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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Finance and stochastics"
~subject:"1972-1978"
~subject:"Portfolio-Management"
~subject:"United States"
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Search: subject:"Capital-Asset-Pricing-Modell"
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1972-1978
Portfolio-Management
United States
CAPM
124
Theorie
87
Theory
87
Derivat
23
Derivative
23
USA
21
Portfolio selection
20
Option pricing theory
19
Optionspreistheorie
19
Martingal
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Martingale
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Hedging
11
Stochastic process
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Stochastischer Prozess
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Incomplete market
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Interest rate derivative
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Unvollkommener Markt
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Fundamental theorem of asset pricing
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Transaktionskosten
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Börsenkurs
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Share price
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Option trading
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Optionsgeschäft
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Asset pricing
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Currency derivative
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Financial economics
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Barone-Adesi, Giovanni
3
Frey, Rüdiger
2
Ronn, Ehud I.
2
Scott, Louis O.
2
Arduca, Maria
1
Becherer, Dirk
1
Bensoussan, Alain
1
Chance, Don M.
1
Chen, David M.
1
Cherny, Alexander S.
1
Courtault, Jean-Michael
1
Delbaen, Freddy
1
Dolinsky, Yan
1
Fabozzi, Frank J.
1
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1
Ferri, Michael G.
1
Frecka, Thomas J.
1
Gao, Yuan
1
Gibson, Rajna
1
Gruca, E.
1
Guan Lim, Kian
1
Guasoni, Paolo
1
Harpaz, Giora
1
Hauser, Shmuel
1
Helms, Billy Paul
1
Homaifar, Ghassem
1
Huang, Yu-Jui
1
Hwa Ng, Kah
1
Jarrow, Robert
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Jarrow, Robert A.
1
Jordan, James V.
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Kabanov, Jurij M.
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Kraft, Holger
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Krull, Steven Brian
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Kumar, Raman
1
Lady, George M.
1
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Advances in futures and options research : a research annual
Finance and stochastics
The journal of finance : the journal of the American Finance Association
129
The review of financial studies
127
Working paper / National Bureau of Economic Research, Inc.
125
Journal of financial economics
97
Journal of banking & finance
88
NBER working paper series
71
Journal of empirical finance
69
Finance research letters
66
Journal of financial and quantitative analysis : JFQA
52
International review of economics & finance : IREF
44
International review of financial analysis
44
Management science : journal of the Institute for Operations Research and the Management Sciences
41
The journal of portfolio management : a publication of Institutional Investor
41
Journal of economic dynamics & control
40
NBER Working Paper
40
The journal of asset management
36
Applied economics
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
The European journal of finance
32
The journal of futures markets
32
Journal of international financial markets, institutions & money
29
Journal of investment management : JOIM
29
Research paper series / Swiss Finance Institute
29
The North American journal of economics and finance : a journal of financial economics studies
28
Discussion paper / Centre for Economic Policy Research
27
Economic modelling
27
Review of quantitative finance and accounting
26
Working paper
26
Applied financial economics
24
International journal of theoretical and applied finance
24
Journal of international money and finance
24
Annals of finance
23
Discussion papers / CEPR
23
Quantitative finance
23
European journal of operational research : EJOR
22
Journal of political economy
22
The financial review : the official publication of the Eastern Finance Association
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
A continuous-time asset market game with short-lived assets
Zhitlukhin, M. V.
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 587-630
Persistent link: https://www.econbiz.de/10013440236
Saved in:
3
Consumption in incomplete markets
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 383-422
Persistent link: https://www.econbiz.de/10012253363
Saved in:
4
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
5
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
6
Model-independent superhedging under portfolio constraints
Fahim, Arash
;
Huang, Yu-Jui
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 51-81
Persistent link: https://www.econbiz.de/10011459952
Saved in:
7
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
8
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
9
Liquidity risk, price impacts and the replication problem
Roch, Alexandre F.
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 399-419
Persistent link: https://www.econbiz.de/10009303238
Saved in:
10
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
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