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~isPartOf:"International journal of theoretical and applied finance"
~person:"Faff, Robert W."
~person:"Macrina, Andrea"
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Search: subject_exact:"CAPM-Kapitalmarktmodell"
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Faff, Robert W.
Macrina, Andrea
Elliott, Robert J.
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Frahm, Gabriel
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Hughston, Lane P.
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International journal of theoretical and applied finance
Working paper
7
Applied financial economics
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Pacific-Basin finance journal
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Australian journal of management
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Journal of business ethics : JOBE
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Journal of international financial markets, institutions & money
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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Journal of quantitative economics : official journal of the Indian Econometric Society
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McGraw-Hill series in advanced finance
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Heat kernel models for asset pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
2
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
3
Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
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