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~isPartOf:"International review of financial analysis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Arbitrage pricing"
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Arbitrage pricing
Arbitrage
52
Theorie
42
Theory
42
CAPM
17
Portfolio selection
14
Portfolio-Management
14
Arbitrage Pricing
13
Börsenkurs
12
Share price
12
Capital income
8
Kapitaleinkommen
8
Option pricing theory
8
Optionspreistheorie
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Limits to arbitrage
4
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Schätzung
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English
13
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Acciaio, Beatrice
1
Babbs, Simon H.
1
Bassiouny, Aliaa
1
Biagini, Sara
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Carassus, Laurence
1
Chen, Yu-Lun
1
Cialenco, Igor
1
Clyman, Dana Ross
1
Davis, Mark H. A.
1
Dionne, Georges
1
Evstigneev, Igor V.
1
Kardaras, Constantinos
1
Nutz, Marcel
1
Obłój, Jan
1
Pham, Huyên
1
Poutré, Cédric
1
Raval, Vimal
1
Rodriguez, Rodrigo
1
Ruf, Johannes
1
Schürger, Klaus
1
Selby, Michael J. P.
1
Siorpaes, Pietro
1
Svindland, Gregor
1
Taksar, Michael I.
1
Tooma, Eskandar A.
1
Touzi, Nizar
1
Xu, Ke
1
Yang, J. Jimmy
1
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International review of financial analysis
Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
13
Annals of finance
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
NBER Working Paper
11
Discussion paper / Centre for Economic Policy Research
10
Economics letters
10
Mathematics and financial economics
10
Economic theory : official journal of the Society for the Advancement of Economic Theory
9
Research paper series / Swiss Finance Institute
9
Gabler Edition Wissenschaft
7
Journal of economic theory
7
Swiss Finance Institute Research Paper
7
The journal of computational finance
7
Applied mathematical finance
6
Journal of economic dynamics & control
6
Applied financial economics
5
Asia-Pacific financial markets
5
CESifo working papers
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
International review of economics & finance : IREF
5
Journal of econometrics
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Warwick economic research papers
5
Discussion paper series / LSE Financial Markets Group
4
Europäische Hochschulschriften / 5
4
Finance research letters
4
Financial markets and asset pricing
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
4
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ECONIS (ZBW)
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date (oldest first)
1
International high-frequency
arbitrage
for cross-listed stocks
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467063
Saved in:
2
Market uncertainty, persistent
arbitrage
-free violation, and price discovery in RMB market
Xu, Ke
;
Chen, Yu-Lun
;
Yang, J. Jimmy
- In:
International review of financial analysis
90
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014470359
Saved in:
3
Intraday indirect
arbitrage
between European index ETFs
Bassiouny, Aliaa
;
Tooma, Eskandar A.
- In:
International review of financial analysis
75
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012804074
Saved in:
4
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
5
Do
arbitrage
-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
Saved in:
6
No-
arbitrage
pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
7
Arbitrage
bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
8
On the lower
arbitrage
bound of American contingent claims
Acciaio, Beatrice
;
Svindland, Gregor
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 147-155
Persistent link: https://www.econbiz.de/10010256177
Saved in:
9
Hedging under
arbitrage
Ruf, Johannes
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10009721746
Saved in:
10
On the fundamental theorem of asset pricing : random constraints and bang-bang no-
arbitrage
criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
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