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~person:"Madan, Dilip B."
~subject:"Allgemeines Gleichgewicht"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Markov-Kette"
~subject:"Portfolio selection"
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Allgemeines Gleichgewicht
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Theorie
119
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119
Portfolio-Management
19
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16
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16
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15
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Madan, Dilip B.
Fabozzi, Frank J.
140
Campbell, John Y.
109
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81
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74
Platen, Eckhard
73
Jarrow, Robert A.
72
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72
Uppal, Raman
71
Hens, Thorsten
67
Gollier, Christian
65
Lux, Thomas
65
Hautsch, Nikolaus
64
Chiarella, Carl
62
Guidolin, Massimo
62
Gersbach, Hans
61
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58
Lo, Andrew W.
57
Fehr, Hans
56
Timmermann, Allan
55
Bekaert, Geert
54
Härdle, Wolfgang
54
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53
Ang, Andrew
52
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52
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52
Satchell, Stephen
52
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51
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51
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51
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51
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50
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50
Kubler, Felix
50
Whalley, John
50
Zhou, Guofu
49
Hansen, Lars Peter
47
Korn, Ralf
47
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46
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46
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Annals of finance
8
Robert H. Smith School Research Paper
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
International journal of theoretical and applied finance
3
Journal of financial and quantitative analysis : JFQA
2
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2
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ECONIS (ZBW)
56
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1
The multinomial option pricing model and its limits
Madan, Dilip B.
;
Milne, Frank
-
1988
Persistent link: https://www.econbiz.de/10000753404
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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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