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~isPartOf:"International journal of theoretical and applied finance"
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CAPM
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International journal of theoretical and applied finance
NBER working paper series
790
Working paper / National Bureau of Economic Research, Inc.
679
NBER Working Paper
601
Journal of financial economics
363
Journal of banking & finance
327
Journal of economic dynamics & control
301
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288
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ECONIS (ZBW)
99
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1
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:
2
A
CAPM
with trading constraints and price
bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
3
A note on asset
bubbles
in continuous-time
Cassese, Gianluca
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 523-536
Persistent link: https://www.econbiz.de/10002980857
Saved in:
4
Strict local martingales via filtration enlargement
Dandapani, Aditi
;
Protter, Philip
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
Saved in:
5
Strong
bubbles
and strict local martingales
Herdegen, Martin
;
Schweizer, Martin
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
Saved in:
6
Worst-case portfolio optimization in a market with
bubbles
Belak, Christoph
;
Christensen, Sören
;
Menkens, Olaf
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011454368
Saved in:
7
Change-point analysis of asset price
bubbles
with power-law hazard function
Lynch, Christopher
;
Mestel, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153466
Saved in:
8
Bubbles
and anti-
bubbles
in Latin-American, Asian and Western stock markets : an empirical study
Johansen, Anders
;
Sornette, Didier
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 853-920
Persistent link: https://www.econbiz.de/10001632647
Saved in:
9
A model of stock market bubble under uncertain fundamentals
Dean, James W.
;
Milovanov, T.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 599
Persistent link: https://www.econbiz.de/10001524508
Saved in:
10
Crashes as critical points
Johansen, Anders
;
Ledoit, Olivier
;
Sornette, Didier
- In:
International journal of theoretical and applied finance
3
(
2000
)
2
,
pp. 219-255
Persistent link: https://www.econbiz.de/10001484696
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