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~isPartOf:"Advances in futures and options research : a research annual"
~subject:"1977"
~subject:"Portfolio-Management"
~subject:"United States"
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Search: subject:"Capital-Asset-Pricing-Modell"
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1977
Portfolio-Management
United States
CAPM
50
Theorie
36
Theory
36
USA
21
Derivat
19
Derivative
19
Interest rate derivative
10
Zinsderivat
10
Currency derivative
5
Währungsderivat
5
Commodity exchange
4
Warenbörse
4
1982-1985
3
Anleihe
3
Bond
3
Hedging
3
Index futures
3
Index-Futures
3
Public bond
3
Yield curve
3
Zinsstruktur
3
Öffentliche Anleihe
3
1983-1984
2
Betriebliche Finanzwirtschaft
2
Börsenkurs
2
Estimation theory
2
Managerial finance
2
Risiko
2
Risk
2
Schätztheorie
2
Share price
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Swap
2
1967-1982
1
1971-1980
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1972-1978
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1977-1978
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1978-1979
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1983
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22
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English
22
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Barone-Adesi, Giovanni
3
Ronn, Ehud I.
2
Scott, Louis O.
2
Chance, Don M.
1
Chen, David M.
1
Fabozzi, Frank J.
1
Ferri, Michael G.
1
Frecka, Thomas J.
1
Gibson, Rajna
1
Gruca, E.
1
Harpaz, Giora
1
Hauser, Shmuel
1
Helms, Billy Paul
1
Homaifar, Ghassem
1
Jordan, James V.
1
Kremer, Joseph W.
1
Krull, Steven Brian
1
Kumar, Raman
1
Lady, George M.
1
Lady, Jane E.
1
Lauterbach, Beni
1
Longstaff, Francis A.
1
Merville, Larry J.
1
Morck, Randall
1
Nielsen, Soren S.
1
Oberhelman, H. D.
1
Overdahl, James A.
1
Park, Hun Y.
1
Ritchken, Peter H.
1
Schultz, Paul H.
1
Schwartz, Eduardo S.
1
Seale, William E.
1
Shastri, Kuldeep
1
Sias, Richard W.
1
Wei, K. C. John
1
Welch, Robert L.
1
Whaley, Robert E.
1
Yaari, Uzi
1
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Advances in futures and options research : a research annual
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
Journal of empirical finance
69
NBER working paper series
69
Finance research letters
63
Journal of financial and quantitative analysis : JFQA
52
International review of economics & finance : IREF
44
International review of financial analysis
44
The journal of portfolio management : a publication of Institutional Investor
41
NBER Working Paper
40
Journal of economic dynamics & control
39
Management science : journal of the Institute for Operations Research and the Management Sciences
39
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
22
European journal of operational research : EJOR
22
Journal of political economy
22
Quantitative finance
21
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
20
Finance and stochastics
19
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ECONIS (ZBW)
22
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1
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:
2
Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities
Longstaff, Francis A.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 203-228
Persistent link: https://www.econbiz.de/10001211286
Saved in:
3
The pricing of crude oil futures options contracts
Gibson, Rajna
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
Saved in:
4
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
Saved in:
5
The relative mispricing of American calls under alternative dividend models
Chen, David M.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 15-43
Persistent link: https://www.econbiz.de/10001145855
Saved in:
6
A valuation of the CRB futures contract : theory and evidence
Harpaz, Giora
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 323-334
Persistent link: https://www.econbiz.de/10001123280
Saved in:
7
Biases and profit opportunities in warrant markets
Lauterbach, Beni
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 255-266
Persistent link: https://www.econbiz.de/10001123284
Saved in:
8
A test of rational expectations in the index options market
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 137-147
Persistent link: https://www.econbiz.de/10001123292
Saved in:
9
Random-variance option pricing : empirical tests of the model and delta-sigma hedging
Scott, Louis O.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 113-135
Persistent link: https://www.econbiz.de/10001123293
Saved in:
10
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:
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