Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
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
Information-Based Asset Pricin...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
53,749
Share price
52,832
Theorie
34,460
Theory
34,456
CAPM
19,394
Stochastischer Prozess
18,959
Stochastic process
18,885
Capital income
17,399
Kapitaleinkommen
17,399
Volatilität
14,992
Volatility
14,982
Aktienmarkt
13,579
Stock market
13,472
Portfolio selection
11,082
Portfolio-Management
11,082
Estimation
10,810
Schätzung
10,808
Hedging
9,748
USA
9,691
United States
9,643
Risk
6,935
Risiko
6,917
Ankündigungseffekt
6,470
Announcement effect
6,470
Anlageverhalten
6,269
Behavioural finance
6,249
Optionspreistheorie
6,076
Option pricing theory
6,054
Welt
4,851
World
4,848
Prognoseverfahren
4,690
Forecasting model
4,689
Risikoprämie
4,507
Risk premium
4,502
Finanzmarkt
4,404
Financial market
4,403
Derivat
4,329
Derivative
4,328
Zeitreihenanalyse
3,936
Time series analysis
3,923
more ...
less ...
Online availability
All
Free
31,824
Undetermined
22,838
CC license
1,536
Type of publication
All
Article
54,247
Book / Working Paper
40,574
Journal
95
Database
2
Type of publication (narrower categories)
All
Article in journal
50,180
Aufsatz in Zeitschrift
50,180
Graue Literatur
13,450
Non-commercial literature
13,450
Arbeitspapier
12,524
Working Paper
12,524
Aufsatz im Buch
2,939
Book section
2,939
Hochschulschrift
2,744
Thesis
2,194
Collection of articles written by one author
504
Sammlung
504
Collection of articles of several authors
434
Sammelwerk
434
Bibliografie enthalten
337
Bibliography included
337
Conference paper
291
Konferenzbeitrag
291
Lehrbuch
279
Textbook
253
Aufsatzsammlung
221
Konferenzschrift
169
Systematic review
119
Übersichtsarbeit
119
Amtsdruckschrift
101
Government document
101
Forschungsbericht
100
Conference proceedings
95
Glossar enthalten
82
Glossary included
82
Case study
63
Fallstudie
63
Statistik
57
Handbook
55
Handbuch
55
Reprint
48
Statistics
48
Mikroform
44
Rezension
43
No longer published / No longer aquired
36
more ...
less ...
Language
All
English
90,558
German
2,691
Undetermined
789
French
372
Spanish
232
Italian
91
Polish
42
Dutch
39
Portuguese
36
Danish
25
Swedish
24
Russian
20
Norwegian
16
Hungarian
10
Czech
9
Finnish
8
Croatian
5
Chinese
4
Afrikaans
3
Turkish
3
Bulgarian
2
Modern Greek (1453-)
1
Ancient Greek (to 1453)
1
Japanese
1
Korean
1
Lithuanian
1
Romanian
1
Slovak
1
Ukrainian
1
Not applicable
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
237
Gupta, Rangan
208
McAleer, Michael
184
Broll, Udo
175
Campbell, John Y.
155
Fabozzi, Frank J.
145
Zaremba, Adam
145
Gil-Alaña, Luis A.
135
Madan, Dilip B.
126
Stulz, René M.
122
Bali, Turan G.
117
Chiarella, Carl
117
Lien, Da-hsiang Donald
113
Faff, Robert W.
110
Lo, Andrew W.
108
Engle, Robert F.
104
Platen, Eckhard
104
Jarrow, Robert A.
100
Shiller, Robert J.
100
Bekaert, Geert
99
Narayan, Paresh Kumar
98
Zhang, Lu
95
Lee, Cheng F.
94
Wong, Wing Keung
90
Härdle, Wolfgang
89
McMillan, David G.
89
Phillips, Peter C. B.
89
Stambaugh, Robert F.
89
Koopman, Siem Jan
85
Allen, David E.
83
Pierdzioch, Christian
83
Harvey, Campbell R.
81
Kelly, Bryan T.
80
Hautsch, Nikolaus
79
Zhou, Guofu
79
Cakici, Nusret
78
Timmermann, Allan
78
Tiwari, Aviral Kumar
78
Wohar, Mark E.
