//--> //--> //--> //-->
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 mathematical economics"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Theorie"
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: subject_exact:"Arbitrage pricing model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Theorie
Arbitrage Pricing
27
Arbitrage pricing
27
Theory
21
Arbitrage
7
Allgemeines Gleichgewicht
5
General equilibrium
5
Incomplete market
4
Transaction costs
4
Transaktionskosten
4
Unvollkommener Markt
4
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Black-Scholes model
2
Black-Scholes-Modell
2
Equilibrium theory
2
Financial market
2
Finanzmarkt
2
Gleichgewichtstheorie
2
Martingal
2
Martingale
2
Arbitrage of the first kind
1
Arbitrage-free parametrization
1
Asset market equilibrium
1
Asymmetric information
1
Asymmetrische Information
1
Bayes-Statistik
1
Bayesian analysis
1
Bayesian inference
1
Begrenzte Rationalität
1
Bounded rationality
1
Calibration
1
Capital income tax
1
Curvature
1
Disequilibrium economics
1
Dividend
1
Dividende
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Le Van, Cuong
4
Page, Frank H.
3
Herings, Peter Jean-Jacques
2
Jouini, Elyès
2
Napp, Clotilde
2
Wooders, Myrna Holtz
2
Allouch, Nizar
1
Araújo, Aloisio Pessoa de
1
Astic, Fabian
1
Ba Minh, Nguyen
1
Barbachan, José Santiago Fajardo
1
Başak, Suleyman
1
Boisdeffre, Lionel de
1
Clark, Stephen A.
1
Clayton, Aubrey
1
Cornet, Bernard
1
Croitoru, Benjamin
1
Dana, Rose-Anne
1
Farinelli, Simone
1
Fontana, Claudio
1
Ha-Huy, Thai
1
Ha-huy, Thai
1
Hens, Thorsten
1
Kabanov, Jurij M.
1
Kallal, Hédi D.
1
Koutsougeras, Leonidas C.
1
Lütkebohmert-Holtz, Eva
1
Monteiro, Paulo Klinger
1
Najjar, Nabil I. al-
1
Nguyen, Manh-hung
1
Polemarchakis, Heraklis M.
1
Predtetchinskii, Arkadi
1
Páscoa, Mário Rui
1
Runggaldier, Wolfgang J.
1
Sester, Julian
1
Stricker, Ch.
1
Takada, Hideyuki
1
Taleb, Nassim Nicholas
1
Touzi, Nizar
1
Tran-Viet, Cuong
1
more ...
less ...
Published in...
All
Journal of mathematical economics
Quantitative finance
Finance and stochastics
28
International journal of theoretical and applied finance
20
Journal of financial economics
11
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Annals of finance
9
Journal of banking & finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER Working Paper
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Mathematics and financial economics
8
Journal of economic theory
7
Research paper series / Swiss Finance Institute
7
Gabler Edition Wissenschaft
6
Swiss Finance Institute Research Paper
6
CESifo working papers
5
Economics letters
5
Journal of economic dynamics & control
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
Asia-Pacific financial markets
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper series / LSE Financial Markets Group
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Springer finance
4
Warwick economic research papers
4
Bonn Econ Discussion Papers / BGSE
3
CORE discussion paper : DP
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Discussion paper / Institute for Economic Research, Queen's University
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
Europäische Hochschulschriften / 5
3
Finance research letters
3
Financial markets and asset pricing
3
Finanzmarkt und Portfolio-Management
3
Gabler-Edition Wissenschaft
3
International review of economics & finance : IREF
3
Journal of economic behavior & organization : JEBO
3
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Black-Scholes equation in the presence of arbitrage
Farinelli, Simone
;
Takada, Hideyuki
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2155-2170
Persistent link: https://www.econbiz.de/10013490935
Saved in:
2
Arbitrage concepts under trading restrictions in discrete-time financial markets
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
Journal of mathematical economics
92
(
2021
),
pp. 66-80
Persistent link: https://www.econbiz.de/10012654141
Saved in:
3
Robust statistical arbitrage strategies
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
Saved in:
4
Election predictions are arbitrage-free : response to Taleb : letter to the editors
Clayton, Aubrey
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1771-1774
Persistent link: https://www.econbiz.de/10012194825
Saved in:
5
Arbitrage and equilibrium in economies with short-selling and ambiguity
Ha-Huy, Thai
;
Le Van, Cuong
;
Tran-Viet, Cuong
- In:
Journal of mathematical economics
76
(
2018
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012105400
Saved in:
6
No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions : equivalent conditions
Nguyen, Manh-hung
;
Ha-huy, Thai
- In:
Journal of mathematical economics
46
(
2010
)
1
,
pp. 128-131
Persistent link: https://www.econbiz.de/10003948410
Saved in:
7
No arbitrage conditions and liquidity
Astic, Fabian
;
Touzi, Nizar
- In:
Journal of mathematical economics
43
(
2007
)
6
,
pp. 692-708
Persistent link: https://www.econbiz.de/10003490462
Saved in:
8
No-arbitrage condition and existence of equilibrium with dividends
Le Van, Cuong
;
Ba Minh, Nguyen
- In:
Journal of mathematical economics
43
(
2007
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10003463109
Saved in:
9
Limits to arbitrage when market participation is restricted
Hens, Thorsten
;
Herings, Peter Jean-Jacques
; …
- In:
Journal of mathematical economics
42
(
2006
)
4/5
,
pp. 556-564
Persistent link: https://www.econbiz.de/10003376540
Saved in:
10
Endogenous collateral
Araújo, Aloisio Pessoa de
;
Barbachan, José Santiago …
- In:
Journal of mathematical economics
41
(
2005
)
4/5
,
pp. 439-462
Persistent link: https://www.econbiz.de/10002922620
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->