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CAPM
Stochastischer Prozess
17,074
Stochastic process
16,632
Theorie
9,495
Theory
9,262
Volatilität
3,830
Volatility
3,767
Optionspreistheorie
3,205
Option pricing theory
3,154
Mathematische Optimierung
2,046
Mathematical programming
2,035
Portfolio-Management
1,460
Portfolio selection
1,451
Schätzung
1,436
Zeitreihenanalyse
1,411
Estimation
1,398
Time series analysis
1,366
Schätztheorie
1,008
Estimation theory
991
Markov-Kette
873
Markov chain
872
Risiko
805
Risk
793
Simulation
727
Börsenkurs
671
Statistische Verteilung
663
Prognoseverfahren
655
Statistical distribution
651
Share price
642
Forecasting model
638
Derivat
632
Derivative
631
USA
606
Monte Carlo simulation
583
Monte-Carlo-Simulation
583
United States
573
Bayes-Statistik
562
Zinsstruktur
557
Kontrolltheorie
556
Bayesian inference
554
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Free
186
Undetermined
149
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Article
332
Book / Working Paper
226
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Article in journal
319
Aufsatz in Zeitschrift
319
Graue Literatur
104
Non-commercial literature
104
Arbeitspapier
99
Working Paper
99
Hochschulschrift
22
Thesis
17
Aufsatz im Buch
15
Book section
15
Lehrbuch
7
Collection of articles written by one author
6
Sammlung
6
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6
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5
Sammelwerk
5
Konferenzschrift
3
Conference proceedings
2
Einführung
2
Systematic review
2
Übersichtsarbeit
2
Adressbuch
1
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Directory
1
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1
Konferenzbeitrag
1
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Language
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English
550
German
8
Author
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Campbell, John Y.
9
Guidolin, Massimo
9
Branger, Nicole
6
Christoffersen, Peter F.
6
Post, Thierry
6
Escobar, Marcos
5
Giglio, Stefano
5
Gouriéroux, Christian
5
Polk, Christopher
5
Ravazzolo, Francesco
5
Stambaugh, Robert F.
5
Turley, Robert
5
Wilhelm, Jochen
5
Adrian, Tobias
4
Akira Toda, Alexis
4
Bianchi, Daniele
4
Bianchi, Michele Leonardo
4
Carlson, Murray
4
De Groot, Oliver
4
Fabozzi, Frank J.
4
Fisher, Adlai
4
Forbes, Catherine Scipione
4
Giammarino, Ronald P. M.
4
Hansen, Lars Peter
4
He, Xue-zhong
4
Jacobs, Kris
4
Lynch, Anthony W.
4
Madan, Dilip B.
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Reiß, Markus
4
Rubio, Gonzalo
4
Schornick, Astrid V.
4
Zagst, Rudi
4
Ballotta, Laura
3
Belomestny, Denis
3
Dai, Qiang
3
Filipović, Damir
3
Grishchenko, Olesya V.
3
Heston, Steven L.
3
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National Bureau of Economic Research
6
Erasmus Research Institute of Management
3
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Trinity College Dublin / Department of Economics
1
University of British Columbia / Finance Division
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
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Journal of economic dynamics & control
18
International journal of theoretical and applied finance
17
Quantitative finance
15
European journal of operational research : EJOR
11
Finance and stochastics
11
Annals of finance
10
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Asia-Pacific financial markets
8
Journal of banking & finance
8
The European journal of finance
8
Computational economics
7
Finance research letters
7
The review of financial studies
7
Journal of econometrics
6
NBER working paper series
6
Quantitative economics : QE ; journal of the Econometric Society
6
Research paper series / Swiss Finance Institute
6
The journal of finance : the journal of the American Finance Association
6
Economic modelling
5
Journal of mathematical finance
5
NBER Working Paper
5
SFB 649 discussion paper
5
Swiss Finance Institute Research Paper
5
The journal of computational finance
5
Working papers / Innocenzo Gasparini Institute for Economic Research
5
Applied mathematical finance
4
CREATES research paper
4
ERIM report series research in management
4
Econometric reviews
4
Financial engineering
4
International review of financial analysis
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic theory
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Economics letters
3
FEDS Working Paper
3
International journal of financial engineering
3
Journal of empirical finance
3
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ECONIS (ZBW)
558
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1
Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A.
-
1994
Persistent link: https://www.econbiz.de/10000886147
Saved in:
2
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
3
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000981017
Saved in:
4
A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Wilhelm, Jochen
-
1998
Persistent link: https://www.econbiz.de/10000982111
Saved in:
5
Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10000982152
Saved in:
6
Option pricing with stochastic bond prices
Solnik, Bruno
;
Henrotte, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000759158
Saved in:
7
The effects of stochastic inflation on asset prices
Labadie, Pamela
-
1988
Persistent link: https://www.econbiz.de/10000765366
Saved in:
8
Stochastic inflation and the equity premium
Labadie, Pamela
-
1989
Persistent link: https://www.econbiz.de/10000767318
Saved in:
9
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
10
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000659972
Saved in:
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