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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Bubbles"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
~subject:"Kreditrisiko"
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Bubbles
Finanzmarkt
Kapitalmarkttheorie
Kreditrisiko
CAPM
80
Theorie
47
Theory
47
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Stochastic process
19
Stochastischer Prozess
19
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16
Volatilität
16
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14
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Jarrow, Robert A.
2
Alstrom, Preben
1
Belak, Christoph
1
Belenkiy, Ari
1
Bouchaud, Jean-Philippe
1
Buchmann, Boris
1
Cassese, Gianluca
1
Chege Maina, Samuel
1
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1
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1
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1
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1
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1
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1
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1
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1
Kim, Sung Ik
1
Kim, Young Shin
1
Korn, Ralf
1
Kovilyanskaya, Helen
1
Lauritsen, Kent
1
Leung, Tim
1
Liu, Peng
1
Madan, Dilip B.
1
Meinerding, Christoph
1
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1
Nikitopoulos, Christina Sklibosios
1
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1
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1
Račev, Svetlozar T.
1
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1
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1
Schweizer, Martin
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Sekine, Jun
1
Sornette, Didier
1
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Weber, Stefan
1
Yousiph, Khan
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
157
NBER working paper series
141
NBER Working Paper
106
Discussion paper / Centre for Economic Policy Research
63
SpringerLink / Bücher
61
Journal of financial economics
47
The review of financial studies
45
Research paper series / Swiss Finance Institute
37
Journal of banking & finance
36
Journal of economic theory
34
Staff working paper / Bank of Canada
34
The journal of finance : the journal of the American Finance Association
32
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30
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29
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26
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25
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24
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23
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19
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19
Annual review of financial economics
18
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18
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Journal of economic behavior & organization : JEBO
18
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Review of finance : journal of the European Finance Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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17
The European journal of finance
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15
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
21
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1
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
2
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:
3
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
4
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:
5
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:
6
Asset allocation and
asset
pricing
in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
Saved in:
7
Strict local martingales via filtration enlargement
Dandapani, Aditi
;
Protter, Philip
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
Saved in:
8
Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael
;
Sornette, Didier
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-56
Persistent link: https://www.econbiz.de/10012496907
Saved in:
9
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
10
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
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