//--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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
Asset Pricing under the Quadra...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
3
Prognoseverfahren
3
Risiko
3
Risk
3
Capital income
2
Credit risk
2
Estimation
2
Kapitaleinkommen
2
Kreditrisiko
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
1999-2001
1
2003-2008
1
Betriebliche Kennzahl
1
Bubbles
1
Börsenkurs
1
Capital structure
1
Credit
1
Credit rating
1
David W. Hosmer
1
Financial ratio
1
Kapitalstruktur
1
Kredit
1
Kreditwürdigkeit
1
New Economy
1
New economy
1
Option trading
1
Optionsgeschäft
1
Performance measurement
1
Performance-Messung
1
Portfolio selection
1
Portfolio-Management
1
Probability theory
1
Risikoaversion
1
Risikomanagement
1
Risikomaß
1
Risk aversion
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
3
Author
All
Wu, Liuren
6
Leippold, Markus
3
Blöchlinger, Andreas
2
Zhang, Frank Xiaoling
2
Bakshi, Gurdip
1
Bakshi, Gurdip S.
1
Peñaranda, Francisco
1
Tian, Meng
1
Vasiljević, Nikola
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance
20
Working Paper
20
Research paper series / Swiss Finance Institute
19
Swiss Finance Institute Research Paper
16
Journal of banking & finance
14
Journal of financial and quantitative analysis : JFQA
11
Journal of financial economics
11
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
10
The review of financial studies
9
Journal of economic dynamics & control
8
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
7
Review of finance : journal of the European Finance Association
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
6
Finance research letters
5
Journal of Banking & Finance
5
Journal of Financial Economics
5
NYU Working Paper
5
Finanzmarkt und Portfolio-Management
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international money and finance
4
Review of Finance
4
Review of derivatives research
4
Working paper
4
Applied mathematical finance
3
Baruch College Zicklin School of Business Research Paper
3
FINRISK Working Paper Series
3
Journal of Economic Dynamics and Control
3
Journal of Finance
3
Journal of Financial Econometrics
3
Journal of econometrics
3
Journal of empirical finance
3
Journal of monetary economics
3
Management Science
3
Review of Financial Studies
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Applied financial economics
2
Bank- und finanzwirtschaftliche Forschungen
2
Discussion papers / CEPR
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
3
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The behavior of risk and market prices of risk over the Nasdaq bubble period
Bakshi, Gurdip S.
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
56
(
2010
)
12
,
pp. 2251-2264
Persistent link: https://www.econbiz.de/10008809519
Saved in:
2
A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure
Wu, Liuren
;
Zhang, Frank Xiaoling
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1160-1175
Persistent link: https://www.econbiz.de/10003737491
Saved in:
3
Targets, predictability, and performance
Peñaranda, Francisco
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1537-1555
Persistent link: https://www.econbiz.de/10012887642
Saved in:
4
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
5
A new goodness-of-fit test for event forecasting and its application to credit defaults
Blöchlinger, Andreas
;
Leippold, Markus
- In:
Management science : journal of the Institute for …
57
(
2011
)
3
,
pp. 487-505
Persistent link: https://www.econbiz.de/10008988418
Saved in:
6
Option-implied intrahorizon value at risk
Leippold, Markus
;
Vasiljević, Nikola
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 397-414
Persistent link: https://www.econbiz.de/10012156632
Saved in:
7
A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults
Blöchlinger, Andreas
;
Leippold, Markus
- In:
Management science : journal of the Institute for …
57
(
2011
)
3
,
pp. 487-506
Persistent link: https://www.econbiz.de/10008878378
Saved in:
8
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
Bakshi, Gurdip
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
56
(
2010
)
12
,
pp. 2251-2265
Persistent link: https://www.econbiz.de/10008760779
Saved in:
9
A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure
Wu, Liuren
;
Zhang, Frank Xiaoling
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1160-1175
Persistent link: https://www.econbiz.de/10008063952
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->