//--> //--> //--> //-->
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
~person:"Madan, Dilip B."
~subject:"Allgemeines Gleichgewicht"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Markov-Kette"
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
L' assurabilité de la dépendan...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Allgemeines Gleichgewicht
Börsenkurs
CAPM
Markov-Kette
Theorie
119
Theory
119
Portfolio selection
19
Portfolio-Management
19
Capital income
16
Kapitaleinkommen
16
Option pricing theory
15
Optionspreistheorie
15
Hedging
13
Risiko
12
Risk
12
Stochastic process
12
Stochastischer Prozess
12
Volatility
11
Volatilität
11
USA
10
United States
10
Acceptable risks
9
Credit risk
9
Financial market
9
Finanzmarkt
9
Kreditrisiko
9
Measurement
9
Messung
9
Share price
8
Statistical distribution
8
Statistische Verteilung
8
Derivat
7
Derivative
7
Erwartungsbildung
7
Estimation
7
Expectation formation
7
Schätzung
7
Risikomaß
6
Risk measure
6
Markov chain
5
Yield curve
5
more ...
less ...
Online availability
All
Free
10
Undetermined
7
Type of publication
All
Article
27
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
39
Author
All
Madan, Dilip B.
Böhringer, Christoph
81
Campbell, John Y.
74
Lux, Thomas
65
Stambaugh, Robert F.
61
Rutherford, Thomas F.
58
Jarrow, Robert A.
57
Gersbach, Hans
56
Chiarella, Carl
55
Hautsch, Nikolaus
55
Fehr, Hans
54
Goulder, Lawrence H.
53
Fullerton, Don
50
Whalley, John
50
Uppal, Raman
48
Cochrane, John H.
47
He, Xue-zhong
46
Lo, Andrew W.
46
Hansen, Lars Peter
45
Hens, Thorsten
45
Bekaert, Geert
44
Fabozzi, Frank J.
44
Geanakoplos, John
44
Caporale, Guglielmo Maria
43
Duffie, Darrell
42
Timmermann, Allan
41
Veronesi, Pietro
41
Dumas, Bernard
39
Löschel, Andreas
39
Ferson, Wayne E.
38
Haller, Hans
38
Herings, Peter Jean-Jacques
38
Kubler, Felix
38
Robinson, Sherman
38
Conrad, Klaus
37
Elliott, Robert J.
37
Guidolin, Massimo
37
Jagannathan, Ravi
36
Bansal, Ravi
35
Pierdzioch, Christian
35
more ...
less ...
Published in...
All
Annals of finance
7
Robert H. Smith School Research Paper
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
International journal of theoretical and applied finance
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
European finance review : the official journal of the European Finance Association
1
Financial Institutions Center
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Oberwolfach
1
Queen's Economics Department working paper
1
Review of derivatives research
1
The journal of asset management
1
The journal of business : B
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
7
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:
8
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:
9
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
10
Benchmarking in two price financial markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->