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CAPM
Theorie
625,691
Theory
610,789
USA
45,729
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44,423
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44,094
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43,750
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32,450
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13,573
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13,533
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13,303
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13,104
Kredit
13,076
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13,005
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12,835
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12,772
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12,705
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12,493
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Fabozzi, Frank J.
50
Stambaugh, Robert F.
50
Campbell, John Y.
49
Ferson, Wayne E.
45
Hens, Thorsten
45
Jarrow, Robert A.
43
Cochrane, John H.
42
Zhang, Lu
39
Bekaert, Geert
37
Hansen, Lars Peter
35
Jagannathan, Ravi
34
Lo, Andrew W.
33
Zaremba, Adam
33
Harvey, Campbell R.
32
Madan, Dilip B.
32
Zin, Stanley E.
31
He, Xue-zhong
30
Hull, John
30
Kan, Raymond
30
Zhou, Guofu
30
Chiarella, Carl
29
Lee, Cheng F.
28
Robotti, Cesare
28
Longstaff, Francis A.
27
Bossaerts, Peter L.
26
Yaron, Amir
26
Gagliardini, Patrick
25
Gouriéroux, Christian
24
Hommes, Cars H.
24
Kelly, Bryan T.
24
Korajczyk, Robert A.
24
Pástor, Ľuboš
24
Duffie, Darrell
23
Fama, Eugene F.
23
Renault, Eric
23
Bansal, Ravi
22
Dumas, Bernard
22
Epstein, Larry G.
22
Lettau, Martin
22
Pedersen, Lasse Heje
22
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
7
Institute of Finance and Accounting <London>
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University of Chicago / Center for Research in Security Prices
6
Chambre de commerce et d'industrie de Paris
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Rodney L. White Center for Financial Research
5
Centre for Analytical Finance <Århus>
4
Deutsche Forschungsgemeinschaft
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Erasmus Research Institute of Management
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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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
Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
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International Center for Financial Asset Management and Engineering
3
Stanford Institute for Economic Policy Research
3
University of British Columbia / Finance Division
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École des Hautes Études Commerciales <Lausanne>
3
Bank of England / Monetary Analysis Division
2
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
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
Nationalekonomiska Institutionen <Lund>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
University of California Los Angeles / Department of Economics
2
University of Cambridge / Department of Applied Economics
2
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NBER working paper series
239
Working paper / National Bureau of Economic Research, Inc.
199
Journal of financial economics
193
NBER Working Paper
174
The journal of finance : the journal of the American Finance Association
174
Journal of banking & finance
164
The review of financial studies
158
Journal of economic dynamics & control
136
Finance research letters
122
Journal of empirical finance
102
Management science : journal of the Institute for Operations Research and the Management Sciences
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Journal of financial and quantitative analysis : JFQA
77
Economics letters
71
Research paper series / Swiss Finance Institute
69
International review of financial analysis
67
International review of economics & finance : IREF
63
Journal of monetary economics
59
Discussion paper / Centre for Economic Policy Research
57
Finance and stochastics
57
International journal of theoretical and applied finance
57
Journal of economic theory
57
Journal of econometrics
52
Applied economics
51
The North American journal of economics and finance : a journal of financial economics studies
51
Review of quantitative finance and accounting
50
Annals of finance
49
Economic modelling
49
The European journal of finance
48
The journal of futures markets
48
Discussion papers / CEPR
46
The journal of portfolio management : a publication of Institutional Investor
46
Journal of international money and finance
45
Swiss Finance Institute Research Paper
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Advances in futures and options research : a research annual
41
Journal of international financial markets, institutions & money
41
Working paper
41
Finance and economics discussion series
40
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ECONIS (ZBW)
11,558
EconStor
43
OLC EcoSci
8
RePEc
2
Showing
1
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10
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1
On correlation and default clustering in
credit
markets
Berndt, Antje
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
The review of financial studies
23
(
2010
)
7
,
pp. 2680-2729
Persistent link: https://www.econbiz.de/10003992037
Saved in:
2
PDE approach to the valuation and hedging of basket
credit
derivatives
Rutkowski, Marek
;
Yousiph, Khan
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1261-1285
Persistent link: https://www.econbiz.de/10003632076
Saved in:
3
BSLP: Markovian bivariate spread-loss model for portfolio
credit
derivatives
Arnsdorf, Matthias
;
Halperin, Igor
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 77-107
Persistent link: https://www.econbiz.de/10009534630
Saved in:
4
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
5
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
6
Intensity Gamma : a new approach to pricing portfolio
credit
derivatives
Joshi, Mark S.
(
contributor
);
Stacey, Alan M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297306
Saved in:
7
Factor copula model for portfolio
credit
risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
Debt collateralization, capital structure, and maximal leverage
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory : official journal of the Society for …
70
(
2020
)
2
,
pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
Saved in:
9
The impact of asset price bubbles on
credit
risk measures
Jacobs, Michael <Jr.>
- In:
Inventi impact: emerging economies
(
2016
)
3
,
pp. 160-175
Persistent link: https://www.econbiz.de/10011567800
Saved in:
10
Boom-bust cycles : leveraging, complex securities, and asset prices
Semmler, Willi
;
Bernard, Lucas
- In:
Journal of economic behavior & organization : JEBO
81
(
2012
)
2
,
pp. 442-465
Persistent link: https://www.econbiz.de/10009626477
Saved in:
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