//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
~subject:"Stochastic process"
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:"asset pricing"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Kapitalmarkttheorie
Stochastic process
CAPM
27
Theorie
16
Theory
16
Portfolio selection
14
Portfolio-Management
14
Option pricing theory
9
Optionspreistheorie
9
Börsenkurs
7
Risikoprämie
7
Risk premium
7
Share price
7
Bubbles
6
Capital income
6
Financial economics
6
Kapitaleinkommen
6
Spekulationsblase
6
Volatility
6
Volatilität
6
Arbitrage Pricing
5
Arbitrage pricing
5
Financial market
5
Risiko
5
Risk
5
Stochastischer Prozess
5
Yield curve
4
Zinsstruktur
4
Arbitrage
3
Arbitrage pricing theory
3
Beta risk
3
Betafaktor
3
Derivat
3
Derivative
3
Forecasting model
3
Incomplete market
3
Martingal
3
Martingale
3
Prognoseverfahren
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Fabozzi, Frank J.
2
Belak, Christoph
1
Bianchi, Michele Leonardo
1
Bouzianis, George
1
Christensen, Sören
1
Dandapani, Aditi
1
Daniluk, Andrzej
1
Herdegen, Martin
1
Hughston, Lane P.
1
Jarrow, Robert A.
1
Kim, Sung Ik
1
Kim, Young Shin
1
Madan, Dilip B.
1
Menkens, Olaf
1
Muchorski, Rafał
1
Protter, Philip
1
Račev, Svetlozar T.
1
Schatz, Michael
1
Schoutens, Wim
1
Schweizer, Martin
1
Sornette, Didier
1
Stoyanov, Stoyan V.
1
Tassinari, Gian Luca
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Discussion paper / Centre for Economic Policy Research
62
SpringerLink / Bücher
60
Working paper / National Bureau of Economic Research, Inc.
37
Journal of financial economics
32
Discussion papers / CEPR
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Finance research letters
18
Journal of banking & finance
17
Journal of economic dynamics & control
17
Quantitative finance
17
Springer eBook Collection
17
International review of financial analysis
16
Springer eBook Collection / Business and Economics
14
The review of financial studies
14
Applied economics
12
NBER working paper series
12
Computational economics
11
The journal of finance : the journal of the American Finance Association
11
Annals of finance
10
Journal of economic theory
10
Journal of monetary economics
10
The European journal of finance
10
Mathematics and financial economics
9
Review of finance : journal of the European Finance Association
9
Economic modelling
8
Economics letters
8
European journal of operational research : EJOR
8
Journal of empirical finance
8
Research paper series / Swiss Finance Institute
8
Springer eBook Collection / Economics and Finance
8
Finance and stochastics
7
Journal of econometrics
7
Research in finance
7
Springer Texts in Business and Economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Annual review of financial economics
6
Emerald insight
6
Emerging markets, finance and trade : EMFT
6
Journal of mathematical economics
6
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Determination of the Lévy exponent in
asset
pricing
models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
3
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
4
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:
5
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
6
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
7
Strict local martingales via filtration enlargement
Dandapani, Aditi
;
Protter, Philip
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
Saved in:
8
Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael
;
Sornette, Didier
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-56
Persistent link: https://www.econbiz.de/10012496907
Saved in:
9
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
10
Strong bubbles and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->