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~person:"Madan, Dilip B."
~person:"Tsionas, Efthymios G."
~subject:"Allgemeines Gleichgewicht"
~subject:"CAPM"
~subject:"Markov-Kette"
~type_genre:"Article in journal"
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Allgemeines Gleichgewicht
CAPM
Markov-Kette
Theorie
168
Theory
168
Technical efficiency
41
Technische Effizienz
41
Bayes-Statistik
35
Bayesian inference
35
Markov chain
21
Monte Carlo simulation
21
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21
Production function
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Option pricing theory
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Optionspreistheorie
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45
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English
45
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Madan, Dilip B.
Tsionas, Efthymios G.
Jarrow, Robert A.
27
Elliott, Robert J.
26
Hansen, Lars Peter
23
Pi, Jiancai
22
Chaudhuri, Sarbajit
19
Duffie, Darrell
17
Kubler, Felix
17
Siu, Tak Kuen
17
Ferson, Wayne E.
16
Robinson, Sherman
16
Zhou, Guofu
16
Schmedders, Karl
15
Bossaerts, Peter L.
14
Cochrane, John H.
14
Fabozzi, Frank J.
13
Harvey, Campbell R.
13
Levy, Haim
13
Marjit, Sugata
13
Zhang, Shunming
13
Zin, Stanley E.
13
Chib, Siddhartha
12
Detemple, Jérôme B.
12
Fama, Eugene F.
12
Hervés-Beloso, Carlos
12
Lee, Cheng F.
12
Renault, Eric
12
Stambaugh, Robert F.
12
Whalley, John
12
Balasko, Yves
11
Böhringer, Christoph
11
Cavazos-Cadena, Rolando
11
Epstein, Larry G.
11
Faff, Robert W.
11
Feinberg, Eugene A.
11
Geanakoplos, John
11
Guidolin, Massimo
11
He, Xue-zhong
11
Hens, Thorsten
11
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Annals of finance
7
European journal of operational research : EJOR
5
Economics letters
4
Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
Journal of econometrics
2
Journal of financial and quantitative analysis : JFQA
2
Annual review of financial economics
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European finance review : the official journal of the European Finance Association
1
International journal of theoretical and applied finance
1
Journal of financial economics
1
Oberwolfach
1
Review of derivatives research
1
Statistical papers
1
The econometrics journal
1
The journal of asset management
1
The journal of business : B
1
The review of economics and statistics
1
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1
Tourism management : research, policies, practice
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ECONIS (ZBW)
45
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Monte Carlo inference in econometric models with symmetric stable disturbances
Tsionas, Efthymios G.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 365-401
Persistent link: https://www.econbiz.de/10001252778
Saved in:
7
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:
8
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:
9
Asset pricing
theory
for two price economies
Madan, Dilip B.
- In:
Annals of finance
11
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011376162
Saved in:
10
Bayesian inference in threshold stochastic frontier models
Tsionas, Efthymios G.
;
Tran, Kien C.
;
Michaēlidēs, …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10012041652
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