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~subject:"Unvollkommener Markt"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Arbitrage pricing model"
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Unvollkommener Markt
Arbitrage Pricing
498
Arbitrage pricing
498
Theorie
293
Theory
293
Arbitrage
154
CAPM
116
Portfolio selection
87
Portfolio-Management
87
Option pricing theory
55
Optionspreistheorie
55
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46
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46
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38
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38
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36
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Cornet, Bernard
3
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2
Hahn, Guangsug
2
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2
Arduca, Maria
1
Arvanitis, Stelios
1
Aurell, Erik
1
Babbs, Simon H.
1
Barbachan, José Santiago Fajardo
1
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1
Carr, Peter
1
Carvajal, Andrés
1
Charupat, Narat
1
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1
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1
Gleißner, Werner
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Post, Thierry
1
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1
Prisman, Eliezer Zeev
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Santos Santos, Manuel
1
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1
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1
Siorpaes, Pietro
1
Takahashi, Hajime
1
Tavin, Bertrand
1
Vaugirard, Victor E.
1
Wang, Janchung
1
Won, Dongchul
1
Ziemba, William T.
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Economic theory : official journal of the Society for the Advancement of Economic Theory
4
Journal of mathematical economics
4
Finance and stochastics
3
Journal of banking & finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Seoul journal of economics
2
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1
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Hitotsubashi journal of economics
1
International journal of theoretical and applied finance
1
Journal of economic theory
1
Journal of financial economics
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
28
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
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2
Generalized stochastic arbitrage opportunities
Arvanitis, Stelios
;
Post, Thierry
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
Saved in:
3
Vermögensillusion : Preis-Wert-Verhältnis (P/W), Blasen und das unterschätze Risiko von Kapitalanlagen im Niedrig-Zins-Umfeld
Gleißner, Werner
- In:
Corporate finance : Finanzierung, Kapitalmarkt, …
10
(
2019
)
7/8
,
pp. 223-233
Persistent link: https://www.econbiz.de/10012039563
Saved in:
4
Arbitrage pricing in non-Walrasian financial markets
Carvajal, Andrés
- In:
Economic theory : official journal of the Society for …
66
(
2018
)
4
,
pp. 951-978
Persistent link: https://www.econbiz.de/10012010925
Saved in:
5
Semi-efficient valuations and put-call parity
Herdegen, Martin
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1061-1106
Persistent link: https://www.econbiz.de/10011969072
Saved in:
6
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
7
Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
Saved in:
8
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
9
Incomplete markets with endogenous portfolio constraints and redundant assets
Hahn, Guangsug
- In:
Seoul journal of economics
27
(
2014
)
4
,
pp. 469-488
Persistent link: https://www.econbiz.de/10010472777
Saved in:
10
Survival, arbitrage, and equilibrium with financial derivatives in constrained asset markets
Hahn, Guangsug
;
Won, Dongchul
- In:
Seoul journal of economics
25
(
2012
)
4
,
pp. 441-461
Persistent link: https://www.econbiz.de/10010219956
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