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~person:"Lettau, Martin"
~person:"Madan, Dilip B."
~subject:"Allgemeines Gleichgewicht"
~subject:"CAPM"
~subject:"Capital income"
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Allgemeines Gleichgewicht
CAPM
Capital income
Theorie
185
Theory
183
Kapitaleinkommen
35
Portfolio selection
23
Portfolio-Management
23
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74
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Lettau, Martin
Madan, Dilip B.
Böhringer, Christoph
81
Diebold, Francis X.
69
Campbell, John Y.
68
Stambaugh, Robert F.
60
Rutherford, Thomas F.
58
Gersbach, Hans
56
Fehr, Hans
54
Bollerslev, Tim
53
Ferson, Wayne E.
52
Goulder, Lawrence H.
52
Cochrane, John H.
50
Fullerton, Don
50
Whalley, John
50
Fabozzi, Frank J.
49
Bekaert, Geert
47
Harvey, Campbell R.
47
Timmermann, Allan
47
Jagannathan, Ravi
45
Hens, Thorsten
44
Zhang, Lu
42
Uppal, Raman
41
He, Xue-zhong
40
Dumas, Bernard
39
Jarrow, Robert A.
39
Löschel, Andreas
39
Geanakoplos, John
38
Hansen, Lars Peter
38
Lo, Andrew W.
38
Robinson, Sherman
38
Conrad, Klaus
37
Kogan, Leonid
37
Kubler, Felix
37
Zhou, Guofu
37
Guidolin, Massimo
36
Roson, Roberto
35
Haller, Hans
34
Herings, Peter Jean-Jacques
34
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8
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7
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5
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4
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4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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3
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3
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2
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2
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ECONIS (ZBW)
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1
Preferences, consumption smoothing, and risk premia
Lettau, Martin
;
Uhlig, Harald
-
1997
Persistent link: https://www.econbiz.de/10000965295
Saved in:
2
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001398353
Saved in:
3
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
4
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
5
The Variance Gamma (V. G.) model for share market returns
Madan, Dilip B.
- In:
The journal of business : B
63
(
1990
)
4
,
pp. 511-524
Persistent link: https://www.econbiz.de/10001097112
Saved in:
6
The multinomial option pricing model and its Brownian and Poisson limits
Madan, Dilip B.
- In:
The review of financial studies
2
(
1989
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10001106370
Saved in:
7
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
8
Informational content in interest rate term structures
Edmister, Robert O.
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 695-699
Persistent link: https://www.econbiz.de/10001167579
Saved in:
9
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Saved in:
10
Conic portfolio
theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
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