//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"asset pricing"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Kapitalmarkttheorie
Stochastic process
CAPM
131
Theorie
70
Theory
70
Option pricing theory
45
Optionspreistheorie
45
Portfolio selection
44
Portfolio-Management
44
Stochastischer Prozess
34
Capital income
24
Kapitaleinkommen
24
Volatility
24
Volatilität
24
Börsenkurs
23
Share price
23
Risikoprämie
19
Risk premium
19
Yield curve
17
Zinsstruktur
17
Derivat
16
Derivative
16
Risiko
16
Risk
16
Asset pricing
15
Financial economics
14
Estimation
13
Schätzung
13
Credit risk
11
Kreditrisiko
11
Martingal
11
Martingale
11
Arbitrage Pricing
10
Arbitrage pricing
10
Forecasting model
10
Prognoseverfahren
10
Hedging
9
Beta risk
8
Betafaktor
8
Bubbles
8
more ...
less ...
Online availability
All
Undetermined
28
Free
1
Type of publication
All
Article
47
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
48
Author
All
Bianchi, Michele Leonardo
3
Tassinari, Gian Luca
3
Escobar, Marcos
2
Fabozzi, Frank J.
2
González-Urteaga, Ana
2
Hughston, Lane P.
2
Macrina, Andrea
2
Rubio, Gonzalo
2
Zagst, Rudi
2
Alstrom, Preben
1
Belak, Christoph
1
Belenkiy, Ari
1
Bouchaud, Jean-Philippe
1
Bouzianis, George
1
Buchmann, Boris
1
Capriotti, Luca
1
Ceci, Claudia
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chow, K. Victor
1
Christensen, Morten Mosegaard
1
Christensen, Sören
1
Dandapani, Aditi
1
Daniluk, Andrzej
1
Dentcheva, Darinka
1
Devin, Siobhán
1
Dong, Juan
1
Dupret, Jean-Loup
1
Elliott, Robert J.
1
Filipović, Damir
1
Fouque, Jean-Pierre
1
Gapeev, Pavel V.
1
Guidolin, Massimo
1
Götz, Barbara
1
Hainaut, Donatien
1
Hamada, Ahmed S.
1
Hansen, Erwin
1
Hanzon, Bernard
1
Herdegen, Martin
1
Housworth, Elizabeth Ann
1
more ...
less ...
Institution
All
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Published in...
All
International journal of theoretical and applied finance
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
158
NBER working paper series
146
NBER Working Paper
109
Discussion paper / Centre for Economic Policy Research
62
SpringerLink / Bücher
60
The review of financial studies
47
Journal of financial economics
43
Journal of economic dynamics & control
42
Research paper series / Swiss Finance Institute
39
Journal of economic theory
37
The journal of finance : the journal of the American Finance Association
37
Staff working paper / Bank of Canada
35
Journal of banking & finance
34
Finance and stochastics
31
Journal of mathematical economics
29
Management science : journal of the Institute for Operations Research and the Management Sciences
27
International review of financial analysis
25
Swiss Finance Institute Research Paper
24
Discussion papers / CEPR
23
The European journal of finance
23
Annals of finance
22
Finance research letters
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Review of finance : journal of the European Finance Association
19
Annual review of financial economics
18
Dissertation Series CentER
18
Economic modelling
18
Journal of empirical finance
18
Working paper
18
Springer eBook Collection
17
Applied economics
16
Journal of monetary economics
16
SAFE working paper
16
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
European journal of operational research : EJOR
15
Gabler Edition Wissenschaft
15
Journal of economic behavior & organization : JEBO
14
Journal of financial and quantitative analysis : JFQA
14
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
2
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
3
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
4
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
5
Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
Saved in:
6
An alternative nonparametric tail risk measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
Saved in:
7
Loss aversion in an agent-based
asset
pricing
model
Pruna, Radu T.
;
Polukarov, Maria
;
Jennings, Nick
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10012194866
Saved in:
8
Structural
asset
pricing
theory with wavelets
Housworth, Elizabeth Ann
;
Walker, Todd B.
;
Xu, Chen
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1659-1672
Persistent link: https://www.econbiz.de/10012194814
Saved in:
9
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
10
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->