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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
~subject:"Kreditrisiko"
~subject:"Risikoprämie"
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Finanzmarkt
Kapitalmarkttheorie
Kreditrisiko
Risikoprämie
CAPM
80
Theorie
47
Theory
47
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Stochastic process
19
Stochastischer Prozess
19
Volatility
16
Volatilität
16
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14
Börsenkurs
13
Derivat
13
Derivative
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Share price
13
Financial economics
11
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11
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9
Arbitrage pricing
9
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9
Martingal
9
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9
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7
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7
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7
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Frahm, Gabriel
2
Rebonato, Riccardo
2
Afful, Kofi B.
1
Alstrom, Preben
1
Belak, Christoph
1
Belenkiy, Ari
1
Bouchaud, Jean-Philippe
1
Brody, Dorje C.
1
Buchmann, Boris
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Christensen, Sören
1
Dandapani, Aditi
1
Devin, Siobhán
1
Fabozzi, Frank J.
1
Hanzon, Bernard
1
Herdegen, Martin
1
Hughston, Lane P.
1
Jarrow, Robert A.
1
Jonen, Alexander
1
Karpathopoulos, Nikolaos
1
Kim, Sung Ik
1
Kim, Young Shin
1
Korn, Ralf
1
Kovilyanskaya, Helen
1
Lauritsen, Kent
1
Leung, Tim
1
Liu, Peng
1
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1
Madan, Dilip B.
1
Meier, David M.
1
Meinerding, Christoph
1
Menkens, Olaf
1
Moreni, Nicola
1
Nikitopoulos, Christina Sklibosios
1
Okhrati, Ramin
1
Omran, Mohammed
1
Oyefeso, Oluwatobi
1
Pallavicini, Andrea
1
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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
NBER working paper series
216
Working paper / National Bureau of Economic Research, Inc.
213
NBER Working Paper
157
Journal of financial economics
136
Journal of banking & finance
95
The review of financial studies
78
Discussion paper / Centre for Economic Policy Research
77
Finance research letters
72
SpringerLink / Bücher
61
The journal of finance : the journal of the American Finance Association
60
Research paper series / Swiss Finance Institute
59
Journal of economic dynamics & control
55
International review of financial analysis
53
Journal of empirical finance
52
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43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
International review of economics & finance : IREF
40
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40
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39
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37
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36
Journal of international money and finance
35
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34
Economics letters
34
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30
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Review of finance : journal of the European Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial and quantitative analysis : JFQA
27
Pacific-Basin finance journal
26
The European journal of finance
26
Finance and economics discussion series
23
Annals of finance
22
Economic theory : official journal of the Society for the Advancement of Economic Theory
22
Staff reports / Federal Reserve Bank of New York
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
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ECONIS (ZBW)
30
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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
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:
4
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:
5
The fundamental theorems of
asset
pricing
and the closed-end fund puzzle
Frahm, Gabriel
;
Jonen, Alexander
;
Schüssler, Rainer
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012153033
Saved in:
6
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
7
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
8
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:
9
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
Saved in:
10
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
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