//--> //--> //--> //-->
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
A Two Factor No-Arbitrage Mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
76
Theory
72
Liquidity
39
Kreditrisiko
29
Liquidität
29
Credit risk
28
Börsenkurs
25
Optionspreistheorie
25
Derivat
24
Derivative
24
Share price
24
Credit derivative
23
Kreditderivat
23
Option pricing theory
23
Risiko
22
Coronavirus
21
Risk
19
Yield curve
19
Zinsstruktur
19
Interest rate derivative
16
Zinsderivat
16
Corporate bond
15
EU countries
15
EU-Staaten
15
Unternehmensanleihe
15
Financial crisis
13
Geldpolitik
13
Japan
13
Monetary policy
13
USA
13
United States
13
Financial market
12
Finanzkrise
12
Finanzmarkt
12
Market liquidity
12
Marktliquidität
12
Portfolio-Management
12
Risikoaversion
12
Welt
12
more ...
less ...
Type of publication
All
Article
8
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Working Paper
2
Rezension
1
Language
All
English
12
Author
All
Subrahmanyam, Marti G.
11
Stapleton, Richard C.
6
Chacko, George
1
Chan, Justin S. P.
1
Eom, Young Ho
1
Gaur, Vishal
1
Gupta, Anurag
1
Hong, Dong
1
Mahanti, Sriketan
1
Mallik, Gaurav
1
Milne, Frank
1
Nashikkar, Amrut
1
Poon, Ser-Huang
1
Satchell, Stephen
1
Seshadri, Sridhar
1
Uno, Jun
1
more ...
less ...
Published in...
All
Journal of financial economics
2
Working paper / European Institute for Advanced Studies in Management
2
Australian journal of management
1
Contemporary studies in economic and financial analysis
1
Journal of banking & finance
1
Journal of economic literature
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford finance Series
1
The journal of fixed income
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Capital market equilibrium and corporate financial decisions
Stapleton, Richard C.
-
1980
Persistent link: https://www.econbiz.de/10000050093
Saved in:
2
The intertemporal behaviour of asset prices and the equivalent martingale measure for the valuation of contingent claims
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1989
Persistent link: https://www.econbiz.de/10000760810
Saved in:
3
Risk aversion and the intertemporal behaviour of asset prices
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1988
Persistent link: https://www.econbiz.de/10000776807
Saved in:
4
The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen
- In:
Australian journal of management
22
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
Saved in:
5
Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C.
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
Saved in:
6
[Rezension von: Milne, Frank, Finance theory and asset pricing]
Subrahmanyam, Marti G.
- In:
Journal of economic literature
34
(
1996
)
4
,
pp. 1972-1974
Persistent link: https://www.econbiz.de/10001348656
Saved in:
7
Asset pricing in discrete time : a complete markets approach
Poon, Ser-Huang
;
Stapleton, Richard C.
-
2005
-
1. publ.
Persistent link: https://www.econbiz.de/10002064666
Saved in:
8
Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001252726
Saved in:
9
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
10
Securitization and real investment in incomplete markets
Gaur, Vishal
;
Seshadri, Sridhar
;
Subrahmanyam, Marti G.
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2180-2196
Persistent link: https://www.econbiz.de/10009428252
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->