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An Integrated Approach to the...
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CAPM
Theorie
207
Theory
206
Credit risk
57
Kreditrisiko
55
Bubbles
52
Spekulationsblase
52
Börsenkurs
50
Share price
50
Derivat
47
Derivative
47
Optionspreistheorie
44
Portfolio selection
44
Portfolio-Management
44
Option pricing theory
43
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35
Zinsstruktur
35
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28
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24
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24
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20
Kapitalmarkttheorie
19
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18
Financial economics
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Finanzmarkt
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Incomplete market
17
Risk management
17
Unvollkommener Markt
17
Financial market
16
Martingal
16
Martingale
16
Liquidity
15
Liquidität
15
Risikoprämie
15
Risk premium
15
Zins
15
Collateral
14
Hedging
14
Kreditsicherung
14
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48
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2
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English
74
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Jarrow, Robert A.
63
Protter, Philip E.
8
Turnbull, Stuart M.
8
Protter, Philip
4
Heath, David C.
3
Jarrow, Robert
3
Lamichhane, Sujan
3
Madan, Dilip B.
3
Melino, Angelo
3
Morton, Andrew J.
3
Wells, Martin T.
3
Zhu, Liao
3
Basu, Sumanta
2
Choi, Soon Hyeok
2
Doshi, Hitesh
2
Jacobs, Kris
2
Kwok, Simon Sai Man
2
San Martín, Jaime
2
Silva, Felipe Bastos Gurgel
2
Yildirim, Yildiray
2
Battig, Robert J.
1
Boyle, Phelim P.
1
Choi, Yong Seok
1
Christopoulos, Andreas D.
1
Deventer, Donald R. van
1
Eisenberg, Laurence K.
1
Ericsson, Jan
1
Falafala, Roseline Bilina
1
Fusari, Nicola
1
Grigorian, Karen
1
Guo, Xin
1
Jacquier, Eric
1
Janosi, Tibor
1
Jin, Xing
1
Li, Li
1
Mesler, Mark
1
Milne, Frank
1
Roch, Alexandre F.
1
San Martin, Jaime
1
Trautmann, Siegfried
1
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Journal of financial and quantitative analysis : JFQA
4
Mathematics and financial economics
4
Annals of finance
3
Finance research letters
3
The quarterly journal of finance
3
The review of financial studies
3
Finance and stochastics
2
International journal of theoretical and applied finance
2
Johnson School Research Paper Series
2
Journal of risk
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
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Financial engineering
1
Frontiers of mathematical finance : FMF
1
International journal of theoretical and applied finance : IJTAF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Johns Hopkins Carey Business School Research Paper
1
Journal of econometrics
1
Journal of financial economics
1
Journal of financial stability
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
Review of futures markets
1
Review of quantitative finance and accounting
1
Rodney L. White Center for Financial Research
1
Springer Finance Textbooks
1
Springer eBook Collection
1
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1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
Working paper series
1
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
1
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ECONIS (ZBW)
74
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1
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
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2
Pricing foreign currency options with stochastic volatility
Melino, Angelo
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
Saved in:
3
A quick algorithm for pricing European average options
Turnbull, Stuart M.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001113530
Saved in:
4
Pricing and hedging capped options
Boyle, Phelim P.
- In:
The journal of futures markets
9
(
1989
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10001149571
Saved in:
5
A simple approach to interest-rate option pricing
Turnbull, Stuart M.
- In:
The review of financial studies
4
(
1991
)
1
,
pp. 87-120
Persistent link: https://www.econbiz.de/10001102563
Saved in:
6
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
7
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
Saved in:
8
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:
9
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:
10
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
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