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Asset Prices in Affine Real Bu...
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Annals of finance
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ECONIS (ZBW)
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1
Asset pricing and the role of macroeconomic volatility
D'Addona, Stefano
;
Giannikos, Christos
- In:
Annals of finance
10
(
2014
)
2
,
pp. 197-215
Persistent link: https://www.econbiz.de/10010350379
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2
Asset pricing theory for two price economies
Madan, Dilip B.
- In:
Annals of finance
11
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011376162
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3
Dynamic portfolio selection with mispricing and model ambiguity
Yi, Bo
;
Viens, Frederi G.
;
Law, Baron
;
Li, Zhongfei
- In:
Annals of finance
11
(
2015
)
1
,
pp. 37-75
Persistent link: https://www.econbiz.de/10011376170
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4
Arbitrage in markets with bid-ask spreads : the fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
Rola, Przemysław
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011459517
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5
The pricing kernel puzzle : survey and outlook
Cuesdeanu, Horatio
;
Jackwerth, Jens Carsten
- In:
Annals of finance
14
(
2018
)
3
,
pp. 289-329
Persistent link: https://www.econbiz.de/10012019345
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6
The St. Petersburg paradox and capital asset pricing
Eisdorfer, Assaf
;
Giaccotto, Carmelo
- In:
Annals of finance
12
(
2016
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011555410
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7
The skewness risk premium in equilibrium and stock return predictability
Sasaki, Hiroshi
- In:
Annals of finance
12
(
2016
)
1
,
pp. 95-133
Persistent link: https://www.econbiz.de/10011555439
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8
Benchmarking in two price financial markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
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9
Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy
Buckley, Winston
;
Perera, Sandun
- In:
Annals of finance
15
(
2019
)
3
,
pp. 337-368
Persistent link: https://www.econbiz.de/10012240136
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10
Cash flows risk, capital structure, and corporate bond yields
Palazzo, Berardino
- In:
Annals of finance
15
(
2019
)
3
,
pp. 401-420
Persistent link: https://www.econbiz.de/10012240143
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