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~isPartOf:"Economics and business review"
~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Cantor, Richard"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Jarrow, Robert A."
~person:"Konno, Hiroshi"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"USA"
~subject:"Yield curve"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
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Broll, Udo
Cantor, Richard
Fabozzi, Frank J.
Hayre, Lakhbir S.
Jarrow, Robert A.
Konno, Hiroshi
Gupta, Rangan
15
Bouri, Elie
13
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7
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7
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7
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Economics and business review
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Financial markets and instruments
International journal of theoretical and applied finance
The journal of fixed income
Valuation, financial modeling, and quantitative tools
24
The handbook of fixed income securities
20
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16
Journal of banking & finance
15
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14
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economics letters
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Handbook of financial markets : securities, options and futures
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Jahrbücher für Nationalökonomie und Statistik
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
88
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88
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1
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
2
Market risk, value-at-risk and exponential weighting
Broll, Udo
;
Förster, Andreas
- In:
Economics and business review
8/22
(
2022
)
2
,
pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
Saved in:
3
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
4
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
5
Strategic option pricing
Bieta, Volker
;
Broll, Udo
;
Siebe, Wilfried
- In:
Economics and business review
6/20
(
2020
)
3
,
pp. 118-129
Persistent link: https://www.econbiz.de/10012604501
Saved in:
6
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
7
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
8
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
9
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
10
A CAPM with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
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