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~subject:"CAPM"
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CAPM
Theorie
130
Theory
130
Arbitrage
38
Transaction costs
36
Transaktionskosten
27
Portfolio selection
26
Portfolio-Management
26
Optionspreistheorie
24
Option pricing theory
23
Financial market
18
Finanzmarkt
18
Hedging
17
Risk
16
Agency theory
15
Incomplete market
15
Prinzipal-Agent-Theorie
15
Unvollkommener Markt
15
Equilibrium theory
14
Gleichgewichtstheorie
14
pessimism
14
equilibrium
13
Pessimism
12
Risiko
12
Stochastic process
12
Stochastischer Prozess
12
Volatility
12
Volatilität
11
Derivat
10
Derivative
10
Arbitrage Pricing
9
Contract theory
9
Erwartungsbildung
9
Expectation formation
9
Heterogeneous beliefs
9
Risk aversion
9
Vertragstheorie
9
viscosity solutions
9
Arbitrage pricing
8
Asymmetric information
8
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English
22
French
1
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Jouini, Elyès
18
Napp, Clotilde
12
Pham, Huyên
5
Touzi, Nizar
4
Koehl, Pierre-François
3
Bizid, Abdelhamid
2
Carassus, Laurence
2
Beddock, Arthur
1
Campi, Luciano
1
Kallal, Hédi D.
1
Porte, Vincent
1
Soner, Halil Mete
1
Çetin, Umut
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Université Paris-Dauphine
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Journal of mathematical economics
3
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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1
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1
Economics Papers from University Paris Dauphine
1
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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
Mathematics and financial economics
1
Open Access publications from Université Paris-Dauphine
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1
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
1
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ECONIS (ZBW)
21
RePEc
3
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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
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
5
The fundamental theorem of asset pricing with cone constraints
Pham, Huyên
;
Touzi, Nizar
- In:
Journal of mathematical economics
31
(
1999
)
2
,
pp. 265-279
Persistent link: https://www.econbiz.de/10001415905
Saved in:
6
No arbitrage in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
Saved in:
7
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
8
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:
9
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:
10
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993493
Saved in:
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