//--> //--> //--> //-->
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:"The review of financial studies"
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 SABR/LIBOR market model :...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
68
United States
68
Theorie
57
Theory
57
Hedging
54
Derivat
39
Derivative
39
Interest rate
39
Zins
39
Portfolio selection
20
Portfolio-Management
20
CAPM
17
Börsenkurs
14
Share price
14
Volatility
13
Volatilität
13
Capital income
8
Kapitaleinkommen
8
Option pricing theory
8
Optionspreistheorie
8
Risiko
8
Risk
8
Risikoprämie
7
Risk premium
7
Welt
7
World
7
Asymmetric information
6
Asymmetrische Information
6
Credit
6
Hypothek
6
Kredit
6
Mortgage
6
Arbitrage
5
Commodity derivative
5
Incomplete market
5
Rohstoffderivat
5
Speculation
5
Spekulation
5
Unvollkommener Markt
5
Yield curve
5
more ...
less ...
Online availability
All
Undetermined
31
Free
1
Type of publication
All
Article
126
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
127
Aufsatz in Zeitschrift
127
Aufsatzsammlung
1
Language
All
English
127
Author
All
Pearson, Neil D.
4
Poteshman, Allen M.
3
Başak, Suleyman
2
Bessembinder, Hendrik
2
Bharath, Sreedhar T.
2
Boyle, Phelim P.
2
Chabakauri, Georgy
2
DeMarzo, Peter M.
2
Detemple, Jérôme B.
2
Duffie, Darrell
2
Han, Lu
2
Massa, Massimo
2
Saunders, Anthony
2
Stango, Victor
2
Tchistyi, Alexei
2
Zawadowski, Adam
2
Zinman, Jonathan
2
Acharya, Viral V.
1
Agarwal, Vikas
1
Alan, Sule
1
Beber, Alessandro
1
Benamar, Hedi
1
Berg, Tobias
1
Berndt, Antje
1
Bhamra, Harjoat Singh
1
Bhutta, Neil
1
Bonaimé, Alice Adams
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Brophy, David J.
1
Brown, David C.
1
Brown, Gregory W.
1
Brown, Stephen J.
1
Bräuning, Falk
1
Burnside, Craig
1
Cantillo Simon, Miguel
1
Cao, H. Henry
1
Carpenter, Jennifer N.
1
Carr, Peter
1
Chapman, David A.
1
more ...
less ...
Published in...
All
The review of financial studies
SpringerLink / Bücher
1,023
The journal of futures markets
652
NBER working paper series
481
Working paper / National Bureau of Economic Research, Inc.
423
Journal of banking & finance
406
NBER Working Paper
391
Europäische Hochschulschriften / 5
341
IMF Working Papers
331
Gabler Edition Wissenschaft
280
International journal of theoretical and applied finance
278
Applied economics
235
Finance research letters
234
Energy economics
221
Springer eBook Collection / Business and Economics
211
Discussion paper / Centre for Economic Policy Research
206
Lecture notes in economics and mathematical systems : LNEMS
202
IMF working papers
201
International review of economics & finance : IREF
185
The journal of finance : the journal of the American Finance Association
184
Economic modelling
182
International review of financial analysis
175
Working paper
166
Journal of financial economics
165
Journal of money, credit and banking : JMCB
163
Springer-Lehrbuch
160
Applied financial economics
157
Economics letters
157
Journal of international money and finance
155
Discussion paper
154
IMF Staff Country Reports
152
Journal of economic dynamics & control
146
Finance and economics discussion series
145
Lehrbuch
145
European journal of operational research : EJOR
144
Annals of operations research
143
Applied economics letters
135
FRBSF Economic Letter
129
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
128
The North American journal of economics and finance : a journal of financial economics studies
125
more ...
less ...
Source
All
ECONIS (ZBW)
127
Showing
1
-
10
of
127
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do peso problems explain the returns to the carry trade?
Burnside, Craig
;
Eichenbaum, Martin S.
;
Kleshchelski, Isaac
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 853-891
Persistent link: https://www.econbiz.de/10008934095
Saved in:
2
How firms should hedge
Brown, Gregory W.
;
Toft, Klaus Bjerre
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1283-1324
Persistent link: https://www.econbiz.de/10001716113
Saved in:
3
General equilibrium pricing of options on the market portfolio with discontinuous returns
Naik, Vasanttilak
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 493-521
Persistent link: https://www.econbiz.de/10001105893
Saved in:
4
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:
5
The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion
Bhamra, Harjoat Singh
;
Uppal, Raman
- In:
The review of financial studies
22
(
2009
)
6
,
pp. 2303-2330
Persistent link: https://www.econbiz.de/10003866729
Saved in:
6
Average idiosyncratic volatility in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
7
Exchange rates, equity prices, and capital flows
Hau, Harald
;
Rey, Hélène
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 273-317
Persistent link: https://www.econbiz.de/10003325182
Saved in:
8
Hedging
, familiarity and portfolio choice
Massa, Massimo
;
Simonov, Andrei
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 633-685
Persistent link: https://www.econbiz.de/10003355249
Saved in:
9
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031
Saved in:
10
The sale of multiple assets with private information
He, Zhiguo
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4787-4820
Persistent link: https://www.econbiz.de/10003898947
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->