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CAPM
Theorie
105
Theory
105
USA
72
United States
72
China
52
Risikoprämie
47
Risk premium
47
Portfolio selection
37
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37
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36
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36
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36
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31
Kreditrisiko
31
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21
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Financial economics
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Kapitalmarkttheorie
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Unternehmensanleihe
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Wertpapierhandel
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Öffentliche Anleihe
17
Anlageverhalten
16
Behavioural finance
16
Option pricing theory
15
Optionspreistheorie
15
Aktienmarkt
14
Arbeitsverhalten
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14
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14
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8
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English
39
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Longstaff, Francis A.
25
Liu, Jun
13
Cochrane, John H.
4
Piazzesi, Monika
4
Santa-Clara, Pedro
4
Ang, Andrew
3
Bekaert, Geert
3
Matoba, Kyle
3
Schwarz, Krista
3
Carlin, Bruce Ian
2
Hughes, John S.
2
Li, Kai
2
Liu, Jing
2
Pan, Jun
2
Wang, Tan
2
Carlin, Bruce I.
1
Choi, Jin W.
1
Fleckenstein, Matthias
1
Hemler, Michael Lee
1
Jiang, Fuwei
1
Lambert, Richard A.
1
Lewis, Kurt F.
1
Longstaff, Francis
1
Petrasek, Lubomir
1
Rajan, Arvind
1
Shen, Zhiqi
1
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National Bureau of Economic Research
5
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1
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NBER Working Paper
5
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5
Working paper / National Bureau of Economic Research, Inc.
5
Journal of financial economics
4
Journal of financial and quantitative analysis : JFQA
2
Review of accounting studies
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Accounting and finance
1
Advances in futures and options research : a research annual
1
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1
Journal of economic theory
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The American economic review
1
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ECONIS (ZBW)
39
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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
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