//--> //--> //--> //-->
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
subject:"Arbitrage Pricing"
~person:"Perez-Ostafe, Lavinia"
~person:"Rásonyi, Miklós"
~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:"APT (Arbitrage Pricing Theory)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage Pricing
Arbitrage pricing
11
Theorie
10
Theory
10
Transaction costs
8
Transaktionskosten
8
Arbitrage
4
Financial economics
3
Kapitalmarkttheorie
3
Martingal
3
Martingale
3
Asymptotic arbitrage
2
CAPM
2
Fractional Brownian motion
2
Hedging
2
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
2
arbitrage
2
transaction costs
2
Binary market
1
Bubbles
1
Consistent price system
1
Fractional binary markets
1
Large financial market
1
Law of large numbers
1
Local martingales
1
Markov chain
1
Markov-Kette
1
Modellierung
1
Monotone convergence for local martingales
1
Option pricing theory
1
Optionspreistheorie
1
Random variable
1
Scientific modelling
1
Spekulationsblase
1
Stopping time
1
Utility maximization
1
Yield curve
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
11
Aufsatz im Buch
1
Book section
1
Language
All
English
11
Author
All
Perez-Ostafe, Lavinia
Rásonyi, Miklós
Kabanov, Jurij M.
8
Fletcher, Jonathan
7
Le Van, Cuong
7
Page, Frank H.
5
Hahn, Guangsug
4
Jarrow, Robert A.
4
Jouini, Elyès
4
Napp, Clotilde
4
Wooders, Myrna Holtz
4
Barbachan, José Santiago Fajardo
3
Boisdeffre, Lionel de
3
Burzoni, Matteo
3
Cordero, Fernando
3
Cornet, Bernard
3
Faff, Robert W.
3
Fontana, Claudio
3
Kardaras, Constantinos
3
Khan, Ali
3
Maggis, Marco
3
Priestley, Richard
3
Rudebusch, Glenn D.
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
2
more ...
less ...
Published in...
All
Finance and stochastics
4
International journal of theoretical and applied finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Annals of finance
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Strong asymptotic arbitrage in the large fractional binary market
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10011485902
Saved in:
2
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:
3
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
4
Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
5
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
6
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
Saved in:
7
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
8
A note on arbitrage in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
9
Arbitrage pricing theory and risk-neutral measures
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003095205
Saved in:
10
On the closedness of sums of convex cones in L O and the robust no-arbitrage property
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001772721
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->