//--> //--> //--> //-->
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
person:"Cornet, Bernard"
~person:"Bouchard, Bruno"
~person:"Kardaras, Constantinos"
~person:"Rudebusch, Glenn D."
~person:"Sun, Yeneng"
~type_genre:"Article in journal"
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:"Arbitrage pricing theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage Pricing
13
Arbitrage pricing
13
Theorie
13
Theory
13
CAPM
3
Incomplete market
3
Martingal
3
Martingale
3
Portfolio selection
3
Portfolio-Management
3
Unvollkommener Markt
3
Yield curve
3
Zinsstruktur
3
Arbitrage
2
Asymmetric information
2
Asymmetrische Information
2
Allgemeines Gleichgewicht
1
Anleihe
1
Autocorrelation
1
Autokorrelation
1
Bond
1
Capital income
1
Central bank
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Financial economics
1
Financial market
1
Finanzmarkt
1
Forecast
1
Fundamental theorem of asset pricing
1
General equilibrium
1
Incomplete information
1
Index construction
1
Indexberechnung
1
Kapitaleinkommen
1
Kapitalmarkttheorie
1
Local martingale deflator
1
Market structure
1
Marktstruktur
1
Numéraire
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Working Paper
15
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Cornet, Bernard
Bouchard, Bruno
Kardaras, Constantinos
Rudebusch, Glenn D.
Sun, Yeneng
Kabanov, Jurij M.
8
Fletcher, Jonathan
7
Le Van, Cuong
7
Rásonyi, Miklós
7
Page, Frank H.
5
Hahn, Guangsug
4
Jarrow, Robert A.
4
Jouini, Elyès
4
Napp, Clotilde
4
Perez-Ostafe, Lavinia
4
Wooders, Myrna Holtz
4
Barbachan, José Santiago Fajardo
3
Boisdeffre, Lionel de
3
Burzoni, Matteo
3
Cordero, Fernando
3
Faff, Robert W.
3
Fontana, Claudio
3
Khan, Ali
3
Maggis, Marco
3
Priestley, Richard
3
Schachermayer, Walter
3
Won, Dongchul
3
Abreu, Dilip
2
Allouch, Nizar
2
Alp, Ozge Sezgin
2
Antoniou, Antonios
2
Baker, Malcolm
2
Başak, Suleyman
2
Beaulieu, Marie-Claude
2
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Björk, Tomas
2
Brunnermeier, Markus Konrad
2
Carr, Peter
2
Carvajal, Andrés
2
more ...
less ...
Published in...
All
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Finance and stochastics
2
Journal of economic theory
2
Annals of finance
1
Journal of econometrics
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Monetary and economic studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
2
No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.
;
Kardaras, Constantinos
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
Saved in:
3
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
4
Arbitrage and equilibrium with portfolio contraints
Cornet, Bernard
;
Gopalan, Ramu
- In:
Economic theory : official journal of the Society for …
45
(
2010
)
1/2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10008655604
Saved in:
5
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 33-64
Persistent link: https://www.econbiz.de/10003948816
Saved in:
6
Balance, growth and diversity of financial markets
Kardaras, Constantinos
- In:
Annals of finance
4
(
2008
)
3
,
pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
Saved in:
7
Elimination of arbitrage states in asymmetric information models
Cornet, Bernard
;
Boisdeffre, Lionel de
- In:
Economic theory : official journal of the Society for …
38
(
2009
)
2
,
pp. 287-293
Persistent link: https://www.econbiz.de/10003783133
Saved in:
8
No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
Bouchard, Bruno
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 276-297
Persistent link: https://www.econbiz.de/10003334925
Saved in:
9
The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.
;
Swanson, Eric T.
;
Wu, Tao
- In:
Monetary and economic studies
24
(
2006
),
pp. 83-109
Persistent link: https://www.econbiz.de/10003399002
Saved in:
10
Exact arbitrage, well-diversified portfolios and asset pricing in large markets
Khan, Ali
;
Sun, Yeneng
- In:
Journal of economic theory
110
(
2003
)
2
,
pp. 337-373
Persistent link: https://www.econbiz.de/10001770493
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->