mathematics and financial economics
7
The review of financial studies
7
Applied mathematical finance
6
International journal of financial engineering
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Quantitative economics : QE ; journal of the Econometric Society
6
Swiss Finance Institute Research Paper
6
The European journal of finance
6
Computational economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Economics letters
5
Journal of economic theory
5
Review of derivatives research
5
The journal of finance : the journal of the American Finance Association
5
Working papers / Innocenzo Gasparini Institute for Economic Research
5
Decisions in economics and finance : a journal of applied mathematics
4
ERIM report series research in management
4
Economic modelling
4
Financial engineering
4
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ECONIS (ZBW)
826
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1
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
2
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
3
Assessing the real estate pricing puzzle : a diagnostic application of the stochastic discounting factor to the distribution of REIT returns
Downs, David H.
- In:
The journal of real estate finance and economics
20
(
2000
)
2
,
pp. 155-175
Persistent link: https://www.econbiz.de/10001498667
Saved in:
4
Asset pricing at the millennium
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1515-1567
Persistent link: https://www.econbiz.de/10001505403
Saved in:
5
On the quasi Gaussian interest rate models
Akahori, Jirô
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 3-6
Persistent link: https://www.econbiz.de/10001506388
Saved in:
6
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
7
A stochastic model of investment, marginal q and the market value of the firm
Abel, Andrew B.
-
1983
Persistent link: https://www.econbiz.de/10001530719
Saved in:
8
Market forces and dynamic asset pricing
Peskir, G.
;
Shorish, Jamsheed
-
1999
Persistent link: https://www.econbiz.de/10001458252
Saved in:
9
Merton-like theoretical frame for fractional Brownian motion in finance
Corazza, Marco
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 37-47)
.
1999
Persistent link: https://www.econbiz.de/10001442909
Saved in:
10
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
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