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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"The review of financial studies"
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
Option pricing theory
Portfolio selection
Derivative
72
Theorie
47
Theory
47
Credit risk
21
Kreditrisiko
21
CAPM
14
USA
13
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13
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Kreditderivat
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Aufsatz in Zeitschrift
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72
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Hull, John
3
Bessembinder, Hendrik
2
Boyle, Phelim P.
2
Kjaer, Mats
2
Pykhtin, Michael
2
Rosen, Dan
2
White, Alan
2
Andersson, Andreas
1
Bansal, Matulya
1
Barone, Gaia
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
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1
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1
Cao, H. Henry
1
Carr, Peter
1
Cuny, Charles John
1
C̆erný, Jakub
1
DaGraca, Julio
1
Dammon, Robert Mark
1
DeMarzo, Peter M.
1
Detemple, Jérôme B.
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1
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1
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1
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1
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The journal of credit risk : published quarterly by Incisive Media
The review of financial studies
The journal of futures markets
389
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Energy economics
120
Applied mathematical finance
79
The journal of finance : the journal of the American Finance Association
79
International review of financial analysis
72
Journal of financial economics
72
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Finance research letters
64
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Quantitative finance
61
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of computational finance
44
Applied economics letters
41
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Review of quantitative finance and accounting
36
Economic modelling
33
Research in international business and finance
33
Journal of securities operations & custody
32
Risks : open access journal
32
International journal of financial engineering
31
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ECONIS (ZBW)
72
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1
The effect of derivative assets in information acquisition and price behavior in a rational expectations equilibrium
Cao, H. Henry
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 131-163
Persistent link: https://www.econbiz.de/10001353475
Saved in:
2
Systematic risk, hedging pressure, and risk premiums in futures markets
Bessembinder, Hendrik
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 637-667
Persistent link: https://www.econbiz.de/10001137839
Saved in:
3
Stock price distributions with stochastic volatility : an analytic approach
Stein, Elias M.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 727-752
Persistent link: https://www.econbiz.de/10001120542
Saved in:
4
The box spread arbitrage conditions : theory, tests, and investment strategies
Ronn, Aimee G.
- In:
The review of financial studies
2
(
1989
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001088711
Saved in:
5
Competitive equilibrium with type convergence in an asymmetrically informed market
Thakor, Anjan V.
- In:
The review of financial studies
2
(
1989
)
1
,
pp. 49-71
Persistent link: https://www.econbiz.de/10001088713
Saved in:
6
Equilibrium and options on real assets
Williams, Joseph T.
- In:
The review of financial studies
6
(
1993
)
4
,
pp. 825-850
Persistent link: https://www.econbiz.de/10001159896
Saved in:
7
Return autocorrelations around nontrading days
Bessembinder, Hendrik
- In:
The review of financial studies
6
(
1993
)
1
,
pp. 155-189
Persistent link: https://www.econbiz.de/10001149991
Saved in:
8
The role of liquidity in futures market innovations
Cuny, Charles John
- In:
The review of financial studies
6
(
1993
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10001149993
Saved in:
9
Pricing interest-rate-derivative securities
Hull, John
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
Saved in:
10
The analytic valuation of American options
Kim, In-joon
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 547-572
Persistent link: https://www.econbiz.de/10001105891
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