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A simple approach to valuing r...
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CAPM
Theorie
715,597
Theory
700,698
Schätzung
34,779
Estimation
34,049
Welt
33,645
World
33,033
USA
32,786
United States
31,433
Risiko
25,962
Risk
25,764
Portfolio-Management
24,062
Deutschland
24,046
Portfolio selection
23,853
Geldpolitik
23,746
Monetary policy
22,967
Germany
22,567
Mathematische Optimierung
19,277
Mathematical programming
19,169
Prognoseverfahren
16,883
Forecasting model
16,623
Wirtschaftswachstum
16,366
Economic growth
15,733
Volatilität
15,596
Optionspreistheorie
15,363
Volatility
15,313
Option pricing theory
14,903
Börsenkurs
14,333
Share price
14,127
Zeitreihenanalyse
14,013
Stochastischer Prozess
13,697
Time series analysis
13,633
Stochastic process
13,420
Spieltheorie
12,503
Konsumentenverhalten
12,341
Consumer behaviour
12,197
Einkommensverteilung
11,938
Experiment
11,901
Finanzmarkt
11,785
Game theory
11,782
Innovation
11,694
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5,465
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Sammelwerk
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Campbell, John Y.
56
Stambaugh, Robert F.
50
Cochrane, John H.
46
Fabozzi, Frank J.
40
Jarrow, Robert A.
39
Madan, Dilip B.
37
Ferson, Wayne E.
35
Zhang, Lu
35
Bali, Turan G.
34
Hull, John
33
Lee, Cheng F.
33
Lo, Andrew W.
33
Zhou, Guofu
33
Hansen, Lars Peter
31
Jagannathan, Ravi
31
Zin, Stanley E.
31
Harvey, Campbell R.
30
He, Xue-zhong
30
Bekaert, Geert
28
Chiarella, Carl
28
Gagliardini, Patrick
26
Kogan, Leonid
26
Shiller, Robert J.
25
Schlag, Christian
24
Duffie, Darrell
23
Gollier, Christian
23
Hens, Thorsten
23
Pástor, Ľuboš
23
Renault, Eric
23
Branger, Nicole
22
Epstein, Larry G.
22
Gouriéroux, Christian
22
Hommes, Cars H.
22
Prokopczuk, Marcel
22
Robotti, Cesare
22
Yaron, Amir
22
Jacobs, Kris
21
Lioui, Abraham
21
Garcia, René
20
Lettau, Martin
20
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National Bureau of Economic Research
239
Ekonomiska forskningsinstitutet <Stockholm>
6
Centre for Analytical Finance <Århus>
5
Deutsche Forschungsgemeinschaft
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Erasmus Research Institute of Management
5
University of Chicago / Center for Research in Security Prices
5
Centre for Economic Policy Research
4
Chambre de commerce et d'industrie de Paris
4
Federal Reserve System / Division of Research and Statistics
4
Institute of Finance and Accounting <London>
4
Rodney L. White Center for Financial Research
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Federal Reserve Bank of St. Louis
3
International Center for Financial Asset Management and Engineering
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Stanford Institute for Economic Policy Research
3
University of British Columbia / Finance Division
3
École des Hautes Études Commerciales <Lausanne>
3
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
INSEAD
2
Institut for Finansiering <Frederiksberg>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Trinity College Dublin / Department of Economics
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
2
Université de Montréal / Département de sciences économiques
2
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NBER working paper series
230
Journal of financial economics
184
Working paper / National Bureau of Economic Research, Inc.
184
NBER Working Paper
173
The journal of finance : the journal of the American Finance Association
166
The review of financial studies
151
Journal of banking & finance
141
Journal of economic dynamics & control
129
Journal of empirical finance
98
Finance research letters
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
International journal of theoretical and applied finance
84
Journal of financial and quantitative analysis : JFQA
83
Economics letters
74
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Finance and stochastics
65
Research paper series / Swiss Finance Institute
65
Journal of monetary economics
63
International review of financial analysis
62
International review of economics & finance : IREF
60
Journal of economic theory
56
Discussion paper / Centre for Economic Policy Research
52
Quantitative finance
48
Review of quantitative finance and accounting
48
Journal of econometrics
47
The European journal of finance
46
Journal of international money and finance
45
The North American journal of economics and finance : a journal of financial economics studies
45
Working paper
45
The journal of futures markets
44
Applied economics
43
Finance and economics discussion series
43
Annals of finance
42
Discussion papers / CEPR
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
European journal of operational research : EJOR
40
Economic modelling
39
Advances in futures and options research : a research annual
37
Swiss Finance Institute Research Paper
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
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ECONIS (ZBW)
11,211
EconStor
37
OLC EcoSci
7
RePEc
1
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1
The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y.
;
Lee, Sang Bin
-
2004
Persistent link: https://www.econbiz.de/10001792333
Saved in:
2
Unternehmenswert und Ausfallrisiko : zur Übereinstimmung CAPM- und OPM-basierter Bewertung im einperiodigen Trinomialmodell
Tebroke, Hermann-Josef
;
Rathgeber, Andreas
- In:
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …
,
(pp. 143-161)
.
2003
Persistent link: https://www.econbiz.de/10001736296
Saved in:
3
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
Saved in:
4
Options, futures & other derivatives
Hull, John
-
2000
-
4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001388329
Saved in:
5
Optionen, Futures und andere Derivative
Hull, John
-
2001
-
4. Aufl.
Persistent link: https://www.econbiz.de/10001597050
Saved in:
6
Fundamentals of futures and options markets
Hull, John
-
2001
-
4. ed
Persistent link: https://www.econbiz.de/10001545250
Saved in:
7
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10001973330
Saved in:
8
Fundamentals of futures and options markets
Hull, John
-
2005
-
5. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001981944
Saved in:
9
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
Saved in:
10
Bewertung, Anwendungsmöglichkeiten und Hedgingstrategien von Swaptions
Rauleder, Rainer
-
1994
Persistent link: https://www.econbiz.de/10000890817
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