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~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
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CAPM
Kapitaleinkommen
Portfolio selection
220
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220
Theorie
152
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152
Stochastic process
56
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56
Option pricing theory
35
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Frahm, Gabriel
3
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Brody, Dorje C.
1
Capriotti, Luca
1
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1
Chan, Ngai Hang
1
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1
Cont, Rama
1
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1
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1
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1
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1
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1
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1
Jonen, Alexander
1
Karpathopoulos, Nikolaos
1
Kim, Sung Ik
1
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1
Korn, Ralf
1
Kovilyanskaya, Helen
1
Lee, Jacky
1
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Madan, Dilip B.
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1
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International journal of theoretical and applied finance
Finance research letters
239
Journal of banking & finance
238
International review of financial analysis
201
Journal of financial economics
194
NBER working paper series
189
Working paper / National Bureau of Economic Research, Inc.
167
Pacific-Basin finance journal
148
Journal of empirical finance
144
NBER Working Paper
123
International review of economics & finance : IREF
120
Applied economics
114
The North American journal of economics and finance : a journal of financial economics studies
110
The journal of asset management
104
The journal of finance : the journal of the American Finance Association
98
The review of financial studies
94
Management science : journal of the Institute for Operations Research and the Management Sciences
92
Research in international business and finance
91
The European journal of finance
85
Review of quantitative finance and accounting
84
Applied economics letters
79
Research paper series / Swiss Finance Institute
76
The journal of portfolio management : a publication of Institutional Investor
72
Journal of international financial markets, institutions & money
70
Journal of financial and quantitative analysis : JFQA
68
Journal of economic dynamics & control
67
Journal of financial markets
65
Economic modelling
64
Financial markets and portfolio management
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Investment management and financial innovations
59
Journal of risk and financial management : JRFM
59
Discussion paper / Centre for Economic Policy Research
58
Journal of investment management : JOIM
58
Applied financial economics
56
Discussion papers / CEPR
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
Quantitative finance
52
International journal of economics and finance
49
Swiss Finance Institute Research Paper
49
The journal of investing
48
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ECONIS (ZBW)
31
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1
Institutional investors and the dependence structure of asset returns
Cont, Rama
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
Saved in:
2
A continuous-time reexamination of dollar-cost averaging
Milevsky, Moshe Arye
;
Posner, Steven E.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10001769127
Saved in:
3
Equilibrium with excessive holdings constraint : an application to DC pension plans
Soumaré, Issouf
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1159-1190
Persistent link: https://www.econbiz.de/10003632061
Saved in:
4
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
5
Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz
;
Uzunashvili, T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
Saved in:
6
Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
Saved in:
7
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
8
Conic portfolio theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
Saved in:
9
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
10
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
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