//--> //--> //-->
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
~isPartOf:"Arbeitspapier"
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
Market risk and model risk for...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
1
Portfoliomanagement
1
portfolio management
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Figlewski, Stephen
1
Published in...
All
Arbeitspapier
Journal of financial economics
13
NYU Working Paper
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
The journal of finance : the journal of the American Finance Association
11
Journal of Finance
10
New York University, Leonard N. Stern School Finance Department Working Paper Seires
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Journal of Financial Economics
5
Journal of financial and quantitative analysis : JFQA
5
Financial markets, institutions & instruments
4
Journal of Financial and Quantitative Analysis
4
The Review of Economics and Statistics
4
The journal of futures markets
4
The review of economics and statistics
4
Journal of Financial Markets
3
Journal of Futures Markets
3
Journal of financial markets
3
International review of economics & finance : IREF
2
Journal of political economy
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The New York University Salomon Center series on financial markets and institutions
2
The review of financial studies
2
Working paper / Centre for Financial Research
2
Annual review of financial economics
1
Bank accounting & finance
1
Baruch College Zicklin School of Business Research Paper
1
Brookings-Wharton papers on financial services
1
CFR Working Paper
1
Center for Financial Institutions Working Papers
1
Finance
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
Fisher College of Business Working Paper
1
Information Systems Working Papers Series, Vol. , pp. -, 1998
1
International Review of Economics & Finance
1
Japan and the World Economy
1
Japan and the world economy : international journal of theory and policy
1
Journal of Accounting and Economics
1
Journal of Banking & Finance
1
more ...
less ...
Source
All
USB Cologne (business full texts)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing the Incremental Value of Option Pricing Theory Relative to an Informationally Passive Benchmark
Figlewski, Stephen
-
2002
In modern finance, the value of an active investment strategy is measured by comparing its performance against the benchmark of passively holding the market portfolio and the riskless asset.(...)
Persistent link: https://www.econbiz.de/10005847047
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->