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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Benth, Fred Espen"
~person:"Pástor, Ľuboš"
~subject:"Euro area"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Benth, Fred Espen
Pástor, Ľuboš
Titman, Sheridan
14
Narayan, Paresh Kumar
12
Wei, K. C. John
10
Lin, Chaonan
9
Ko, Kuan-Cheng
8
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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Finance and stochastics
Journal of international money and finance
Pacific-Basin finance journal
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
7
Journal of financial economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied mathematical finance
2
Energy economics
2
Journal of political economy
2
Risks : open access journal
2
Annual review of financial economics
1
Critical finance review
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Mathematics and financial economics
1
Quantitative finance
1
The American economic review
1
The energy journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
1
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ECONIS (ZBW)
11
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11
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1
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
2
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
3
Are stocks really less volatile in the long run?
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 431-478
Persistent link: https://www.econbiz.de/10009534006
Saved in:
4
Predictive systems : living with imperfect predictors
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
4
,
pp. 1583-1628
Persistent link: https://www.econbiz.de/10003874422
Saved in:
5
Estimating the intertemporal risk-return tradeoff using the implied cost of capital
Pástor, Ľuboš
;
Sinhā, Mīnākshī
;
Swaminathan, …
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2859-2897
Persistent link: https://www.econbiz.de/10003823138
Saved in:
6
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps
Benth, Fred Espen
;
Meyer-Brandis, Thilo
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 563-575
Persistent link: https://www.econbiz.de/10003133280
Saved in:
7
Rational IPO waves
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
60
(
2005
)
4
,
pp. 1713-1757
Persistent link: https://www.econbiz.de/10003080234
Saved in:
8
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10001614597
Saved in:
9
Optimal portfolio selection with consumtion and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach
Benth, Fred Espen
;
Karlsen, Kenneth Hvistendahl
; …
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 275-303
Persistent link: https://www.econbiz.de/10001599263
Saved in:
10
Portfolio selection and asset pricing models
Pástor, Ľuboš
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 179-223
Persistent link: https://www.econbiz.de/10001496990
Saved in:
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