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USA
Theorie
137
Theory
137
United States
92
CAPM
42
Optionspreistheorie
42
Option pricing theory
40
Risikoprämie
40
Risk premium
40
Portfolio selection
37
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37
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36
Kreditrisiko
36
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34
Volatilität
32
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32
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32
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30
Börsenkurs
28
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27
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26
Realoptionsansatz
26
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22
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92
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Longstaff, Francis A.
65
Schwartz, Eduardo S.
30
Fleckenstein, Matthias
11
Ang, Andrew
9
Brennan, Michael J.
5
Liu, Jun
4
Lustig, Hanno
4
Schaefer, Stephen M.
4
Strebulaev, Ilya A.
4
Trolle, Anders B.
4
Chernov, Mikhail
3
Dunn, Brett R.
3
Edwards, Sebastian
3
Giesecke, Kay
3
García Marín, Alvaro
2
Gibson, Rajna
2
Han, Bing
2
Kahl, Matthias
2
Kraft, Holger
2
Mandell, Ravit E.
2
Merrill, Craig B.
2
Mithal, Sanjay
2
Piazzesi, Monika
2
Torous, Walter N.
2
Weiss, Farina
2
Atanasova, Christina
1
Carlin, Bruce Ian
1
Chen, Hui
1
Choi, Jin W.
1
Dietrich-Campbell, Bruce
1
Duarte, Jefferson
1
Fishman, Michael J.
1
Green, Richard C.
1
Grinblatt, Mark
1
Heinkel, Robert L.
1
Hemler, Michael Lee
1
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1
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1
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1
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1
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National Bureau of Economic Research
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
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Working paper / National Bureau of Economic Research, Inc.
23
The journal of finance : the journal of the American Finance Association
16
Journal of financial economics
10
The review of financial studies
9
NBER working paper series
6
The journal of business : B
6
NBER Working Paper
3
Journal of financial and quantitative analysis : JFQA
2
Journal of monetary economics
2
Advances in futures and options research : a research annual
1
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1
Essays on empirical asset pricing and consumption-portfolio choice
1
Fisher College of Business working paper series
1
Journal of economic dynamics & control
1
Journal of energy finance & development
1
Monograph series in finance and economics
1
Netspar Discussion Paper
1
Options : classic approaches to pricing and modelling
1
Papers and proceedings / American Finance Association
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Real options and investment under uncertainty : classical readings and recent contributions
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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1
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ECONIS (ZBW)
94
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1
Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A.
- In:
The journal of fixed income
3
(
1993
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
Saved in:
2
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
3
[Rezension von: Ingersoll, Jonathan E., Jr., Theory of financial decision making]
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
1
,
pp. 259-260
Persistent link: https://www.econbiz.de/10001343418
Saved in:
4
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
Saved in:
5
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
6
Patents and R&D as real options
Schwartz, Eduardo S.
-
2003
Persistent link: https://www.econbiz.de/10001852301
Saved in:
7
Rights versus underwritten offerings : an asymmetric information approach
Heinkel, Robert L.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001008815
Saved in:
8
Valuing debt options : empir. evidence
Dietrich-Campbell, Bruce
- In:
Journal of financial economics
16
(
1986
)
3
,
pp. 321-343
Persistent link: https://www.econbiz.de/10001015146
Saved in:
9
Prepayment, default, and the valuation of mortgage pass-through securities
Schwartz, Eduardo S.
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 221-239
Persistent link: https://www.econbiz.de/10001124150
Saved in:
10
Prepayment and the valuation of mortgage-backed securities
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
2
,
pp. 375-392
Persistent link: https://www.econbiz.de/10001072923
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