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~subject:"Portfolio selection"
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Portfolio selection
Theorie
185
Theory
185
CAPM
64
Credit risk
51
Kreditrisiko
49
Derivat
45
Derivative
45
Bubbles
42
Spekulationsblase
42
Börsenkurs
40
Share price
40
Option pricing theory
39
Optionspreistheorie
39
Portfolio-Management
38
Yield curve
34
Zinsstruktur
34
Arbitrage
26
USA
24
United States
24
Risiko
18
Risk
18
Kapitalmarkttheorie
17
Financial economics
16
Incomplete market
16
Unvollkommener Markt
16
Martingal
15
Martingale
15
Risikomanagement
15
Risk management
15
Financial market
14
Finanzmarkt
14
Hedging
14
Insolvency
13
Insolvenz
13
Risikoprämie
13
Risk premium
13
Collateral
12
Interest rate
12
Interest rate derivative
12
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8
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28
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10
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28
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1
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1
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1
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1
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English
38
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Jarrow, Robert A.
35
Protter, Philip E.
7
Turnbull, Stuart M.
3
Liu, Yuxuan
2
Madan, Dilip B.
2
Silva, Felipe Bastos Gurgel
2
Chatterjea, Arkadev
1
Falafala, Roseline Bilina
1
Fung, Scott
1
Gastineau, Gary L.
1
Jarrow, Robert
1
Krishenik, Andrey
1
Lando, David
1
Minca, Andreea
1
Neal, Robert S.
1
Purnanandam, Amiyatosh
1
Roch, Alexandre F.
1
Teo, Melvyn
1
Tsai, Shih-Chuan
1
Tse, Yiu Kuen
1
Warachka, Mitch
1
Wells, Martin T.
1
Yildirim, Yildiray
1
Yu, Fan
1
Zhu, Liao
1
Çetin, Umut
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Annals of finance
3
Finance research letters
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
Finance and stochastics
2
Johnson School Research Paper Series
2
Journal of risk
2
Financial analysts' journal : FAJ
1
Frontiers of mathematical finance : FMF
1
International journal of theoretical and applied finance
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of derivatives research
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
The journal of portfolio management : a publication of Institutional Investor
1
The quarterly journal of finance
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ECONIS (ZBW)
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Derivative securities
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1996
Persistent link: https://www.econbiz.de/10000966002
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2
Unresolved issues in modeling credit-risky assets
Turnbull, Stuart M.
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 68-87
Persistent link: https://www.econbiz.de/10003018899
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3
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
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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
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
7
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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8
Large-trader impact and market regulation
Gastineau, Gary L.
- In:
Financial analysts' journal : FAJ
47
(
1991
)
4
,
pp. 40-51
Persistent link: https://www.econbiz.de/10001111205
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9
A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Finance research letters
2
(
2005
)
1
,
pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
Saved in:
10
How valuable is credit card lending?
Chatterjea, Arkadev
;
Jarrow, Robert A.
;
Neal, Robert S.
; …
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001861558
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