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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Bignozzi, Valeria"
~person:"Cheng, T. C. E."
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Measurement"
~subject:"Scientific modelling"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
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Börsenkurs
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Theorie
6
Bubbles
5
Spekulationsblase
5
Portfolio selection
3
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3
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3
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2
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2
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Bignozzi, Valeria
Cheng, T. C. E.
Jarrow, Robert A.
Brigo, Damiano
8
Fabozzi, Frank J.
7
Jeanblanc, Monique
7
Korn, Ralf
7
Madan, Dilip B.
7
Platen, Eckhard
7
Rutkowski, Marek
7
Wilmott, Paul
7
Bouchaud, Jean-Philippe
6
Elliott, Robert J.
6
Konno, Hiroshi
6
Kwok, Yue-Kuen
6
Schoutens, Wim
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Friedman, Craig
5
Hui, Cho H.
5
Lo, C. F.
5
Wu, Lixin
5
Arai, Takuji
4
Bielecki, Tomasz R.
4
Grorud, Axel
4
Jaimungal, Sebastian
4
Macrina, Andrea
4
Pallavicini, Andrea
4
Račev, Svetlozar T.
4
Rebonato, Riccardo
4
Wagalath, Lakshithe
4
Aurell, Erik
3
Baviera, Roberto
3
Bayraktar, Erhan
3
Buescu, Cristin
3
Cartea, Álvaro
3
Chen, Yanhong
3
Dorfleitner, Gregor
3
Ebrahim, Muhammed Shahid
3
Forsyth, Peter A.
3
Frey, Rüdiger
3
Frittelli, Marco
3
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International journal of theoretical and applied finance
Journal of risk
International journal of production economics
52
European journal of operational research : EJOR
37
International journal of production research
22
Computers & operations research : and their applications to problems of world concern ; an international journal
13
Transportation research / E : an international journal
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
11
Journal of scheduling
7
Omega : the international journal of management science
7
Finance research letters
6
IEEE transactions on engineering management : EM
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Journal of financial and quantitative analysis : JFQA
5
Journal of the Operational Research Society
5
Journal of the Operational Research Society : OR
5
Finance and stochastics
4
International journal of shipping and transport logistics : IJSTL
4
Journal of banking & finance
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Insurance / Mathematics & economics
3
Operations research letters
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of fixed income
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
International transactions in operational research : a journal of the International Federation of Operational Research Societies
2
Production and operations management : an international journal of the Production and Operations Management Society
2
Production and operations management : the flagship research journal of the Production and Operations Management Society
2
Quantitative finance
2
The journal of portfolio management : a publication of Institutional Investor
2
4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Decision sciences
1
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ECONIS (ZBW)
7
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1
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
2
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:
3
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
4
Model uncertainty in risk capital measurement
Bignozzi, Valeria
;
Tsanakas, Andreas
- In:
Journal of risk
18
(
2015/2016
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011439043
Saved in:
5
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
6
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
7
Forward and futures prices with bubbles
Jarrow, Robert A.
;
Protter, Philipp
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 901-924
Persistent link: https://www.econbiz.de/10003928307
Saved in:
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