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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Kapitalmarkttheorie"
~subject:"Zinsderivat"
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Search: subject_exact:"Capital asset pricing model"
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Kapitalmarkttheorie
Zinsderivat
CAPM
147
Theorie
86
Theory
86
USA
38
United States
38
Capital income
21
Kapitaleinkommen
21
Derivat
20
Derivative
20
Estimation
16
Risikoprämie
16
Risk premium
16
Schätzung
16
Börsenkurs
15
Financial market
15
Finanzmarkt
15
Risiko
15
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15
Share price
15
Portfolio selection
12
Portfolio-Management
12
Interest rate derivative
10
Volatility
9
Volatilität
9
Aktienmarkt
8
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8
Anlageverhalten
7
Behavioural finance
7
Capital-Asset-Pricing-Modell
7
Yield curve
7
Zinsstruktur
7
Market integration
6
Marktintegration
6
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5
Financial economics
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15
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Ronn, Ehud I.
2
Adam, Klaus
1
Bookstaber, Richard M.
1
Buss, Adrian
1
Cheyette, Oren
1
Dumas, Bernard
1
Hull, John
1
Jacob, David P.
1
Jamshidian, Farshid
1
Jong, Frank de
1
Jordan, James V.
1
Kocherlakota, Narayana Rao
1
Lady, George M.
1
Lady, Jane E.
1
Langsam, Joseph A.
1
Li, Anlong
1
Marcet, Albert
1
Merville, Larry J.
1
Nicolini, Juan Pablo
1
Nielsen, Soren S.
1
Overdahl, James A.
1
Parigi, Bruno
1
Pelizzon, Loriana
1
Pistaferri, Luigi
1
Roon, Frans de
1
Russell, Robert A.
1
Seale, William E.
1
Sias, Richard W.
1
Thadden, Ernst-Ludwig von
1
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Advances in futures and options research : a research annual
Discussion paper / Centre for Economic Policy Research
Journal of financial economics
17
The journal of futures markets
15
The journal of finance : the journal of the American Finance Association
12
NBER working paper series
11
Europäische Hochschulschriften / 5
9
Journal of banking & finance
9
NBER Working Paper
9
Economic modelling
8
The review of financial studies
8
Dissertation Series CentER
7
Journal of economic dynamics & control
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / B
6
Review of finance : journal of the European Finance Association
6
Finance and stochastics
5
Journal of economic behavior & organization : JEBO
5
Journal of investment management : JOIM
5
LEM working paper series
5
Research paper series / Swiss Finance Institute
5
Working paper
5
Annals of finance
4
Applied economics
4
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
4
Discussion papers / CEPR
4
Finance research letters
4
Fisher College of Business working paper series
4
International review of financial analysis
4
Journal of economic theory
4
Journal of financial and quantitative analysis : JFQA
4
Journal of mathematical economics
4
Quantitative finance
4
Review of quantitative finance and accounting
4
The journal of fixed income
4
CESifo working papers
3
Discussion paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
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ECONIS (ZBW)
15
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1
Stock market returns, corporate govenrance and capital market equilibrium
Parigi, Bruno
;
Pelizzon, Loriana
;
Thadden, Ernst-Ludwig von
-
2015
Persistent link: https://www.econbiz.de/10010495442
Saved in:
2
Financial-market equilibrium with friction
Buss, Adrian
;
Dumas, Bernard
-
2013
Persistent link: https://www.econbiz.de/10009784729
Saved in:
3
Stock market volatility and learning
Adam, Klaus
;
Marcet, Albert
;
Nicolini, Juan Pablo
-
2007
Persistent link: https://www.econbiz.de/10003574542
Saved in:
4
Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao
;
Pistaferri, Luigi
-
2005
Persistent link: https://www.econbiz.de/10002648063
Saved in:
5
Time-varying market integration and expected returns in emerging markets
Jong, Frank de
-
2001
Persistent link: https://www.econbiz.de/10013423697
Saved in:
6
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
7
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
8
Bond option pricing based on a model for the evolution of bond prices
Hull, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
Saved in:
9
A simple time-varying binomial model for the valuation of interest rate-contingent claims
Ronn, Ehud I.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 89-111
Persistent link: https://www.econbiz.de/10001123294
Saved in:
10
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
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