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~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
~subject:"Stochastic process"
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CAPM
Finanzmarkt
Kapitalmarkttheorie
Stochastic process
Theorie
47
Theory
47
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Stochastischer Prozess
19
Volatility
16
Volatilität
16
Risikoprämie
14
Risk premium
14
Börsenkurs
13
Derivat
13
Derivative
13
Share price
13
Financial economics
11
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11
Zinsstruktur
11
Arbitrage Pricing
9
Arbitrage pricing
9
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9
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9
Martingal
9
Martingale
9
Bubbles
7
Incomplete market
7
Risiko
7
Risk
7
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Unvollkommener Markt
7
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6
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6
Kreditrisiko
6
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5
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5
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5
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89
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1
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90
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2
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2
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English
90
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Elliott, Robert J.
3
Frahm, Gabriel
3
Hughston, Lane P.
3
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Errunza, Vihang R.
2
Fabozzi, Frank J.
2
Galagedera, Don U. A.
2
Hogan, Kedreth C.
2
Jarrow, Robert A.
2
Jeanblanc, Monique
2
Macrina, Andrea
2
Rebonato, Riccardo
2
Runggaldier, Wolfgang J.
2
Siu, Tak Kuen
2
Tassinari, Gian Luca
2
Afful, Kofi B.
1
Allaj, Erindi
1
Alstrom, Preben
1
Arai, Takuji
1
Badescu, Alexandru
1
Barkoulas, John T.
1
Basnarkov, Lasko
1
Baviera, R.
1
Belak, Christoph
1
Belenkiy, Ari
1
Bielecki, Tomasz R.
1
Bouchaud, Jean-Philippe
1
Bouzianis, George
1
Brody, Dorje C.
1
Buchmann, Boris
1
Cassese, Gianluca
1
Castel-Branco, Tiago
1
Ceci, Claudia
1
Chan, Ngai Hang
1
Chang, Iksoo
1
Chege Maina, Samuel
1
Chen, An
1
Chiara, Nicola
1
Chiarella, Carl
1
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Published in...
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International journal of theoretical and applied finance
NBER working paper series
489
Working paper / National Bureau of Economic Research, Inc.
453
NBER Working Paper
347
Journal of financial economics
330
Journal of banking & finance
284
The journal of finance : the journal of the American Finance Association
271
The review of financial studies
260
Finance research letters
191
Journal of economic dynamics & control
187
Journal of empirical finance
168
International review of financial analysis
143
Discussion paper / Centre for Economic Policy Research
139
Journal of financial and quantitative analysis : JFQA
135
Management science : journal of the Institute for Operations Research and the Management Sciences
123
Research paper series / Swiss Finance Institute
117
Economics letters
113
Pacific-Basin finance journal
107
International review of economics & finance : IREF
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
98
Applied economics
96
Working paper
91
Journal of economic theory
90
The European journal of finance
90
Economic modelling
89
Journal of international money and finance
88
Finance and stochastics
87
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
86
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of econometrics
82
Journal of monetary economics
82
Applied financial economics
80
The journal of futures markets
80
SpringerLink / Bücher
79
Discussion papers / CEPR
76
Journal of mathematical economics
73
Swiss Finance Institute Research Paper
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
The journal of portfolio management : a publication of Institutional Investor
63
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ECONIS (ZBW)
90
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1
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
Saved in:
2
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:
3
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:
4
Determination of the Lévy exponent in
asset
pricing
models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
5
Option pricing with heavy-tailed distributions of logarithmic returns
Basnarkov, Lasko
;
Stojkoski, Viktor
;
Utkovski, Zoran
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012153313
Saved in:
6
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
7
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
8
Upside beta ratio : a performance measure for potential-seeking investors
Mondal, Dipankar
;
Selvaraju, N.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270941
Saved in:
9
Markowitz portfolio and the blur of history
Ng, Chi Tim
;
Shi, Yue
;
Chan, Ngai Hang
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012496534
Saved in:
10
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
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