//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~subject:"Forecasting model"
~subject:"Portfolio selection"
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
The fundamental theorem of ass...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Portfolio selection
CAPM
80
Theorie
54
Theory
54
Option pricing theory
37
Optionspreistheorie
37
Stochastic process
25
Stochastischer Prozess
25
Portfolio-Management
23
Volatility
21
Volatilität
21
Arbitrage
19
Derivat
17
Derivative
17
Risikoprämie
15
Risk premium
15
Arbitrage Pricing
14
Arbitrage pricing
14
Yield curve
14
Zinsstruktur
14
Börsenkurs
10
Devisenmarkt
10
Foreign exchange market
10
Martingal
10
Martingale
10
Share price
10
Capital income
9
Kapitaleinkommen
9
Credit risk
8
Hedging
8
Kreditrisiko
8
Risiko
8
Risk
8
Incomplete market
6
Option trading
6
Optionsgeschäft
6
Unvollkommener Markt
6
Correlation
5
Korrelation
5
Markov chain
5
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Conference paper
2
Konferenzbeitrag
2
Language
All
English
27
Author
All
Frahm, Gabriel
3
Rebonato, Riccardo
2
Arai, Takuji
1
Bianchi, Michele Leonardo
1
Bielecki, Tomasz R.
1
Brody, Dorje C.
1
Cao, Liangyue
1
Castel-Branco, Tiago
1
Ceci, Claudia
1
Chan, Ngai Hang
1
Cialenco, Igor
1
Fabozzi, Frank J.
1
Faias, José Afonso
1
Gümbel, Sandrine
1
Hughston, Lane P.
1
Hui, Cho H.
1
Iyigunler, Ismail
1
Jarrow, Robert A.
1
Jokhadze, Valeriane
1
Jonen, Alexander
1
Karpathopoulos, Nikolaos
1
Kim, Sung Ik
1
Kim, Young Shin
1
Korn, Ralf
1
Kovilyanskaya, Helen
1
Lipton, Alexander
1
Lo, C. F.
1
López de Prado, Marcos M.
1
Mavroudis, Konstantinos
1
Meier, David M.
1
Meinerding, Christoph
1
Mondal, Dipankar
1
Ng, Chi Tim
1
Nolder, Craig A.
1
Okhrati, Ramin
1
Rodriguez, Rodrigo
1
Rásonyi, Miklós
1
Schmidt, Thorsten
1
Schmidt, Wolfgang M.
1
Schüssler, Rainer
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Research paper series / Swiss Finance Institute
105
Journal of banking & finance
100
Journal of financial economics
97
Finance research letters
92
NBER working paper series
91
Swiss Finance Institute Research Paper
75
Journal of empirical finance
71
Working paper / National Bureau of Economic Research, Inc.
63
International review of financial analysis
52
NBER Working Paper
51
Management science : journal of the Institute for Operations Research and the Management Sciences
49
International review of economics & finance : IREF
48
The review of financial studies
47
Working paper / Centre for Financial Research
43
Applied economics
42
Journal of economic dynamics & control
41
The journal of asset management
37
The journal of portfolio management : a publication of Institutional Investor
37
Journal of risk and financial management : JRFM
35
Quantitative finance
35
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of international financial markets, institutions & money
33
The European journal of finance
33
Economic modelling
31
Discussion papers / CEPR
30
The journal of finance : the journal of the American Finance Association
30
Journal of investment management : JOIM
29
CESifo working papers
28
Journal of financial and quantitative analysis : JFQA
28
Finance and stochastics
27
Journal of financial markets
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Annals of finance
26
Working paper
26
European journal of operational research : EJOR
25
Pacific-Basin finance journal
24
SAFE working paper
24
Cogent economics & finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Arbitrage
pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
3
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
4
A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander
;
López de Prado, Marcos M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
Saved in:
5
Prediction and volatility of black market currencies : evidence from renminbi and rial exchange rates
Soofi, Abdollah S.
;
Cao, Liangyue
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 659-666
Persistent link: https://www.econbiz.de/10001743197
Saved in:
6
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:
7
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:
8
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:
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
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->