//--> //--> //--> //-->
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
~person:"Ang, Andrew"
~person:"Jarrow, Robert A."
~subject:"Black-Scholes model"
~subject:"Portfolio selection"
~subject:"Welt"
~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: subject:"Theorie"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Portfolio selection
Welt
Theorie
129
Theory
129
Portfolio-Management
46
CAPM
40
Option pricing theory
27
Optionspreistheorie
27
USA
25
United States
25
Börsenkurs
22
Share price
22
Derivat
21
Derivative
21
Yield curve
21
Zinsstruktur
21
Credit risk
20
Kreditrisiko
20
Bubbles
19
Spekulationsblase
19
Arbitrage
16
Capital income
13
Kapitaleinkommen
13
Risiko
13
Risk
13
Risikoprämie
11
Risk premium
11
Black-Scholes-Modell
10
Estimation
9
Hedging
9
Martingal
9
Martingale
9
Schätzung
9
Volatility
9
Volatilität
9
Financial economics
7
Financial market
7
Finanzmarkt
7
Kapitalmarkttheorie
7
Risikomaß
7
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
Book / Working Paper
62
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Aufsatz im Buch
4
Book section
4
Language
All
English
59
Author
All
Ang, Andrew
Jarrow, Robert A.
Fabozzi, Frank J.
123
Satchell, Stephen
57
Wong, Wing Keung
47
Zagst, Rudi
38
Korn, Ralf
37
Maurer, Raimond
37
Escobar, Marcos
35
Hammoudeh, Shawkat
35
Zaremba, Adam
35
Račev, Svetlozar T.
33
Martellini, Lionel
32
Platen, Eckhard
32
Prigent, Jean-Luc
32
Auer, Benjamin R.
31
Guidolin, Massimo
31
Kraft, Holger
31
Markowitz, Harry
31
Kang, Sang Hoon
30
Li, Duan
30
Tiwari, Aviral Kumar
30
Gollier, Christian
28
Lo, Andrew W.
28
Levy, Haim
27
Voigt, Stefan
27
Zhou, Guofu
27
Faff, Robert W.
25
Hens, Thorsten
25
Mensi, Walid
25
Nguyen, Duc Khuong
25
Scherer, Bernd
25
Young, Virginia R.
25
Frankel, Jeffrey A.
24
Guerard, John Baynard
24
Vanduffel, Steven
24
Wong, Hoi Ying
24
Bouri, Elie
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Kim, Woo Chang
23
more ...
less ...
Published in...
All
The journal of portfolio management : a publication of Institutional Investor
4
Journal of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
Review of derivatives research
3
The journal of portfolio management : JPM
3
The review of financial studies
3
Annals of finance
2
Finance research letters
2
Financial analysts' journal : FAJ
2
Journal of banking & finance
2
Journal of investment management : JOIM
2
Journal of risk
2
Agricultural finance review
1
Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
1
Climate investing : new strategies and implementation challenges
1
Credit risk models and management
1
Finance and stochastics
1
Financial analysts journal : FAJ
1
Financial engineering
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial education
1
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of finance : journal of the European Finance Association
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of fixed income : JFI
1
The journal of investing : JOI
1
The journal of wealth management
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Twentieth-century contributions
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
2
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
3
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
Saved in:
4
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
5
Factor investing webinar
Ang, Andrew
;
Bender, Jennifer
;
DeSilva, Harindra
; …
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 264-275
Persistent link: https://www.econbiz.de/10014308135
Saved in:
6
Factors with style
Kimura, Keiko
;
Schwaiger, Katharina
;
Sharma, Deepika
; …
- In:
The journal of investing : JOI
30
(
2021
)
3
,
pp. 21-46
Persistent link: https://www.econbiz.de/10012503316
Saved in:
7
Active Paris-aligned equity investing
Schwaiger, Katharina
;
Snow, Jim
;
Wendt, Viktoria-Sophie
; …
- In:
Climate investing : new strategies and implementation …
,
(pp. 123-140)
.
2022
Persistent link: https://www.econbiz.de/10014249468
Saved in:
8
Factors and advisor portfolios
Lawler, Brian
;
Mossman, Brett
;
Nolan, Patrick
;
Ang, Andrew
- In:
The journal of wealth management
22
(
2020
)
4
,
pp. 37-61
Persistent link: https://www.econbiz.de/10012302826
Saved in:
9
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
10
What happens with more funds than stocks? Analysis of crowding in style factors and individual equities
Madhavan, Ananth Narayan
;
Sobczyk, Aleksander
;
Ang, Andrew
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 4-28
Persistent link: https://www.econbiz.de/10012815028
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->