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~isPartOf:"The review of financial studies"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
~subject:"Stochastic process"
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Börsenkurs
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Foucault, Thierry
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Madhavan, Ananth Narayan
4
Subrahmanyam, Avanidhar
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Admati, Anat R.
3
Başak, Suleyman
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The review of financial studies
European journal of operational research : EJOR
2,574
Computers & operations research : and their applications to problems of world concern ; an international journal
1,274
International journal of production research
766
Operations research letters
716
Operations research
485
Mathematics of operations research
477
International journal of theoretical and applied finance
420
INFORMS journal on computing : JOC
373
Finance research letters
371
International journal of production economics
364
Insurance / Mathematics & economics
358
NBER working paper series
347
Journal of econometrics
338
Management science : journal of the Institute for Operations Research and the Management Sciences
313
Working paper / National Bureau of Economic Research, Inc.
307
Journal of economic dynamics & control
306
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291
Mathematical methods of operations research
276
Omega : the international journal of management science
275
Finance and stochastics
268
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Journal of banking & finance
260
Discussion paper / Tinbergen Institute
259
Transportation research / E : an international journal
255
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International review of financial analysis
180
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The journal of finance : the journal of the American Finance Association
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Energy economics
173
Opsearch : journal of the Operational Research Society of India
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Journal of empirical finance
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ECONIS (ZBW)
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1
Pricing options in an extended black scholes economy with illiquidity :
theory
and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
2
Human capital as an asset class implications from a general equilibrium model
Palacios, Miguel
- In:
The review of financial studies
28
(
2015
)
4
,
pp. 978-1023
Persistent link: https://www.econbiz.de/10011338243
Saved in:
3
Risk
aversion and the intertemporal behavior of asset prices
Stapleton, Richard C.
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
Saved in:
4
Risk
aversion, market liquidity, and price efficiency
Subrahmanyam, Avanidhar
- In:
The review of financial studies
4
(
1991
)
3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10001329867
Saved in:
5
A critique of size-related anomalies
Berk, Jonathan B.
- In:
The review of financial studies
8
(
1995
)
2
,
pp. 275-286
Persistent link: https://www.econbiz.de/10001184652
Saved in:
6
Asset prices in dynamic production economies with time-varying
risk
Naik, Vasanttilak
- In:
The review of financial studies
7
(
1994
)
4
,
pp. 781-801
Persistent link: https://www.econbiz.de/10001174797
Saved in:
7
What's Vol got to do with it
Drechsler, Itamar
;
Yaron, Amir
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10008909458
Saved in:
8
Short-term interest rates as subordinated diffusions
Conley, Timothy G.
;
Hansen, Lars Peter
;
Luttmer, Erzo …
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 525-577
Persistent link: https://www.econbiz.de/10001227983
Saved in:
9
The term structure of interest rates as a random field
Goldstein, Robert S.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
Saved in:
10
A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 721-762
Persistent link: https://www.econbiz.de/10001421854
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