//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Working papers / Department of Economics, The Johns Hopkins University"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of computational finance"
~subject:"Martingal"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"APT (Arbitrage Pricing Theory)"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Martingal
Portfolio selection
Arbitrage Pricing
33
Arbitrage pricing
33
Theorie
20
Theory
20
Option pricing theory
13
Optionspreistheorie
13
Arbitrage
11
CAPM
8
Yield curve
7
Zinsstruktur
7
Portfolio-Management
6
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
Derivat
5
Derivative
5
Interest rate derivative
4
Transaction costs
4
Transaktionskosten
4
Zinsderivat
4
transaction costs
4
Hedging
3
Martingale
3
arbitrage pricing
3
Arbitrage pricing theory
2
Beta risk
2
Betafaktor
2
Black-Scholes model
2
Black-Scholes-Modell
2
Bubbles
2
Börsenkurs
2
Financial economics
2
Interest rate
2
Kapitalmarkttheorie
2
Risiko
2
Risikoprämie
2
Risk
2
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
9
Author
All
Khan, Ali
2
Sun, Yeneng
2
Bielecki, Tomasz R.
1
Cassese, Gianluca
1
Cialenco, Igor
1
Criens, David
1
Fontana, Claudio
1
Frahm, Gabriel
1
Iyigunler, Ismail
1
Jarrow, Robert A.
1
Rodriguez, Rodrigo
1
Rásonyi, Miklós
1
more ...
less ...
Institution
All
Johns Hopkins University / Department of Economics
2
Published in...
All
Working papers / Department of Economics, The Johns Hopkins University
International journal of theoretical and applied finance
The journal of computational finance
Finance and stochastics
13
Annals of finance
7
Journal of financial economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Mathematics and financial economics
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
4
Journal of banking & finance
4
Gabler Edition Wissenschaft
3
Journal of mathematical economics
3
Springer finance
3
Studi e quaderni
3
Applied mathematical finance
2
Bonn Econ Discussion Papers / BGSE
2
CESifo working papers
2
Discussion paper / Tinbergen Institute
2
Financial markets and asset pricing
2
Finanzmarkt und Portfolio-Management
2
International journal of managerial finance : IJMF
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
NBER Working Paper
2
Quantitative finance
2
Seoul journal of economics
2
The McGraw-Hill/Irwin series in finance, insurance and real estate
2
Academic Press Advanced Finance
1
Academic Press advanced finance
1
Academic press advanced finance series
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in Computational Management Science
1
Advances in computational management science
1
American journal of finance and accounting
1
Annual review of financial economics
1
Asia-Pacific financial markets
1
BIS quarterly review : international banking and financial market developments
1
Bank i kredyt / Polnische Ausgabe
1
Bank- und finanzwirtschaftliche Forschungen
1
Bulletin of applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
2
Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets
Criens, David
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011845940
Saved in:
3
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
4
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011568831
Saved in:
5
Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
6
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
7
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali
(
contributor
);
Sun, Yeneng
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717074
Saved in:
8
Exact arbitrage and portfolio analysis in large asset markets
Khan, Ali
(
contributor
);
Sun, Yeneng
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717078
Saved in:
9
A note on asset bubbles in continuous-time
Cassese, Gianluca
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 523-536
Persistent link: https://www.econbiz.de/10002980857
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->