//--> //--> //--> //-->
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
A market-based martingale valu...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
232
Theory
232
CAPM
224
USA
210
United States
210
Volatility
126
Volatilität
126
Capital income
65
Kapitaleinkommen
65
Börsenkurs
64
Share price
64
Risikoprämie
54
Risk premium
54
Option pricing theory
50
Optionspreistheorie
50
Portfolio selection
50
Portfolio-Management
50
Risiko
48
Risk
48
Yield curve
39
Zinsstruktur
39
Capital market returns
34
Estimation
34
Kapitalmarktrendite
34
Schätzung
34
Stochastic process
34
Stochastischer Prozess
34
Anlageverhalten
23
Behavioural finance
23
Derivat
23
Derivative
23
Forecasting model
18
Prognoseverfahren
18
Welt
18
World
18
Aktienmarkt
17
Stock market
17
Correlation
13
Discounting
13
Diskontierung
13
more ...
less ...
Online availability
All
Undetermined
91
Free
9
Type of publication
All
Article
392
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
393
Aufsatz in Zeitschrift
393
Systematic review
2
Übersichtsarbeit
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
393
Author
All
Back, Kerry E.
5
Bakshi, Gurdip S.
5
Christoffersen, Peter F.
5
Hansen, Lars Peter
5
Jacobs, Kris
5
Zhang, Lu
5
Başak, Suleyman
4
Bekaert, Geert
4
Bhamra, Harjoat Singh
4
Bossaerts, Peter L.
4
Croce, Mariano M.
4
Detemple, Jérôme B.
4
Jarrow, Robert A.
4
Lochstoer, Lars A.
4
Longstaff, Francis A.
4
Richardson, Matthew
4
Schwartz, Eduardo S.
4
Singleton, Kenneth J.
4
Zapatero, Fernando
4
Ahn, Dong-Hyun
3
Avramov, Doron
3
Belo, Frederico
3
Brennan, Michael J.
3
Chabi-Yo, Fousseni
3
Delikouras, Stefanos
3
Dittmar, Robert F.
3
Driessen, Joost
3
Dybvig, Philip H.
3
Engle, Robert F.
3
Ferson, Wayne E.
3
Heston, Steven L.
3
Hirshleifer, David
3
Jahan-Parvar, Mohammad R.
3
Johannes, Michael
3
Kuehn, Lars-Alexander
3
Li, Haitao
3
Lin, Xiaoji
3
Lustig, Hanno
3
Maenhout, Pascal J.
3
Morellec, Erwan
3
more ...
less ...
Published in...
All
The review of financial studies
European journal of operational research : EJOR
1,515
International journal of production economics
1,032
NBER working paper series
957
Finance research letters
881
Working paper / National Bureau of Economic Research, Inc.
866
International journal of production research
813
Energy economics
778
Journal of banking & finance
771
NBER Working Paper
765
International journal of theoretical and applied finance
704
The journal of futures markets
638
International review of financial analysis
578
Journal of econometrics
559
Applied economics
528
Journal of financial economics
525
Economic modelling
524
Journal of economic dynamics & control
486
International review of economics & finance : IREF
480
Management science : journal of the Institute for Operations Research and the Management Sciences
460
Economics letters
459
The North American journal of economics and finance : a journal of financial economics studies
446
Journal of empirical finance
434
Finance and stochastics
432
Mathematical finance : an international journal of mathematics, statistics and financial theory
414
Working paper
397
The journal of finance : the journal of the American Finance Association
394
Discussion paper / Centre for Economic Policy Research
382
Computers & operations research : and their applications to problems of world concern ; an international journal
381
Insurance / Mathematics & economics
381
Applied financial economics
369
Applied economics letters
365
Quantitative finance
363
Discussion paper / Tinbergen Institute
353
Research in international business and finance
339
Journal of international money and finance
330
Applied mathematical finance
326
Journal of international financial markets, institutions & money
326
Operations research
320
Operations research letters
305
more ...
less ...
Source
All
ECONIS (ZBW)
393
Showing
1
-
10
of
393
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic
volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
Saved in:
2
Volatility
dynamics for the S&P500 : evidence from realized
volatility
, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
3
Changes of numeraire for pricing futures, forwards, and options
Schroder, Mark D.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1143-1163
Persistent link: https://www.econbiz.de/10001434633
Saved in:
4
Long forward probabilities, recovery, and the term structure of bond risk premiums
Qin, Likuan
;
Linetsky, Vadim
;
Nie, Yutian
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4863-4883
Persistent link: https://www.econbiz.de/10012005231
Saved in:
5
A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
;
Gao, Xiaohui
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 532-555
Persistent link: https://www.econbiz.de/10011925241
Saved in:
6
Asset allocation with a high dimensional latent factor stochastic
volatility
model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
7
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
8
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
9
Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
Saved in:
10
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
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...
//-->