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~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Allgemeines Gleichgewicht"
~subject:"CAPM"
~subject:"Option pricing theory"
~type_genre:"Working Paper"
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Allgemeines Gleichgewicht
CAPM
Option pricing theory
Theorie
53
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53
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6
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6
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5
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1971-1991
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Working Paper
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9
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English
9
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Solnik, Bruno
3
Chesney, Marc
2
Dumas, Bernard
2
Bouaziz, Laurent
1
Briys, Eric
1
Collin-Dufresne, Pierre
1
Crouhy, Michel
1
Elliott, Robert J.
1
Harvey, Campbell R.
1
Henrotte, Philippe
1
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1
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1
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1
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Chambre de commerce et d'industrie de Paris
Centre for Analytical Finance <Århus>
17
Center for Economic Research <Tilburg>
11
National Bureau of Economic Research
11
Forschungsinstitut zur Zukunft der Arbeit
10
Bonn Graduate School of Economics
9
Institut für Weltwirtschaft
9
Svenska Handelshögskolan <Helsinki>
9
Brown University / Department of Economics
8
Institute of Finance and Accounting <London>
8
Ekonomiska forskningsinstitutet <Stockholm>
7
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7
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7
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6
Federal Reserve Bank of Richmond
6
Rodney L. White Center for Financial Research
6
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6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Erasmus Research Institute of Management
5
Federal Reserve System / Board of Governors
5
Social Systems Research Institute
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Centre of Financial Studies
4
Centre of Policy Studies
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Division of Research and Statistics
4
Institutet för Internationell Ekonomi <Stockholm>
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
4
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3
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3
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3
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3
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3
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Les cahiers de recherche / HEC Paris
9
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ECONIS (ZBW)
9
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1
The world price of foreign exchange risk
Dumas, Bernard
;
Solnik, Bruno
-
1994
Persistent link: https://www.econbiz.de/10000897092
Saved in:
2
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
3
The pricing of forward-starting Asian options
Bouaziz, Laurent
;
Briys, Eric
;
Crouhy, Michel
-
1994
Persistent link: https://www.econbiz.de/10000909455
Saved in:
4
Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
Saved in:
5
Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000881671
Saved in:
6
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
7
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
8
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
9
Multiperiod equilibrium with endogenous price uncertainty ; 1
Henrotte, Philippe
-
1994
Persistent link: https://www.econbiz.de/10000888574
Saved in:
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