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~subject:"Kapitaleinkommen"
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Search: subject:"Price of risk"
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Kapitaleinkommen
market price of risk
46
Market price of risk
36
Risikoprämie
25
CAPM
24
Risk premium
24
Theorie
22
Theory
21
Yield curve
18
Zinsstruktur
18
Optionspreistheorie
17
Risiko
17
Risk
17
Option pricing theory
16
Derivat
12
Derivative
12
price of risk
9
Weather derivatives
8
risk premium
8
Capital income
7
Market Price of Risk
7
Portfolio selection
7
Portfolio-Management
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
weather derivatives
7
Commodity derivative
6
Estimation
6
Hedging
6
Price of risk
6
Rohstoffderivat
6
Schätzung
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Kalman filter
5
Price of Risk
5
Wetter
5
interest rate caps
5
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7
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7
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English
7
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Athavale, Manoj V.
1
Bernoth, Kerstin
1
Bianconi, Marcelo
1
Feldhütter, Peter
1
Goebel, Joseph M.
1
Guan, Guohui
1
Hagen, Jürgen von
1
Johnk, David W.
1
Liang, Zongxia
1
Soydemir, Gökçe A.
1
Urba´nski, Stanislaw
1
Vries, Casper G. de
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Yoshino, Joe Akira
1
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Energy economics
1
Folia oeconomica Stetinensia : FOS
1
Global business & economics review
1
Insurance / Mathematics & economics
1
Journal of money, credit and banking : JMCB
1
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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The quarterly journal of finance
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ECONIS (ZBW)
7
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1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
Comparison of a modified and classic Fama-French model for the Polish market
Urba´nski, Stanislaw
- In:
Folia oeconomica Stetinensia : FOS
17
(
2017
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10011780355
Saved in:
3
Can affine models match the moments in bond yields?
Feldhütter, Peter
- In:
The quarterly journal of finance
6
(
2016
)
2
,
pp. 1-56
Persistent link: https://www.econbiz.de/10011488706
Saved in:
4
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
5
Time-varying market
price
of
risk
and investor sentiment : evidence from a multivariate GARCH model
Johnk, David W.
;
Soydemir, Gökçe A.
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
Saved in:
6
Implied returns, costly reversibility and the value premium
Goebel, Joseph M.
;
Athavale, Manoj V.
- In:
Global business & economics review
16
(
2014
)
3
,
pp. 231-252
Persistent link: https://www.econbiz.de/10010495737
Saved in:
7
Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
Bianconi, Marcelo
;
Yoshino, Joe Akira
- In:
Energy economics
45
(
2014
),
pp. 19-32
Persistent link: https://www.econbiz.de/10010504798
Saved in:
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