Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The underlying dynamics of cre...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Portfolio-Management
44,287
Portfolio selection
43,942
Theorie
26,005
Theory
25,640
Kreditrisiko
20,478
Credit risk
20,315
ARCH-Modell
10,614
ARCH model
10,433
Kapitaleinkommen
9,131
Capital income
9,110
Volatilität
8,617
Volatility
8,531
Schätzung
6,855
Estimation
6,709
Risikomanagement
6,158
Risiko
5,886
Risk
5,883
Risk management
5,818
USA
5,761
Anlageverhalten
5,681
Behavioural finance
5,580
United States
5,568
Welt
5,152
Börsenkurs
5,075
World
5,074
Share price
5,011
Kreditgeschäft
4,557
Aktienmarkt
4,528
Stock market
4,471
Bank lending
4,396
Finanzkrise
3,943
Financial crisis
3,925
Investmentfonds
3,880
Risikomaß
3,872
Risk measure
3,833
Bank
3,820
Investment Fund
3,819
Kapitalanlage
3,736
Prognoseverfahren
3,698
more ...
less ...
Online availability
All
Free
1,455
Undetermined
1,249
Type of publication
All
Article
2,488
Book / Working Paper
1,864
Journal
13
Type of publication (narrower categories)
All
Article in journal
2,345
Aufsatz in Zeitschrift
2,345
Graue Literatur
696
Non-commercial literature
696
Working Paper
625
Arbeitspapier
611
Hochschulschrift
167
Thesis
129
Aufsatz im Buch
127
Book section
127
Lehrbuch
47
Collection of articles written by one author
43
Sammlung
43
Collection of articles of several authors
41
Sammelwerk
41
Textbook
40
Aufsatzsammlung
24
Bibliografie enthalten
23
Bibliography included
23
Konferenzschrift
15
Glossar enthalten
12
Glossary included
12
Conference paper
11
Konferenzbeitrag
11
Conference proceedings
10
Systematic review
8
Übersichtsarbeit
8
Handbook
5
Handbuch
5
Forschungsbericht
4
Mehrbändiges Werk
4
Multi-volume publication
4
Reprint
4
Festschrift
3
Amtsdruckschrift
2
Bibliografie
2
Government document
2
Guidebook
2
Ratgeber
2
Accompanied by computer file
1
more ...
less ...
Language
All
English
4,247
German
89
French
12
Italian
11
Danish
2
Spanish
2
Undetermined
2
Afrikaans
1
Hungarian
1
more ...
less ...
Author
All
Fabozzi, Frank J.
40
Zaremba, Adam
29
Hens, Thorsten
20
Lo, Andrew W.
19
Ang, Andrew
18
Ferson, Wayne E.
18
Jarrow, Robert A.
16
Lee, Cheng F.
16
Kelly, Bryan T.
15
Bossaerts, Peter L.
14
He, Xue-zhong
14
Bekaert, Geert
13
Blitz, David
13
Evstigneev, Igor V.
13
Lioui, Abraham
13
Longstaff, Francis A.
13
Platen, Eckhard
13
Stambaugh, Robert F.
13
Uppal, Raman
13
Cochrane, John H.
12
Pedersen, Lasse Heje
12
Santa-Clara, Pedro
12
Zhang, Lu
12
Grobys, Klaus
11
Kakushadze, Zura
11
Pástor, Ľuboš
11
Satchell, Stephen
11
Bodie, Zvi
10
Dindo, Pietro
10
Elton, Edwin J.
10
Hsu, Jason C.
10
Levy, Moshe
10
Malamud, Semyon
10
Sentana, Enrique
10
Siegel, Andrew F.
10
Baele, Lieven
9
Bottazzi, Giulio
9
Hou, Kewei
9
Kan, Raymond
9
Markowitz, Harry
9
more ...
less ...
Institution
All
National Bureau of Economic Research
67
Institute of Finance and Accounting <London>
3
Nationalekonomiska Institutionen <Lund>
2
University of California Los Angeles / Department of Economics
2
Western Finance Association
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Association for Investment Management and Research
1
Australian National University / Faculty of Economics and Commerce
1
Bonn Graduate School of Economics
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
David Eccles School of Business
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
Friedrich-Schiller-Universität Jena
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Graduate School of Business Administration, Seattle, Wash.
1
Gruppo IMI <Rom>
1
Institut for Finansiering <Frederiksberg>
1
Institut für Höhere Studien
1
Institut für Wirtschaftswissenschaften <Wien>
1
Instituto Valenciano de Investigaciones Económicas
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
International Workshop on Financial Engineering <2009, Tokio>
1
Københavns Universitet / Økonomisk Institut
1
Leonard N. Stern School of Business
1
MASTER CONSULTORES
1
Michael G. Foster School of Business
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
Salomon Brothers Center for the Study of Financial Institutions
1
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> / Projektbereich Variable und Informationsabhängige Strukturen
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
more ...
less ...
Published in...
All
Journal of banking & finance
79
Journal of financial economics
71
Finance research letters
69
NBER working paper series
66
Journal of empirical finance
60
Working paper / National Bureau of Economic Research, Inc.
51
International review of financial analysis
46
International review of economics & finance : IREF
41
The review of financial studies
41
NBER Working Paper
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
The journal of asset management
35
The journal of portfolio management : a publication of Institutional Investor
35
Journal of economic dynamics & control
34
The journal of finance : the journal of the American Finance Association
33
Applied economics
31
Economic modelling
29
Journal of international financial markets, institutions & money
29
Journal of investment management : JOIM
29
Research paper series / Swiss Finance Institute
29
The European journal of finance
28
Quantitative finance
26
Discussion papers / CEPR
25
International journal of theoretical and applied finance
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
European journal of operational research : EJOR
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of financial and quantitative analysis : JFQA
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Annals of finance
20
Journal of risk and financial management : JRFM
20
Pacific-Basin finance journal
20
Finance and stochastics
19
Journal of econometrics
18
Research in international business and finance
18
Swiss Finance Institute Research Paper
18
Applied financial economics
17
Financial markets and portfolio management
17
Journal of financial markets
17
Review of quantitative finance and accounting
17
more ...
less ...
Source
All
ECONIS (ZBW)
4,344
EconStor
14
OLC EcoSci
5
RePEc
2
Showing
1
-
10
of
4,365
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lévy processes for the valuation of CDO tranches
Moosbrucker, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 293-318)
.
2008
Persistent link: https://www.econbiz.de/10003918723
Saved in:
2
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:
3
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
4
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:
5
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:
6
Market share and risk taking : the role of collateral asset managers in the collapse of the arbitrage CDO market
Mählmann, Thomas
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 273-303
Persistent link: https://www.econbiz.de/10011595589
Saved in:
7
Secured loans and risky assets in a monetary economy
Chu, Yuchi
;
Li, Yiting
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
2/3
,
pp. 395-427
Persistent link: https://www.econbiz.de/10014544028
Saved in:
8
Essays on financial integration and risk sharing among EMU members
Balli, Faruk
-
2007
Persistent link: https://www.econbiz.de/10009696669
Saved in:
9
Factor distributions implied by quoted CDO spreads
Schlögl, Erik
;
Schlögl, Lutz
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 217-234)
.
2009
Persistent link: https://www.econbiz.de/10003787605
Saved in:
10
CDO valuation
Federico, Santa
;
Petrelli, Andrea
;
Zhang, Jun
;
Kapoor, Vivek
- In:
Credit derivative strategies : new thinking on managing …
,
(pp. 167-173)
.
2007
Persistent link: https://www.econbiz.de/10003547054
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
