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Das Surrogatproblem bei CAPM-T...
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8
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Annals of finance
NBER working paper series
390
Working paper / National Bureau of Economic Research, Inc.
328
Journal of financial economics
324
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
252
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80
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68
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Demand shocks and market manipulation
Pinheiro, Marcelo
- In:
Annals of finance
4
(
2008
)
3
,
pp. 269-298
Persistent link: https://www.econbiz.de/10003714669
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2
Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Chen, Yu
;
Cosimano, Thomas F.
;
Himonas, Alex A.
- In:
Annals of finance
4
(
2008
)
3
,
pp. 305-344
Persistent link: https://www.econbiz.de/10003714672
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3
Capital market equilibrium without riskless assets : heterogeneous expectations
Won, D.
;
Hahn, G.
;
Yannelis, Nicholas C.
- In:
Annals of finance
4
(
2008
)
2
,
pp. 183-195
Persistent link: https://www.econbiz.de/10003644922
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4
Fair (intra-bank transfer) prices for credits with stochastic recovery
Leitner, Johannes
- In:
Annals of finance
4
(
2008
)
2
,
pp. 243-253
Persistent link: https://www.econbiz.de/10003645470
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5
Valuation before and after tax in the discrete time, finite state no arbitrage model
Jensen, Bjarne Astrup
- In:
Annals of finance
5
(
2009
)
1
,
pp. 91-123
Persistent link: https://www.econbiz.de/10003775314
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6
Beliefs regarding fundamental value and optimal investing
Cornell, Bradford
;
Cvitanić, Jakša
;
Goukasian, Levon
- In:
Annals of finance
6
(
2010
)
1
,
pp. 83-105
Persistent link: https://www.econbiz.de/10003939565
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7
Does knowing the volatility states affect the market risk premium?
Bae, Jinho
- In:
Annals of finance
7
(
2011
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10008840222
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8
Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H.
;
Evstigneev, Igor V.
;
Taksar, M. I.
- In:
Annals of finance
2
(
2006
)
4
,
pp. 327-355
Persistent link: https://www.econbiz.de/10003379686
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9
Correlation and the pricing of risks
Atlan, Marc
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Annals of finance
3
(
2007
)
4
,
pp. 411-453
Persistent link: https://www.econbiz.de/10003529804
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10
On the positive fundamental value of money with short-sale constraints
Giménez, Eduardo L.
- In:
Annals of finance
3
(
2007
)
4
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003529807
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