//--> //--> //--> //-->
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
An ergodic BSDE risk represent...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
238
United States
238
Theorie
200
Theory
200
Portfolio selection
192
Portfolio-Management
192
Risiko
140
Risk
140
CAPM
68
Capital income
68
Kapitaleinkommen
68
Option pricing theory
50
Optionspreistheorie
50
Volatility
35
Volatilität
35
Stochastic process
34
Stochastischer Prozess
34
Anlageverhalten
33
Behavioural finance
33
Börsenkurs
32
Share price
32
Capital market returns
29
Kapitalmarktrendite
29
Risikoprämie
28
Risk premium
28
Welt
27
World
27
Estimation
25
Investment Fund
25
Investmentfonds
25
Schätzung
25
Hedging
24
Yield curve
24
Zinsstruktur
24
Fälligkeit
19
Maturity
19
Measurement
18
Messung
18
Forecasting model
16
Prognoseverfahren
16
more ...
less ...
Online availability
All
Undetermined
129
Free
15
Type of publication
All
Article
415
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
417
Aufsatz in Zeitschrift
417
Aufsatzsammlung
2
Systematic review
1
Übersichtsarbeit
1
Language
All
English
417
Author
All
Longstaff, Francis A.
8
Başak, Suleyman
6
Detemple, Jérôme B.
6
Bakshi, Gurdip S.
5
Christoffersen, Peter F.
5
Dybvig, Philip H.
5
Conrad, Jennifer S.
4
He, Zhiguo
4
Jacobs, Kris
4
Liu, Jun
4
Massa, Massimo
4
Santa-Clara, Pedro
4
Subrahmanyam, Marti G.
4
Uppal, Raman
4
Wang, Tan
4
Ahn, Dong-Hyun
3
Biais, Bruno
3
Bossaerts, Peter L.
3
Brandt, Michael W.
3
Buraschi, Andrea
3
Cao, Charles Q.
3
Chen, Hui
3
Cremers, Martijn
3
DeMiguel, Victor
3
Dittmar, Robert F.
3
Driessen, Joost
3
Engle, Robert F.
3
Garlappi, Lorenzo
3
Heston, Steven L.
3
Joslin, Scott
3
Karolyi, G. Andrew
3
Kelly, Bryan T.
3
Korniotis, George M.
3
Li, Kai
3
Lo, Andrew W.
3
Loewenstein, Mark A.
3
MacKinlay, Archie Craig
3
Maenhout, Pascal J.
3
Pedersen, Lasse Heje
3
Sarkissian, Sergei
3
more ...
less ...
Published in...
All
The review of financial studies
NBER working paper series
1,516
Working paper / National Bureau of Economic Research, Inc.
1,356
European journal of operational research : EJOR
1,336
NBER Working Paper
1,211
Journal of banking & finance
1,059
Finance research letters
1,054
Insurance / Mathematics & economics
898
International journal of theoretical and applied finance
766
Economics letters
687
Journal of economic dynamics & control
604
Discussion paper / Centre for Economic Policy Research
574
Applied economics
562
Working paper
561
International review of financial analysis
545
Management science : journal of the Institute for Operations Research and the Management Sciences
516
Journal of financial economics
514
Finance and stochastics
511
Risks : open access journal
508
Energy economics
498
CESifo working papers
494
Economic modelling
470
Mathematical finance : an international journal of mathematics, statistics and financial theory
470
Quantitative finance
445
Discussion paper / Tinbergen Institute
428
Applied economics letters
423
SpringerLink / Bücher
422
The journal of futures markets
418
International review of economics & finance : IREF
417
The journal of finance : the journal of the American Finance Association
411
Journal of econometrics
407
Research paper series / Swiss Finance Institute
392
Discussion paper series / IZA
388
The North American journal of economics and finance : a journal of financial economics studies
371
Journal of empirical finance
360
Journal of financial and quantitative analysis : JFQA
343
Journal of risk and financial management : JRFM
342
Applied mathematical finance
340
Journal of economic theory
337
The European journal of finance
336
more ...
less ...
Source
All
ECONIS (ZBW)
417
Showing
1
-
10
of
417
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring equity
risk
with option-implied correlations
Buss, Adrian
;
Vilkov, Grigory
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3113-3140
Persistent link: https://www.econbiz.de/10009630175
Saved in:
2
The hazards of debt : rollover freezes, incentives, and bailouts
Cheng, Ing-haw
;
Milbradt, Konstantin
- In:
The review of financial studies
25
(
2012
)
4
,
pp. 1070-1110
Persistent link: https://www.econbiz.de/10009520095
Saved in:
3
A theory of multiperiod debt structure
Huang, Chong
;
Oehmke, Martin
;
Zhong, Hongda
- In:
The review of financial studies
32
(
2019
)
11
,
pp. 4447-4500
Persistent link: https://www.econbiz.de/10012135479
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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...
//-->