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CAPM
Theorie
53
Theory
53
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51
Option pricing theory
49
Volatilität
45
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43
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35
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32
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option pricing
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Leippold, Markus
11
Wu, Liuren
6
Ibraimi, Meriton
3
De Nard, Gianluca
2
He, Yunhao
2
Hediger, Simon
2
Trojani, Fabio
2
Bali, Turan G.
1
Carr, Peter
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Journal of economic dynamics & control
2
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1
Baruch College Zicklin School of Business Research Paper
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
16
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1
Asset pricing under the quadratic class
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10001690148
Saved in:
2
International term structure models : global models of interest rate and foreign exchange rate risk
Leippold, Markus
-
1999
Persistent link: https://www.econbiz.de/10001406246
Saved in:
3
Equilibrium impact of value-at-risk regulation
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
30
(
2006
)
8
,
pp. 1277-1313
Persistent link: https://www.econbiz.de/10003349914
Saved in:
4
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
5
Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca
;
Hediger, Simon
;
Leippold, Markus
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694
Saved in:
6
Essays on arbitrage pricing theory and systemic risk modeling
Ibraimi, Meriton
-
2015
Persistent link: https://www.econbiz.de/10011446602
Saved in:
7
Estimating risk-return relations with analysts price targets
Wu, Liuren
- In:
Journal of banking & finance
93
(
2018
),
pp. 183-197
Persistent link: https://www.econbiz.de/10011964650
Saved in:
8
The role of exchange rates in intertemporal risk-return relations
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1670-1686
Persistent link: https://www.econbiz.de/10009239632
Saved in:
9
International capital asset pricing : evidence from options
Mo, Henry
;
Wu, Liuren
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 465-498
Persistent link: https://www.econbiz.de/10003609911
Saved in:
10
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
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