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~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of economic theory"
~subject:"Kapitalmarkttheorie"
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Search: subject:"asset pricing"
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Kapitalmarkttheorie
CAPM
233
Theorie
157
Theory
157
Portfolio selection
64
Portfolio-Management
64
Financial economics
46
Börsenkurs
44
Share price
44
Risikoprämie
42
Risk premium
42
Capital income
38
Kapitaleinkommen
38
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38
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38
Option pricing theory
35
Optionspreistheorie
35
Stochastic process
33
Stochastischer Prozess
33
Asset pricing
29
Estimation
27
Risiko
27
Risk
27
Schätzung
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24
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18
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18
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Incomplete market
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Unvollkommener Markt
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Derivat
13
Derivative
13
Arbitrage Pricing
12
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12
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12
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Article
43
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46
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Yang, Chunpeng
4
Riedel, Frank
2
Vayanos, Dimitri
2
Zhang, Rengui
2
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1
Alstrom, Preben
1
Baptista, Alexandre M.
1
Baruch, Shmuel
1
Beker, Pablo F.
1
Belak, Christoph
1
Belenkiy, Ari
1
Bisin, Alberto
1
Blume, Lawrence E.
1
Bottazzi, Jean-Marc
1
Bouchaud, Jean-Philippe
1
Buchmann, Boris
1
Cai, Chuangqun
1
Cass, David
1
Chan, Kwok Ho
1
Chattopadhyay, Subir Kumar
1
Christensen, Sören
1
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1
Dandapani, Aditi
1
Dasgupta, Amil
1
Devin, Siobhán
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Hanzon, Bernard
1
Hens, Thorsten
1
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1
Huang, Ming
1
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1
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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.
128
NBER working paper series
108
NBER Working Paper
79
SpringerLink / Bücher
59
Discussion paper / Centre for Economic Policy Research
46
The review of financial studies
39
The journal of finance : the journal of the American Finance Association
26
Research paper series / Swiss Finance Institute
25
Journal of financial economics
22
Journal of economic dynamics & control
21
Journal of mathematical economics
21
Discussion papers / CEPR
18
Finance and stochastics
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Annual review of financial economics
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Journal of banking & finance
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Review of finance : journal of the European Finance Association
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Dissertation Series CentER
14
Springer eBook Collection / Business and Economics
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International review of financial analysis
12
Tinbergen Institute research series
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Economic theory : official journal of the Society for the Advancement of Economic Theory
11
Journal of financial and quantitative analysis : JFQA
11
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11
CESifo working papers
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Europäische Hochschulschriften / 5
10
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10
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10
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10
Journal of economic behavior & organization : JEBO
9
Journal of monetary economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The American economic review
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ECONIS (ZBW)
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21
Behavioral aspects of arbitrageurs in timing games of bubbles and crashes
Matsushima, Hitoshi
- In:
Journal of economic theory
148
(
2013
)
2
,
pp. 858-870
Persistent link: https://www.econbiz.de/10009726419
Saved in:
22
Consumption and bubbles
Loewenstein, Mark A.
;
Willard, Gregory A.
- In:
Journal of economic theory
148
(
2013
)
2
,
pp. 563-600
Persistent link: https://www.econbiz.de/10009726471
Saved in:
23
Securities market theory : possession, repo and rehypothecation
Bottazzi, Jean-Marc
;
Luque, Jaime
;
Páscoa, Mário Rui
- In:
Journal of economic theory
147
(
2012
)
2
,
pp. 477-500
Persistent link: https://www.econbiz.de/10009663698
Saved in:
24
The dynamics of efficient asset trading with heterogeneous beliefs
Beker, Pablo F.
;
Espino, Emilio
- In:
Journal of economic theory
146
(
2011
)
1
,
pp. 189-229
Persistent link: https://www.econbiz.de/10009243008
Saved in:
25
Asset prices in a Huggett economy
Krusell, Per
;
Mukoyama, Toshihiko
;
Smith, Anthony A.
- In:
Journal of economic theory
146
(
2011
)
3
,
pp. 812-844
Persistent link: https://www.econbiz.de/10009261076
Saved in:
26
On equilibrium prices in continuous time
Martins-da-Rocha, Victor Filipe
;
Riedel, Frank
- In:
Journal of economic theory
145
(
2010
)
3
,
pp. 1086-1112
Persistent link: https://www.econbiz.de/10008697123
Saved in:
27
A finite-dimensional HJM model : how important is arbitrage-free evolution?
Devin, Siobhán
;
Hanzon, Bernard
;
Ribarits, Thomas
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1241-1263
Persistent link: https://www.econbiz.de/10008906164
Saved in:
28
Information aggregation in financial markets with career concerns
Dasgupta, Amil
;
Prat, Andrea
- In:
Journal of economic theory
143
(
2008
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10003812141
Saved in:
29
A note on the risk-premium process in an equilibrium
Sekine, Jun
- In:
International journal of theoretical and applied finance
11
(
2008
)
7
,
pp. 705-716
Persistent link: https://www.econbiz.de/10003791851
Saved in:
30
Injecting rational bubbles
Kocherlakota, Narayana Rao
- In:
Journal of economic theory
142
(
2008
)
1
,
pp. 218-232
Persistent link: https://www.econbiz.de/10003766377
Saved in:
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