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Das Surrogatproblem bei CAPM-T...
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Finance research letters
NBER working paper series
390
Working paper / National Bureau of Economic Research, Inc.
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Journal of financial economics
324
Journal of banking & finance
277
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274
The journal of finance : the journal of the American Finance Association
252
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163
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98
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ECONIS (ZBW)
195
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1
Time-series predictability in the disaster model
Gourio, François
- In:
Finance research letters
5
(
2008
)
4
,
pp. 191-203
Persistent link: https://www.econbiz.de/10003786319
Saved in:
2
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
3
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
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4
A closed form solution for pricing defaultable bonds
Moraux, Franck
- In:
Finance research letters
1
(
2004
)
2
,
pp. 135-142
Persistent link: https://www.econbiz.de/10003307270
Saved in:
5
On the consequences of state dependent preferences for the pricing of financial assets
Danthine, Jean-Pierre
;
Donaldson, John B.
;
Giannikos, …
- In:
Finance research letters
1
(
2004
)
3
,
pp. 143-153
Persistent link: https://www.econbiz.de/10003307274
Saved in:
6
Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment
Bossaerts, Peter L.
;
Zame, William R.
- In:
Finance research letters
3
(
2006
)
2
,
pp. 96-101
Persistent link: https://www.econbiz.de/10003333865
Saved in:
7
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"
Judd, Kenneth L.
;
Kubler, Felix
;
Schmedders, Karl
- In:
Finance research letters
3
(
2006
)
2
,
pp. 102-105
Persistent link: https://www.econbiz.de/10003333880
Saved in:
8
The robustness of asset pricing models : Coskewness and cokurtosis
Ando, Masakazu
;
Hodoshima, Jiro
- In:
Finance research letters
3
(
2006
)
2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10003333930
Saved in:
9
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:
10
Disentangling risk aversionand intertemporal substitution through a reference level
Garcia, René
;
Renault, Eric
;
Semenov, Andrei
- In:
Finance research letters
3
(
2006
)
3
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003374037
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