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CAPM
Theorie
194
Theory
194
Bubbles
52
Börsenkurs
52
Share price
52
Spekulationsblase
52
Credit risk
47
Kreditrisiko
44
Optionspreistheorie
44
Derivat
43
Derivative
43
Option pricing theory
43
Portfolio selection
43
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43
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35
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35
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29
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23
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Kapitalmarkttheorie
19
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Martingale
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Stochastischer Prozess
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Unvollkommener Markt
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Anleihe
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Risikoprämie
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Risk premium
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Financial market
15
Finanzmarkt
15
Liquidity
15
Liquidität
15
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English
68
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Jarrow, Robert A.
63
Protter, Philip E.
8
Protter, Philip
4
Heath, David C.
3
Jarrow, Robert
3
Lamichhane, Sujan
3
Madan, Dilip B.
3
Morton, Andrew J.
3
Wells, Martin T.
3
Zhu, Liao
3
Basu, Sumanta
2
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2
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2
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2
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2
Silva, Felipe Bastos Gurgel
2
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2
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1
Capponi, Agostino
1
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1
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1
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1
Trautmann, Siegfried
1
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1
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1
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1
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Mathematics and financial economics
4
Annals of finance
3
Finance research letters
3
Journal of financial and quantitative analysis : JFQA
3
The quarterly journal of finance
3
Finance and stochastics
2
International journal of theoretical and applied finance
2
Johnson School Research Paper Series
2
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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
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2
Econometrica : journal of the Econometric Society, an international 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
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Financial engineering
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Rodney L. White Center for Financial Research
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1
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ECONIS (ZBW)
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1
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
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2
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
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3
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
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4
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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5
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
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6
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
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7
Preferences, continuity, and the arbitrage pricing theory
Jarrow, Robert A.
- In:
The review of financial studies
1
(
1988
)
2
,
pp. 159-172
Persistent link: https://www.econbiz.de/10001106139
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8
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
9
Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
Saved in:
10
On model testing in financial economics
Jarrow, Robert A.
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 277-285
Persistent link: https://www.econbiz.de/10003974068
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