//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematics and financial economics"
~subject:"Kreditrisiko"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Collin-Dufresne, Pierre"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Theorie
3
Theory
3
Volatility
3
Volatilität
3
CAPM
2
Portfolio selection
2
Portfolio-Management
2
Transaction costs
2
Transaktionskosten
2
1987
1
ARCH model
1
ARCH-Modell
1
Aktie
1
Algorithmic trading
1
Anleihe
1
Bond
1
Capital income
1
Certainty equivalent
1
Credit risk
1
Decision under uncertainty
1
Dynamic models
1
Electronic trading
1
Elektronisches Handelssystem
1
Entscheidung unter Unsicherheit
1
Erwartungsnutzen
1
Event risk
1
Expected utility
1
Financial crisis
1
Finanzkrise
1
Incomplete market
1
Incomplete markets
1
Institutional trading costs
1
Kapitaleinkommen
1
Liquidity
1
Market making
1
Mean-variance
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio choice
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Collin-Dufresne, Pierre
1
Hugonnier, Julien
1
Published in...
All
Journal of financial economics
Mathematics and financial economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays on the market structure and pricing of credit derivatives
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre
;
Hugonnier, Julien
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->