//--> //--> //--> //-->
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:"Optionspreistheorie"
~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
Optionspreistheorie
Portfolio selection
Arbitrage Pricing
33
Arbitrage pricing
33
Theorie
20
Theory
20
Option pricing theory
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
Martingal
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
7
Free
2
Type of publication
All
Article
16
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
18
Author
All
Khan, Ali
2
Sun, Yeneng
2
Aurell, Erik
1
Avellaneda, Marco
1
Bielecki, Tomasz R.
1
Chen, An
1
Cialenco, Igor
1
Doust, Paul
1
Fontana, Claudio
1
Frahm, Gabriel
1
Gogala, Jaka
1
Grzelak, Lech A.
1
Haba, Fatma
1
Hendriks, Sebas
1
Iyigunler, Ismail
1
Jacquier, Antoine
1
Jarrow, Robert A.
1
Kennedy, Joanne E.
1
Kurbanmuradov, O.
1
Martini, Claude
1
Oosterlee, Cornelis Willebrordus
1
Rebonato, Riccardo
1
Rodriguez, Rodrigo
1
Rásonyi, Miklós
1
Sabelfeld, K.
1
Sandmann, Klaus
1
Schoenmakers, John
1
Skiadopoulos, George
1
Zhu, Yingzi
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
15
Journal of banking & finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Gabler Edition Wissenschaft
5
Journal of financial economics
5
Applied mathematical finance
4
Journal of mathematical economics
4
Mathematics and financial economics
4
Annals of finance
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
NBER Working Paper
3
NBER working paper series
3
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Springer finance
3
Bonn Econ Discussion Papers / BGSE
2
CESifo working papers
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / Tinbergen Institute
2
Financial markets and asset pricing
2
Finanzmarkt und Portfolio-Management
2
Gabler-Edition Wissenschaft
2
International journal of managerial finance : IJMF
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international financial markets, institutions & money
2
Lecture notes in economics and mathematical systems : LNEMS
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Quantitative finance
2
Research paper series / Swiss Finance Institute
2
Seoul journal of economics
2
Swiss Finance Institute Research Paper
2
The McGraw-Hill/Irwin series in finance, insurance and real estate
2
The North American journal of economics and finance : a journal of financial economics studies
2
Academic Press Advanced Finance
1
Academic Press advanced finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
Saved in:
2
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
3
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:
4
From arbitrage to arbitrage-free implied volatilities
Grzelak, Lech A.
;
Oosterlee, Cornelis Willebrordus
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 31-49
Persistent link: https://www.econbiz.de/10011689678
Saved in:
5
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:
6
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:
7
Asymptotic arbitrage in the Heston model
Haba, Fatma
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011419412
Saved in:
8
A simple approximation for the no-arbitrage drifts in Libor market model–SABR-family interest-rate models
Rebonato, Riccardo
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011480695
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->