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CAPM
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Campbell, John Y.
47
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47
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42
Jarrow, Robert A.
42
Cochrane, John H.
40
Ferson, Wayne E.
37
Madan, Dilip B.
37
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34
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33
Lee, Cheng F.
33
Zin, Stanley E.
33
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31
He, Xue-zhong
30
Jagannathan, Ravi
30
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29
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29
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29
Lo, Andrew W.
29
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29
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26
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25
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25
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25
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24
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24
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23
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22
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22
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22
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22
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21
Gollier, Christian
21
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21
Ludvigson, Sydney C.
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Prokopczuk, Marcel
21
Pástor, Ľuboš
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Chabi-Yo, Fousseni
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Fama, Eugene F.
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of New York
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INSEAD
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Institut for Finansiering <Frederiksberg>
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
Trinity College Dublin / Department of Economics
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
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NBER working paper series
229
Working paper / National Bureau of Economic Research, Inc.
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Journal of financial economics
166
NBER Working Paper
166
The journal of finance : the journal of the American Finance Association
163
The review of financial studies
144
Journal of banking & finance
132
Journal of economic dynamics & control
129
Finance research letters
94
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
Journal of empirical finance
80
Economics letters
72
International journal of theoretical and applied finance
71
Journal of financial and quantitative analysis : JFQA
69
Research paper series / Swiss Finance Institute
68
Management science : journal of the Institute for Operations Research and the Management Sciences
66
Finance and stochastics
63
Journal of economic theory
55
Journal of monetary economics
55
Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
49
Annals of finance
48
International review of financial analysis
48
Journal of econometrics
48
Review of quantitative finance and accounting
46
The North American journal of economics and finance : a journal of financial economics studies
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
The journal of futures markets
42
Journal of international money and finance
41
Swiss Finance Institute Research Paper
40
The European journal of finance
40
Working paper
40
Quantitative finance
39
Applied economics
38
Finance and economics discussion series
38
Discussion papers / CEPR
37
Advances in futures and options research : a research annual
36
European journal of operational research : EJOR
36
Journal of mathematical economics
36
Economic modelling
35
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ECONIS (ZBW)
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EconStor
37
OLC EcoSci
7
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1
Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf
-
1993
Persistent link: https://www.econbiz.de/10000890764
Saved in:
2
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth
-
1994
Persistent link: https://www.econbiz.de/10000893910
Saved in:
3
Down-and-out Optionen : Eigenschaften, vereinfachte Bewertung und Anwendbarkeit in Kapitalstrukturmodellen
Burkhardt, Thomas
-
1994
Persistent link: https://www.econbiz.de/10000894585
Saved in:
4
Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 -...
Runggaldier, Wolfgang J.
(
contributor
)
-
1992
Persistent link: https://www.econbiz.de/10000895003
Saved in:
5
Das systematische Risiko von Obligationen : e. Unters. für d. Schweiz
Stalder, Marco
-
1988
Persistent link: https://www.econbiz.de/10000749867
Saved in:
6
Applied mathematical finance
Abingdon : Routledge, Taylor & Francis Group
;
-1997: …
;
…
-
1.1994 -
Persistent link: https://www.econbiz.de/10000547907
Saved in:
7
The timing of arbitrage : an option approach
Lambrecht, Bart M.
-
1996
Persistent link: https://www.econbiz.de/10000590536
Saved in:
8
Mathematical finance : an international journal of mathematics, statistics and financial
theory
Malden, Mass. [u.a] : Wiley-Blackwell
;
1991-2007: …
-
1.1991 -
Persistent link: https://www.econbiz.de/10000497062
Saved in:
9
Advances in futures and options research : a research annual
Stamford, Conn. : JAI Press
;
1987-1998: Greenwich, …
-
2.1987 - 3.1988; 4.1990 -
Persistent link: https://www.econbiz.de/10000501985
Saved in:
10
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
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