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CAPM
Theorie
137
Theory
136
Portfolio selection
74
Portfolio-Management
74
Allgemeines Gleichgewicht
29
General equilibrium
29
Volatilität
25
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24
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22
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22
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21
Anlageverhalten
20
Behavioural finance
20
Risikoprämie
20
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19
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19
Börsenkurs
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portfolio choice
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Estimation
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Schätzung
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Intertemporal allocation
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Intertemporale Allokation
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Kapitalmarkttheorie
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Kaufkraftparität
12
Purchasing power parity
12
Transaction costs
12
Transaktionskosten
12
USA
11
United States
11
Exchange rate
10
Innovation
10
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10
Stochastischer Prozess
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Free
16
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11
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11
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9
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English
33
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Uppal, Raman
17
Wang, Tan
13
Vilkov, Grigory
5
Buss, Adrian
4
Das, Sanjiv R.
4
Epstein, Larry G.
4
Garlappi, Lorenzo
3
Kamstra, Mark J.
3
Kogan, Leonid
3
Kramer, Lisa A.
3
Levi, Maurice D.
3
Dumas, Bernard
2
Kurshev, Alexander
2
Liu, Jun
2
Makarov, Igor
2
Pan, Jun
2
Zaffaroni, Paolo
2
Benzoni, Luca
1
Bhamra, Harjoat S.
1
Boyle, Phelim P.
1
DeMiguel, Victor
1
Dello Preite, Massimo
1
Goldstein, Robert S.
1
Liu, Yu
1
Martin-Utrera, Alberto
1
Plyakha, Yuliya
1
Song, Zhongzhi
1
Wang, Hao
1
Yan, Hong
1
Zhang, Lihong
1
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3
University of British Columbia / Finance Division
2
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3
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2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
The journal of finance : the journal of the American Finance Association
2
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
2
AFA 2012 Chicago Meetings Paper
1
BNP Paribas Hedge Fund Centre working paper series / BNP Paribas Hedge Fund Centre
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
Journal of economic dynamics & control
1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
NBER working paper series
1
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1
Review of asset pricing studies
1
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ECONIS (ZBW)
33
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1
Equilibrium with new investment opportunities
Wang, Tan
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1751-1773
Persistent link: https://www.econbiz.de/10001599255
Saved in:
2
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
;
Wang, Tan
-
1994
Persistent link: https://www.econbiz.de/10000891363
Saved in:
3
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
;
Wang, Tan
-
1992
Persistent link: https://www.econbiz.de/10000868003
Saved in:
4
Seasonally varying preferences : theoretical foundations for an empirical regularity
Kamstra, Mark J.
;
Kramer, Lisa A.
;
Levi, Maurice D.
; …
- In:
Review of asset pricing studies
4
(
2014
)
1
,
pp. 39-77
Persistent link: https://www.econbiz.de/10010399882
Saved in:
5
An equilibrium model of rare-event premia and its implication for option smirks
Liu, Jun
;
Pan, Jun
;
Wang, Tan
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 131-164
Persistent link: https://www.econbiz.de/10002646671
Saved in:
6
An equilibrium model of rare event premia
Liu, Jun
(
contributor
);
Pan, Jun
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714111
Saved in:
7
A simple theory of asset pricing under model uncertainty
Kogan, Leonid
(
contributor
);
Wang, Tan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714112
Saved in:
8
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
2
,
pp. 283-322
Persistent link: https://www.econbiz.de/10001169519
Saved in:
9
Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
Saved in:
10
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
- In:
Journal of economic theory
67
(
1995
)
1
,
pp. 40-82
Persistent link: https://www.econbiz.de/10001189113
Saved in:
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