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~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
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Search: subject_exact:"Equity risk premium"
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Option pricing theory
Portfolio-Management
Risikoprämie
250
Risk premium
250
Theorie
87
Theory
87
CAPM
85
Capital income
84
Kapitaleinkommen
84
Estimation
73
Schätzung
73
Volatility
57
Volatilität
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Yield curve
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Zinsstruktur
56
Credit risk
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Optionspreistheorie
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Liquidity
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Liquidität
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Unternehmensanleihe
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61
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Choy, Siu Kai
2
Lin, Chien-Hsiu
2
Mele, Antonio
2
Obayashi, Yoshiki
2
Philip, Dennis
2
Shalen, Catherine T.
2
Affinito, Massimiliano
1
Ahn, Seryoong
1
Alam, Pervaiz
1
Albareto, Giorgio
1
Amihud, Yakov
1
Andreou, Panayiotis C.
1
Baltussen, Guido
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1
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1
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1
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1
Byun, Suk Joon
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1
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1
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1
Chen, Sonnan
1
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1
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1
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Journal of banking & finance
Review of quantitative finance and accounting
Journal of financial economics
42
International review of economics & finance : IREF
24
Working paper / National Bureau of Economic Research, Inc.
24
Finance research letters
20
Journal of empirical finance
20
NBER working paper series
20
NBER Working Paper
18
International review of financial analysis
16
Research paper series / Swiss Finance Institute
16
The review of financial studies
15
Journal of economic dynamics & control
14
Journal of financial markets
14
The journal of asset management
14
Discussion papers / CEPR
13
International journal of theoretical and applied finance
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Working paper
13
Discussion paper / Centre for Economic Policy Research
12
Journal of international financial markets, institutions & money
12
Pacific-Basin finance journal
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of financial and quantitative analysis : JFQA
10
Journal of investment management : JOIM
10
The journal of portfolio management : a publication of Institutional Investor
10
Applied economics
9
Insurance / Mathematics & economics
9
Swiss Finance Institute Research Paper
9
The European journal of finance
9
The journal of futures markets
9
Working papers on finance
9
Annals of finance
8
Energy economics
8
Journal of international money and finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economic modelling
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
61
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1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
3
Purchases of sovereign debt securities by banks during the crisis : the role of balance sheet conditions
Affinito, Massimiliano
;
Albareto, Giorgio
;
Santioni, …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013461935
Saved in:
4
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013448802
Saved in:
5
Does it pay to invest? : the personal equity risk premium and stock market participation
Veld- Merkoulova, Yulia
;
Veld, Chris H.
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449403
Saved in:
6
Optimal carry trade portfolio choice under regime shifts
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 483-506
Persistent link: https://www.econbiz.de/10013459294
Saved in:
7
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
8
Risk-adjusted return managed carry trade
Dupuy, Philippe
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
Saved in:
9
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
10
Liquidity risk and expected option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012221014
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