//--> //--> //-->
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:"Jacobs, Kris"
~person:"Mele, Antonio"
~person:"Yi, Sang-bin"
~subject:"Black-Scholes model"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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:"Capital Asset Pricing Model"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
CAPM
17
Capital income
6
Kapitaleinkommen
6
Estimation
5
Schätzung
5
Option pricing theory
4
Optionspreistheorie
4
Risiko
4
Risikoprämie
4
Risk
4
Risk premium
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Anlageverhalten
3
Black-Scholes-Modell
3
Financial economics
3
Kapitalmarkttheorie
3
Stochastic process
3
Stochastischer Prozess
3
1988-1993
2
Aktienmarkt
2
Börsenkurs
2
Correlation
2
Devisenmarkt
2
Fluktuation
2
Foreign exchange market
2
Korrelation
2
Kursschwankung
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
Time series analysis
2
Zeitreihenanalyse
2
arbitrage pricing
2
correlation premium
2
cross-section of returns
2
implied correlation
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
Bibliografie
Non-commercial literature
Graue Literatur
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Glossar enthalten
1
Glossary included
1
Handbook
1
Handbuch
1
more ...
less ...
Language
All
English
3
Author
All
Jacobs, Kris
Mele, Antonio
Yi, Sang-bin
Sala, Carlo
2
Barone-Adesi, Giovanni
1
Bruche, Max
1
Chesney, Marc
1
Dert, Cees
1
Engle, Robert F.
1
Figlewski, Stephen
1
Gibson, Rajna
1
Gruber, Alfred
1
Herdegen, Martin
1
Herrmann, Sebastian
1
Heston, Steven L.
1
Ho, Thomas S. Y.
1
Huang, Zhijiang
1
Kim, Hyung Joo
1
Kristensen, Dennis
1
Kusuda, Koji
1
Lee, Sang Bin
1
Lucas, André
1
Lüders, Erik
1
Moore, Lyndon C.
1
Ono, Sadayuki
1
Peeters, Bas
1
Rosenberg, Joshua V.
1
Yu, Jialin
1
more ...
less ...
Published in...
All
CREATES research paper
1
Finance and economics discussion series
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing kernel in options
Heston, Steven L.
;
Jacobs, Kris
;
Kim, Hyung Joo
-
2023
Persistent link: https://www.econbiz.de/10014385050
Saved in:
2
Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis
;
Mele, Antonio
-
2009
Persistent link: https://www.econbiz.de/10003849531
Saved in:
3
The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y.
;
Lee, Sang Bin
-
2004
Persistent link: https://www.econbiz.de/10001792333
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->