78
Shleifer, Andrei
77
more ...
less ...
Institution
All
National Bureau of Economic Research
1,136
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
89
Centre for Analytical Finance <Århus>
30
Ekonomiska forskningsinstitutet <Stockholm>
29
Springer Fachmedien Wiesbaden
24
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
22
Institute of Finance and Accounting <London>
21
Chambre de commerce et d'industrie de Paris
20
Rodney L. White Center for Financial Research
18
Center for Economic Research <Tilburg>
17
Centre for Economic Policy Research
16
Erasmus Research Institute of Management
16
Federal Reserve Bank of St. Louis
16
School of Finance and Business Economics <Perth, Western Australia>
16
Federal Reserve System / Division of Research and Statistics
15
OECD
15
Deutsche Forschungsgemeinschaft
13
University of Chicago / Center for Research in Security Prices
13
The Wharton Financial Institutions Center
12
Svenska Handelshögskolan <Helsinki>
11
Bonn Graduate School of Economics
10
European University Institute / Department of Economics
10
Internationaler Währungsfonds / Research Department
10
New York Stock Exchange
10
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
10
Universität Mannheim
10
University of Exeter / Department of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Birkbeck College / Department of Economics
8
Econometrisch Instituut <Rotterdam>
8
Federal Reserve Bank of San Francisco
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
University of Canterbury / Dept. of Economics and Finance
8
European Central Bank
7
Federal Reserve Bank of New York
7
Federal Reserve System / Board of Governors
7
Gottfried Wilhelm Leibniz Universität Hannover
7
International Center for Financial Asset Management and Engineering
7
Stanford Institute for Economic Policy Research
7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
more ...
less ...
Published in...
All
Finance research letters
1,196
NBER working paper series
1,110
Working paper / National Bureau of Economic Research, Inc.
985
Journal of banking & finance
973
Journal of financial economics
869
The journal of finance : the journal of the American Finance Association
869
NBER Working Paper
838
European journal of operational research : EJOR
809
International review of financial analysis
775
The journal of futures markets
662
The review of financial studies
611
International review of economics & finance : IREF
587
Pacific-Basin finance journal
567
Applied economics
559
International journal of theoretical and applied finance
551
Journal of financial and quantitative analysis : JFQA
541
Applied economics letters
501
Economics letters
491
Journal of empirical finance
480
Energy economics
470
Applied financial economics
456
Economic modelling
444
Journal of econometrics
433
The North American journal of economics and finance : a journal of financial economics studies
429
Journal of economic dynamics & control
424
Review of quantitative finance and accounting
410
Research in international business and finance
409
Insurance / Mathematics & economics
406
Management science : journal of the Institute for Operations Research and the Management Sciences
391
Journal of international financial markets, institutions & money
387
Discussion paper / Centre for Economic Policy Research
381
Quantitative finance
366
The European journal of finance
365
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
364
Finance and stochastics
357
Working paper
316
Research paper series / Swiss Finance Institute
312
Journal of risk and financial management : JRFM
285
Discussion paper / Tinbergen Institute
272
Journal of financial markets
272
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
1,588
EconStor
1,172
USB Cologne (EcoSocSci)
395
Other ZBW resources
161
BASE
70
USB Cologne (business full texts)
52
OLC EcoSci
22
more ...
less ...
Showing
1
-
10
of
94,918
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices
Weiss, Farina
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
1
,
pp. 33-81
Persistent link: https://www.econbiz.de/10012488877
Saved in:
2
Pricing and
hedging
options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
3
Hedging
in nonlinear models of illiquid financial markets
Sah, Nadim
-
2014
Persistent link: https://www.econbiz.de/10010532759
Saved in:
4
Perfect
hedging
under endogenous permanent market impacts
Fukasawa, Masaaki
;
Stadje, Mitja
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 417-442
Persistent link: https://www.econbiz.de/10011945800
Saved in:
5
Hedging
and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
6
Information-based asset pricing
Brody, Dorje C.
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 107-142
Persistent link: https://www.econbiz.de/10003692732
Saved in:
7
Volatility markets : consistent modeling,
hedging
and practical implementation
Bühler, Hans
-
2006
Persistent link: https://www.econbiz.de/10003372033
Saved in:
8
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
9
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
10
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
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...
