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CAPM
Theorie
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Theory
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USA
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28,226
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Share price
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Wettbewerb
10,226
Volatility
10,176
Wohlfahrtsanalyse
10,150
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9,869
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Stambaugh, Robert F.
47
Campbell, John Y.
46
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40
Jarrow, Robert A.
38
Ferson, Wayne E.
37
Fabozzi, Frank J.
35
Zhang, Lu
34
Hansen, Lars Peter
33
Hens, Thorsten
31
Zin, Stanley E.
31
He, Xue-zhong
30
Jagannathan, Ravi
30
Harvey, Campbell R.
29
Madan, Dilip B.
29
Chiarella, Carl
28
Lee, Cheng F.
27
Zhou, Guofu
27
Hull, John
26
Yaron, Amir
26
Bekaert, Geert
25
Gagliardini, Patrick
25
Kan, Raymond
25
Robotti, Cesare
25
Hommes, Cars H.
24
Longstaff, Francis A.
23
Renault, Eric
23
Bansal, Ravi
22
Duffie, Darrell
22
Dumas, Bernard
22
Epstein, Larry G.
22
Lettau, Martin
22
Lo, Andrew W.
21
Ludvigson, Sydney C.
21
Pástor, Ľuboš
21
Fama, Eugene F.
20
Gollier, Christian
20
Gouriéroux, Christian
20
Prokopczuk, Marcel
20
Aase, Knut K.
19
Brock, William A.
19
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National Bureau of Economic Research
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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University of Chicago / Center for Research in Security Prices
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Deutsche Forschungsgemeinschaft
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
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
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École des Hautes Études Commerciales <Lausanne>
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Bank of England / Monetary Analysis Division
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
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INSEAD
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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 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
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2
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
2
Université de Montréal / Département de sciences économiques
2
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NBER working paper series
216
Working paper / National Bureau of Economic Research, Inc.
172
NBER Working Paper
159
The journal of finance : the journal of the American Finance Association
159
Journal of financial economics
154
The review of financial studies
142
Journal of banking & finance
123
Journal of economic dynamics & control
119
Finance research letters
86
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Journal of empirical finance
76
Economics letters
66
Journal of financial and quantitative analysis : JFQA
65
Management science : journal of the Institute for Operations Research and the Management Sciences
61
Research paper series / Swiss Finance Institute
61
Journal of economic theory
54
Journal of monetary economics
54
Finance and stochastics
52
Discussion paper / Centre for Economic Policy Research
50
International review of economics & finance : IREF
47
International review of financial analysis
46
International journal of theoretical and applied finance
45
Journal of econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Journal of international money and finance
41
Review of quantitative finance and accounting
41
Annals of finance
38
Finance and economics discussion series
38
The journal of futures markets
38
Advances in futures and options research : a research annual
37
Discussion papers / CEPR
37
Swiss Finance Institute Research Paper
36
Working paper
36
Economic theory : official journal of the Society for the Advancement of Economic Theory
34
Journal of mathematical economics
34
Applied economics
33
Economic modelling
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
The European journal of finance
31
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Source
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ECONIS (ZBW)
9,529
EconStor
37
OLC EcoSci
7
Showing
1
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date (newest first)
date (oldest first)
1
Option valuation : analyzing and pricing standardized option contracts
Gibson, Rajna
-
1991
Persistent link: https://www.econbiz.de/10000833372
Saved in:
2
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
3
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
4
Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis
;
Mele, Antonio
-
2009
Persistent link: https://www.econbiz.de/10003849531
Saved in:
5
From structural assumptions to a link between assets and interrest rates
Reiß, Oliver
;
Schoenmakers, John
;
Schweizer, Martin
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
Saved in:
6
The bias in black-scholes/black implied volatility : an analysis of equity and energy markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Review of derivatives research
8
(
2005
)
3
,
pp. 177-198
Persistent link: https://www.econbiz.de/10003408021
Saved in:
7
Term structure models of interest rates with jump-diffusion information : equilibrium, CAPM, and derivative asset pricing
Kusuda, Koji
-
2003
Persistent link: https://www.econbiz.de/10003379037
Saved in:
8
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
9
An elementary introduction to mathematical finance
Ross, Sheldon M.
-
2011
-
Third edition
Persistent link: https://www.econbiz.de/10009009299
Saved in:
10
Adding and subtracting Black-Scholes : a new approach to approximating derivative prices in continuous-time models
Kristensen, Dennis
;
Mele, Antonio
- In:
Journal of financial economics
102
(
2011
)
2
,
pp. 390-415
Persistent link: https://www.econbiz.de/10009310761
Saved in:
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