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~isPartOf:"The European journal of finance"
~subject:"CAPM"
~subject:"Statistische Verteilung"
~subject:"fundamental theorems of asset pricing"
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Statistische Verteilung
fundamental theorems of asset pricing
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Barone-Adesi, Giovanni
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The European journal of finance
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Testing market efficiency with the pricing kernel
Barone-Adesi, Giovanni
;
Sala, Carlo
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1166-1193
Persistent link: https://www.econbiz.de/10012207068
Saved in:
2
Estimating the joint tail risk under the filtered historical simulation : an application to the CCP's default and waterfall fund
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 413-425
Persistent link: https://www.econbiz.de/10012244329
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