//--> //--> //--> //-->
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
Pricing of Non-Redundant Deriv...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
92
Theory
92
Arbitrage
37
Transaction costs
25
Transaktionskosten
21
Financial market
18
Finanzmarkt
18
Portfolio selection
18
Portfolio-Management
18
Risk
16
pessimism
14
Equilibrium theory
13
Gleichgewichtstheorie
13
Incomplete market
13
Unvollkommener Markt
13
equilibrium
13
Pessimism
12
Risiko
12
Optionspreistheorie
11
Option pricing theory
10
Erwartungsbildung
9
Expectation formation
9
Heterogeneous beliefs
9
Equilibrium
8
Optimism
8
Risk aversion
8
arbitrage
8
Allgemeines Gleichgewicht
7
Arbitrage Pricing
7
Asymmetric information
7
Cost-benefit analysis
7
General equilibrium
7
Rational expectations
7
Risikoaversion
7
heterogeneous beliefs
7
incomplete markets
7
Agency theory
6
Anlageverhalten
6
Arbitrage pricing
6
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
13
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Amtsdruckschrift
3
Arbeitspapier
3
Government document
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
more ...
less ...
Language
All
English
18
French
1
Undetermined
1
Author
All
Jouini, Elyès
18
Napp, Clotilde
12
Koehl, Pierre-François
3
Bizid, Abdelhamid
2
Pham, Huyên
2
Beddock, Arthur
1
Campi, Luciano
1
Kallal, Hédi D.
1
Porte, Vincent
1
more ...
less ...
Institution
All
HAL
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Journal of mathematical economics
2
Economic modelling
1
Economic theory
1
Economics Papers from University Paris Dauphine
1
Economics letters
1
Finance and stochastics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
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
Open Access publications from Université Paris-Dauphine
1
Post-Print / HAL
1
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
RePEc
3
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
2
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
- In:
Journal of mathematical economics
33
(
2000
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10001486490
Saved in:
3
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
4
Equilibrium pricing incomplete markets
Bizid, Abdelhamid
;
Jouini, Elyès
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
4
,
pp. 833-848
Persistent link: https://www.econbiz.de/10003242816
Saved in:
5
Belief dispersion and convex cost of adjustment in the stock market and in the real economy
Jouini, Elyès
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4190-4209
Persistent link: https://www.econbiz.de/10014338339
Saved in:
6
Viability and equilibrium in securites markets with frictions
Jouini, Elyès
;
Kallal, Hédi D.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001444172
Saved in:
7
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993493
Saved in:
8
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
Saved in:
9
A class of models satisfying a dynamical version of the CAPM
Jouini, Elyès
;
Napp, Clotilde
- In:
Economics letters
79
(
2003
)
3
,
pp. 299-304
Persistent link: https://www.econbiz.de/10001755273
Saved in:
10
Hétérogénéité des croyances, prix du risque et volatilité des marchés
Jouini, Elyès
;
Napp, Clotilde
- In:
Revue d'économie financière : revue trimestrielle de …
(
2004
)
74
,
pp. 125-137
Persistent link: https://www.econbiz.de/10002514700
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->