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Option valuation, optimization...
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CAPM
Portfolio selection
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127
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Zaremba, Adam
4
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2
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2
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2
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2
Judd, Kenneth L.
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Finance research letters
NBER working paper series
76
Journal of banking & finance
75
Journal of financial economics
66
Working paper / National Bureau of Economic Research, Inc.
58
Journal of empirical finance
56
International journal of theoretical and applied finance
45
NBER Working Paper
45
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42
The journal of finance : the journal of the American Finance Association
42
The review of financial studies
42
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41
International review of economics & finance : IREF
39
International review of financial analysis
39
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Finance and stochastics
36
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
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35
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24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of international financial markets, institutions & money
22
Review of quantitative finance and accounting
22
The journal of futures markets
22
Journal of mathematical finance
21
Risks : open access journal
21
Swiss Finance Institute Research Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Journal of risk and financial management : JRFM
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Discussion papers / CEPR
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Mathematics and financial economics
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Financial markets and portfolio management
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International journal of financial engineering
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ECONIS (ZBW)
67
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1
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
2
Model misspecification and pricing of illiquid claims
Rubtsov, Alexey
- In:
Finance research letters
18
(
2016
),
pp. 242-249
Persistent link: https://www.econbiz.de/10011657056
Saved in:
3
A note on the Wang transform for stochastic volatility pricing models
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Finance research letters
19
(
2016
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011657622
Saved in:
4
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun
;
Park, Hyungbin
- In:
Finance research letters
13
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
Saved in:
5
Closed-form solutions for options with random initiation under asset price monitoring
Jun, Doobae
;
Ku, Hyejin
- In:
Finance research letters
20
(
2017
),
pp. 68-74
Persistent link: https://www.econbiz.de/10011806786
Saved in:
6
Options on portfolios with higher-order moments
Bhandari, Rishabh
;
Das, Sanjiv R.
- In:
Finance research letters
6
(
2009
)
3
,
pp. 122-129
Persistent link: https://www.econbiz.de/10003888004
Saved in:
7
CAPM option pricing
Husmann, Sven
;
Todorova, Neda
- In:
Finance research letters
8
(
2011
)
4
,
pp. 213-219
Persistent link: https://www.econbiz.de/10009425849
Saved in:
8
Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Finance research letters
7
(
2010
)
1
,
pp. 60-69
Persistent link: https://www.econbiz.de/10003972397
Saved in:
9
A general method for valuing complex capital structures
Borochin, Paul
;
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438435
Saved in:
10
Pricing defaultable bonds under Hawkes jump-diffusion processes
Chen, Li
;
Ma, Yong
;
Xiao, Weilin
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553778
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