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person:"Cornet, Bernard"
~person:"Connor, Gregory"
~person:"Fletcher, Jonathan"
~person:"Jamin, Gösta"
~person:"Rothschild, Michael"
~person:"Rudebusch, Glenn D."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Arbitrage pricing theory"
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Arbitrage Pricing
14
Arbitrage pricing
14
Theorie
9
Theory
9
Capital income
7
Kapitaleinkommen
7
Großbritannien
6
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4
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Arbitrage
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1955-1995
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Benchmark models of expected returns
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Article
14
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Aufsatz in Zeitschrift
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17
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17
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16
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Cornet, Bernard
Connor, Gregory
Fletcher, Jonathan
Jamin, Gösta
Rothschild, Michael
Rudebusch, Glenn D.
Kabanov, Jurij M.
8
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
Kardaras, Constantinos
3
Khan, Ali
3
Maggis, Marco
3
Priestley, Richard
3
Schachermayer, Walter
3
Sun, Yeneng
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
Bouchard, Bruno
2
Brunnermeier, Markus Konrad
2
Carr, Peter
2
Carvajal, Andrés
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Economic theory : official journal of the Society for the Advancement of Economic Theory
2
International review of economics & finance : IREF
2
Journal of empirical finance
2
Journal of business finance & accounting : JBFA
1
Journal of econometrics
1
Journal of economics & business
1
Journal of mathematical economics
1
Monetary and economic studies
1
Review of quantitative finance and accounting
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The econometrics journal
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
14
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1
Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Fletcher, Jonathan
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 30-46
Persistent link: https://www.econbiz.de/10010431513
Saved in:
2
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:
3
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:
4
Arbitrage and the evaluation of linear factor models in UK stock returns
Fletcher, Jonathan
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 449-468
Persistent link: https://www.econbiz.de/10003974102
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
Arbitrage bounds and UK unit trust performance
Fletcher, Jonathan
;
Ntozi-Obwale, Patricia
- In:
Journal of business finance & accounting : JBFA
35
(
2008
)
3/4
,
pp. 580-600
Persistent link: https://www.econbiz.de/10003715221
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
Semiparametric estimation of a characteristic-based factor model of common stock returns
Connor, Gregory
;
Linton, Oliver
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 694-717
Persistent link: https://www.econbiz.de/10003609986
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
An exploration of the persistence of UK unit trust performance
Fletcher, Jonathan
;
Forbes, David
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 475-493
Persistent link: https://www.econbiz.de/10001711984
Saved in:
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