//--> //--> //-->
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
~institution:"Institut für Schweizerisches Bankwesen <Zürich>"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Risikoprämie"
~subject:"Risk"
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
The fundamental theorem of ass...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risiko
Risikoprämie
Risk
Volatilität
23
Capital-Asset-Pricing-Modell
22
Optionspreistheorie
11
Portfolio Selection
11
Term structure model
11
Zinsstruktur
11
Bewertung
9
Risikomanagement
9
risk management
9
Arbitrage
8
Portfoliomanagement
8
portfolio management
8
Gleichgewicht
7
Erwartungstheorie
6
Incomplete markets
6
Realoption
6
Risikoaversion
6
Unvollkommener Markt
6
Kapitalmarkt
5
Derivat <Wertpapier>
4
GARCH-Prozess
4
Investition
4
Prognose
4
Unvollkommene Information
4
incomplete information
4
investition
4
Aktienoption
3
Ausfallrisiko
3
Copulas
3
Default Correlations
3
Diversification gains
3
Diversifikation
3
Kopula <Mathematik>
3
Korrelation
3
Kreditrisiko
3
Liquidität
3
Optionspreis
3
Swap
3
Unvollkommener Kapitalmarkt
3
Value at Risk
3
more ...
less ...
Type of publication
All
Book / Working Paper
2
Language
All
English
2
Author
All
Dahlquist, Magnus
1
Gagliardini, Patrick
1
Gourieroux, Christian
1
Hasseltoft, Henrik
1
Renault, E
1
Institution
All
Institut für Schweizerisches Bankwesen <Zürich>
National Bureau of Economic Research
200
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Ekonomiska forskningsinstitutet <Stockholm>
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Chambre de commerce et d'industrie de Paris
4
Federal Reserve Bank of New York
4
Federal Reserve Bank of St. Louis
4
Institute of Finance and Accounting <London>
3
Nationalekonomiska Institutionen <Lund>
3
Stanford Institute for Economic Policy Research
3
Université Paris-Dauphine (Paris IX)
3
Bonn Graduate School of Economics
2
Center for Entrepreneurial and Financial Studies <München>
2
Centre for Dynamic Macroeconomic Analysis, University of St. Andrews
2
Centre for Economic Policy Research
2
Department of Economics, University of Kansas
2
EconWPA
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European Central Bank
2
Rodney L. White Center for Financial Research
2
Svenska Handelshögskolan <Helsinki>
2
University of British Columbia / Finance Division
2
University of California Los Angeles / Department of Economics
2
University of Chicago / Center for Research in Security Prices
2
University of Hong Kong / School of Economics and Finance
2
University of York / Department of Economics and Related Studies
2
Universiṭat Bar-Ilan / Department of Economics
2
École des Hautes Études Commerciales <Lausanne>
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Alfred-Weber-Institut für Sozial- und Staatswissenschaften <Heidelberg>
1
Association for Investment Management and Research
1
Australian National University
1
Australian National University / Faculty of Economics and Commerce
1
Banca d'Italia
1
Bank für Internationalen Zahlungsausgleich <Basel>
1
Bank of England / Monetary Analysis Division
1
Banque cantonale vaudoise
1
Banque de France
1
Books on Demand GmbH <Norderstedt>
1
more ...
less ...
Published in...
All
Working Paper
2
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
1
Source
All
USB Cologne (business full texts)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
International Bond Risk Premia
Dahlquist, Magnus
;
Hasseltoft, Henrik
-
Institut für Schweizerisches Bankwesen <Zürich>
-
2011
international business cycles. Moti-vated by our results, we estimate a no-
arbitrage
ane term structure model foreach country in …
Persistent link: https://www.econbiz.de/10009305251
Saved in:
2
Efficient Derivative Pricing by Extended Method of Moments
Gagliardini, Patrick
;
Gourieroux, Christian
;
Renault, E
-
Institut für Schweizerisches Bankwesen <Zürich>
-
2005
estimating a conditional moment of interest and prove the asymptotic efficiency of XMM. To avoid misleading
arbitrage
…
Persistent link: https://www.econbiz.de/10005858515
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->