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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of International Financial Markets, Institutions and Money"
~isPartOf:"SFB 649 Discussion Papers"
~subject:"Capital income"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
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Capital income
Option pricing theory
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Theorie
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77
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49
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Takahashi, Akihiko
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Asia-Pacific financial markets
Journal of International Financial Markets, Institutions and Money
SFB 649 Discussion Papers
Journal of international financial markets, institutions & money
344
Journal of financial markets
185
Financial markets and portfolio management
169
Review of Pacific Basin financial markets and policies
104
Finanzmarkt und Portfolio-Management
76
Discussion paper / LSE Financial Markets Group
62
Discussion paper series / LSE Financial Markets Group
48
Asia Pacific financial markets
47
International journal of financial markets and derivatives
41
Advances in Pacific Basin financial markets
38
NBER working paper series
34
Financial markets, institutions & instruments
30
Staff working paper / Bank of Canada
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SFB 649 discussion paper
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Financial markets and asset pricing
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International Journal of Financial Markets and Derivatives : IJFMD
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Research paper series / Swiss Finance Institute
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Qualitative research in financial markets
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Economics, management and financial markets
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Review of Pacific Basin financial markets and policies : RPBFMP
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Journal of risk and financial management : JRFM
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Risks : open access journal
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Springer eBook Collection
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The Paul Woolley Centre paper series
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Working papers / Rodney L. White Center for Financial Research
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Finance and economics discussion series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Swiss Finance Institute Research Paper
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Discussion paper / The Pensions Institute, Cass Business School, City University
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Financial markets and instruments
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International review of financial analysis
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ECONIS (ZBW)
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1
Re-examination of Fama-French models in the Korean stock market
Rugwiro, Serge
;
Choi, SungSup Brian
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012307996
Saved in:
2
Asset prices and changes in risk within a bivariate model
Jokung Nguena, Octave
;
Mitra, Sovan
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10012308006
Saved in:
3
In search of robust methods for multi-currency portfolio construction by value at risk
Tang, Mei-Ling
;
Do, Trung K.
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 107-126
Persistent link: https://www.econbiz.de/10012308050
Saved in:
4
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
5
An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio
Igarashi, Toru
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10012308052
Saved in:
6
Market conditions and calendar anomalies in Japanese stock returns
Khan, Mostafa Saidur Rahim
;
Rabbani, Naheed
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 187-209
Persistent link: https://www.econbiz.de/10012308053
Saved in:
7
Demystifying yield spread on corporate bonds trades in India
Mukherjee, Kedar nath
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 253-284
Persistent link: https://www.econbiz.de/10012308060
Saved in:
8
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
9
Asset pricing test using alternative sets of portfolios: evidence from India
Das, Sudipta
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012309665
Saved in:
10
Hyperbolic symmetrization of heston type diffusion
Ida, Yuuki
;
Kinoshita, Tsuyoshi
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 355-364
Persistent link: https://www.econbiz.de/10012309668
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