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~isPartOf:"Journal of financial economics"
~person:"Carr, Peter"
~person:"Chiarella, Carl"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Zhang, Lu"
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Search: subject:"PRICING"
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CAPM
4
Option pricing theory
4
Optionspreistheorie
4
Theorie
4
Theory
4
Option trading
2
Optionsgeschäft
2
Risikoprämie
2
Risk premium
2
Stochastic process
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Equity premium puzzle
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Equity-Premium-Puzzle
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Carr, Peter
Chiarella, Carl
Jeon, Doh-Shin
Madan, Dilip B.
Zhang, Lu
Bakshi, Gurdip S.
8
Christoffersen, Peter F.
6
Fama, Eugene F.
6
Jacobs, Kris
6
Pedersen, Lasse Heje
6
Bali, Turan G.
5
Ball, Ray
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Harvey, Campbell R.
5
Linnainmaa, Juhani
5
Longstaff, Francis A.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Boons, Martijn
4
Ferson, Wayne E.
4
Kelly, Bryan T.
4
Moskowitz, Tobias J.
4
Ornthanalai, Chayawat
4
Santa-Clara, Pedro
4
Wang, Junbo
4
Zhang, Chu
4
Acharya, Viral V.
3
Avramov, Doron
3
Bai, Jennie
3
Barroso, Pedro
3
Binsbergen, Jules H. van
3
Bollerslev, Tim
3
Chabi-Yo, Fousseni
3
Gerakos, Joseph
3
Ghysels, Eric
3
Hong, Harrison G.
3
Hou, Kewei
3
Johnson, Shane A.
3
Kothari, S. P.
3
Kung, Howard
3
Langlois, Hugues
3
Nagel, Stefan
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Journal of financial economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
Working paper / National Bureau of Economic Research, Inc.
18
Robert H. Smith School Research Paper
14
Fisher College of Business working paper series
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
NBER working paper series
13
NBER Working Paper
12
Annals of finance
10
Applied mathematical finance
9
The journal of computational finance
9
The review of financial studies
9
Finance and stochastics
8
International journal of theoretical and applied finance
8
Finance research letters
7
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Discussion paper / Centre for Economic Policy Research
6
IDEI working papers
6
Research Paper Series / Finance Discipline Group, Business School
6
Finance
5
Fisher College of Business Working Paper
5
The Rand journal of economics
5
The journal of finance : the journal of the American Finance Association
5
Asia-Pacific financial markets
4
Journal of risk
4
NET Institute Working Paper
4
Queen's Economics Department working paper
4
Review of derivatives research
4
The journal of derivatives : JOD
4
Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
4
Working papers / TSE : WP
4
American economic journal
3
CESifo working papers
3
Charles A. Dice Center Working Paper
3
Computational economics
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
European finance review : the official journal of the European Finance Association
3
Finance and Stochastics
3
Journal of economic behavior & organization : JEBO
3
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
9
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date (oldest first)
1
Searching for the equity premium
Bai, Hang
;
Zhang, Lu
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 897-926
Persistent link: https://www.econbiz.de/10013401736
Saved in:
2
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
3
Pricing
and hedging in incomplete markets
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
Saved in:
4
Does q-theory with investment frictions explain anomalies in the cross section of returns?
Li, Dongmei
;
Zhang, Lu
- In:
Journal of financial economics
98
(
2010
)
2
,
pp. 297-314
Persistent link: https://www.econbiz.de/10008826328
Saved in:
5
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
6
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
7
Returns of claims on the upside and the viability of U-shaped
pricing
kernels
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
Saved in:
8
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
9
Time-changed Lévy processes and option
pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
Saved in:
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