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~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of economic theory"
~subject:"Kapitalmarkttheorie"
~subject:"Optionspreistheorie"
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Kapitalmarkttheorie
Optionspreistheorie
CAPM
234
Theorie
157
Theory
157
Portfolio selection
64
Portfolio-Management
64
Financial economics
46
Börsenkurs
44
Share price
44
Risikoprämie
43
Risk premium
43
Capital income
39
Kapitaleinkommen
39
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38
Volatilität
38
Option pricing theory
35
Stochastic process
33
Stochastischer Prozess
33
Asset pricing
29
Estimation
27
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27
Risk
27
Schätzung
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Financial market
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24
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13
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13
Arbitrage Pricing
12
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12
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12
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Yang, Chunpeng
4
Elliott, Robert J.
3
Hughston, Lane P.
3
Jeanblanc, Monique
2
Macrina, Andrea
2
Riedel, Frank
2
Siu, Tak Kuen
2
Vayanos, Dimitri
2
Zhang, Rengui
2
Allen, Franklin
1
Alstrom, Preben
1
Avellaneda, Marco
1
Badescu, Alexandru
1
Baptista, Alexandre M.
1
Baruch, Shmuel
1
Basnarkov, Lasko
1
Beker, Pablo F.
1
Belak, Christoph
1
Belenkiy, Ari
1
Bhamra, Harjoat Singh
1
Bianchi, Michele Leonardo
1
Bielecki, Tomasz R.
1
Bisin, Alberto
1
Blume, Lawrence E.
1
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1
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1
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1
Brody, Dorje C.
1
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1
Cai, Chuangqun
1
Cass, David
1
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1
Chan, Kwok Ho
1
Chattopadhyay, Subir Kumar
1
Chege Maina, Samuel
1
Chen, An
1
Chiara, Nicola
1
Chiarella, Carl
1
Christensen, Sören
1
Cialenco, Igor
1
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
International Conference on Modelling Monetary and Financial Sectors <2000, Taipeh>
1
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Economic modelling
International journal of theoretical and applied finance
Journal of economic theory
Working paper / National Bureau of Economic Research, Inc.
138
NBER working paper series
123
NBER Working Paper
87
SpringerLink / Bücher
62
Discussion paper / Centre for Economic Policy Research
46
The review of financial studies
43
The journal of finance : the journal of the American Finance Association
36
Journal of economic dynamics & control
35
Research paper series / Swiss Finance Institute
35
Finance and stochastics
34
Journal of financial economics
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
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27
Journal of mathematical economics
22
Swiss Finance Institute Research Paper
21
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19
Discussion papers / CEPR
18
Finance research letters
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Gabler Edition Wissenschaft
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Review of finance : journal of the European Finance Association
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Quantitative finance
17
Annual review of financial economics
16
Applied mathematical finance
16
International review of financial analysis
16
Journal of mathematical finance
16
Springer eBook Collection
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The European journal of finance
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Europäische Hochschulschriften / 5
15
Journal of financial and quantitative analysis : JFQA
15
Annals of finance
14
Dissertation Series CentER
14
Springer eBook Collection / Business and Economics
14
Journal of risk and financial management : JRFM
12
Mathematics and financial economics
12
PhD series / Copenhagen Business School
12
Risks : open access journal
12
Tinbergen Institute research series
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1
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
2
Further tests of
asset
pricing
models : liquidity risk matters
Ma, Xiuli
;
Zhang, Xindong
;
Liu, Weimin
- In:
Economic modelling
95
(
2021
),
pp. 255-273
Persistent link: https://www.econbiz.de/10012695989
Saved in:
3
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
4
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:
5
Option pricing with heavy-tailed distributions of logarithmic returns
Basnarkov, Lasko
;
Stojkoski, Viktor
;
Utkovski, Zoran
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012153313
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
Incomplete market demand tests for Kreps-Porteus-Selden preferences
Kubler, Felix
;
Selden, Larry
;
Wei, Xiao
- In:
Journal of economic theory
185
(
2020
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012415751
Saved in:
8
Generalized
asset
pricing
: Expected Downside Risk-based equilibrium modeling
Ormos, Mihály
;
Timotity, Dusán
- In:
Economic modelling
52
(
2016
),
pp. 967-980
Persistent link: https://www.econbiz.de/10011643117
Saved in:
9
Liquidity and asset prices in a monetary model with OTC asset markets
Mattesini, Fabrizio
;
Nosal, Ed
- In:
Journal of economic theory
164
(
2016
),
pp. 187-217
Persistent link: https://www.econbiz.de/10011649238
Saved in:
10
Market-making with search and information frictions
Lester, Benjamin
;
Shourideh, Ali
;
Venkateswaran, Venky
; …
- In:
Journal of economic theory
212
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014471894
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