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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
~subject:"Risikoprämie"
~subject:"Stochastic process"
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Finanzmarkt
Kapitalmarkttheorie
Risikoprämie
Stochastic process
CAPM
80
Theorie
47
Theory
47
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Stochastischer Prozess
19
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16
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16
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14
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13
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9
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7
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Hughston, Lane P.
3
Bianchi, Michele Leonardo
2
Fabozzi, Frank J.
2
Frahm, Gabriel
2
Macrina, Andrea
2
Rebonato, Riccardo
2
Tassinari, Gian Luca
2
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1
Alstrom, Preben
1
Belak, Christoph
1
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1
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1
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1
Brody, Dorje C.
1
Buchmann, Boris
1
Ceci, Claudia
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Christensen, Morten Mosegaard
1
Christensen, Sören
1
Dandapani, Aditi
1
Daniluk, Andrzej
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
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1
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1
Jarrow, Robert A.
1
Jeanblanc, Monique
1
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1
Kim, Sung Ik
1
Kim, Young Shin
1
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1
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1
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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
220
Working paper / National Bureau of Economic Research, Inc.
215
NBER Working Paper
159
Journal of financial economics
140
Journal of banking & finance
96
The review of financial studies
82
Finance research letters
78
Discussion paper / Centre for Economic Policy Research
77
Journal of economic dynamics & control
69
Research paper series / Swiss Finance Institute
64
The journal of finance : the journal of the American Finance Association
63
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61
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55
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52
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46
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44
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43
International review of economics & finance : IREF
40
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40
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38
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37
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37
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36
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35
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33
The European journal of finance
33
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31
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31
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30
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30
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30
The North American journal of economics and finance : a journal of financial economics studies
30
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29
Journal of financial and quantitative analysis : JFQA
28
Pacific-Basin finance journal
27
Finance and economics discussion series
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
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ECONIS (ZBW)
41
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1
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:
2
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:
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
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:
7
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:
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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