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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Aizenman, Joshua"
~person:"Eichengreen, Barry"
~person:"Jarrow, Robert A."
~person:"Račev, Svetlozar T."
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"Welt"
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Börsenkurs
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Aizenman, Joshua
Eichengreen, Barry
Jarrow, Robert A.
Račev, Svetlozar T.
Brigo, Damiano
8
Jeanblanc, Monique
8
Fabozzi, Frank J.
7
Korn, Ralf
7
Madan, Dilip B.
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Platen, Eckhard
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Konno, Hiroshi
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5
Benth, Fred Espen
5
Kwok, Yue-Kuen
5
Wu, Lixin
5
Arai, Takuji
4
Bielecki, Tomasz R.
4
Friedman, Craig
4
Grorud, Axel
4
Hui, Cho H.
4
Jaimungal, Sebastian
4
Lo, C. F.
4
Macrina, Andrea
4
Pallavicini, Andrea
4
Wagalath, Lakshithe
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Aurell, Erik
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Buescu, Cristin
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International journal of theoretical and applied finance
NBER working paper series
223
Working paper / National Bureau of Economic Research, Inc.
208
NBER Working Paper
200
Discussion paper / Centre for Economic Policy Research
49
Journal of international money and finance
45
Working Paper
43
Working papers / UC Santa Cruz Economics Department
37
Working paper / University of California, Department of Economics, Center for International and Development Economics Research
28
Working papers / Santa Cruz Institute for International Economics
27
IMF working paper
22
Johnson School Research Paper Series
16
Open economies review
16
IMF working papers
14
Working paper / University of California at Berkeley, Department of Economics
14
Journal of development economics
13
Journal of international economics
13
Discussion papers / CEPR
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Policy research working paper : WPS
12
Journal of economic literature
11
Review of derivatives research
11
The economic journal : the journal of the Royal Economic Society
11
Discussion paper series / Harvard Institute of Economic Research
10
National Bureau of Economic Research Conference Report
10
Review of international economics
10
Working paper series in economics
10
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
8
CESifo Forum
8
IMF Working Paper
8
Journal of policy modeling : JPMOD ; a social science forum of world issues
8
International economic journal
7
Journal of banking & finance
7
Working papers / ADB Institute
7
Working papers series / Federal Reserve Bank of San Francisco
7
ADB economics working paper series
6
ECB Working Paper
6
Finance research letters
6
Intereconomics : review of European economic policy
6
International journal of finance & economics : IJFE
6
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1
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:
2
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:
3
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
4
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
5
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:
6
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
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:
8
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
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