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CAPM
Theorie
281
Theory
280
Credit risk
73
Kreditrisiko
72
USA
69
United States
68
Derivat
55
Derivative
55
Yield curve
46
Zinsstruktur
46
Finanzkrise
44
Option pricing theory
44
Optionspreistheorie
44
Portfolio selection
43
Portfolio-Management
43
Financial crisis
41
Börsenkurs
40
OTC market
40
OTC-Handel
40
Share price
39
Welt
36
World
36
Financial market
33
Finanzmarkt
33
China
32
Insolvency
30
Insolvenz
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Bubbles
29
Spekulationsblase
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Wertpapierhandel
29
Securities trading
27
Asymmetric information
25
Asymmetrische Information
25
Estimation
25
Risiko
25
Risk
25
Schätzung
25
Bank risk
24
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English
77
Spanish
1
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Jarrow, Robert A.
38
Duffie, Darrell
35
Singleton, Kenneth J.
9
Pedersen, Lasse Heje
5
Pan, Jun
4
Protter, Philip E.
4
Wei Yang
4
Heath, David C.
3
Madan, Dilip B.
3
Morton, Andrew J.
3
Epstein, Larry G.
2
Garleanu, Nicolae
2
Gârleanu, Nicolae
2
Kōnstantinidēs, Giōrgos
2
Wells, Martin T.
2
Yildirim, Yildiray
2
Zame, William R.
2
Zhu, Liao
2
Basu, Sumanta
1
Battig, Robert J.
1
Choi, Soon Hyeok
1
Christopoulos, Andreas D.
1
Constantinides, George M.
1
Da, Zhi
1
Deventer, Donald R. van
1
Eisenberg, Laurence K.
1
Garman, Mark B.
1
Guo, Xin
1
Hsu, Po-Hsuan
1
Jacquier, Eric
1
Janosi, Tibor
1
Jarrow, Robert
1
Jin, Xing
1
Kwok, Simon Sai Man
1
Lamichhane, Sujan
1
Li, Li
1
Mesler, Mark
1
Protter, Philip
1
Roch, Alexandre F.
1
Singleton, Kenneth
1
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National Bureau of Economic Research
3
Økonomisk Institut, Københavns Universitet
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Mathematics and financial economics
4
The journal of finance : the journal of the American Finance Association
4
Finance research letters
3
Journal of financial and quantitative analysis : JFQA
3
The quarterly journal of finance
3
The review of financial studies
3
Annals of finance
2
Finance and stochastics
2
Financial markets and asset pricing
2
International journal of theoretical and applied finance
2
Journal of financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
NBER Working Paper
2
NBER working paper series
2
The financial review : the official publication of the Eastern Finance Association
2
Working paper / National Bureau of Economic Research, Inc.
2
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
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1
Discussion papers / Institute of Economics, University of Copenhagen
1
European finance review : the official journal of the European Finance Association
1
Financial engineering
1
Handbook of mathematical economics : volume 4
1
Handbook of mathematical economics ; Vol. 4
1
Hitotsubashi journal of economics
1
Información comercial española / Cuadernos económicos
1
International journal of theoretical and applied finance : IJTAF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Journal of money, credit and banking : JMCB
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER technical working paper series
1
Princeton Lectures in Finance
1
Princeton Lectures in Finance Ser
1
Princeton lectures in finance
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
78
RePEc
1
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1
Intertemporal substitution and equity premium
Wei Yang
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 403-445
Persistent link: https://www.econbiz.de/10011590604
Saved in:
2
Asset pricing with long-run risk in leisure and consumption
Wei Yang
-
2010
-
This draft: March 2010
Persistent link: https://www.econbiz.de/10003955436
Saved in:
3
Long-run risk in durable consumption
Wei Yang
- In:
Journal of financial economics
102
(
2011
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10009308293
Saved in:
4
Household production and asset prices
Da, Zhi
;
Wei Yang
;
Yun, Hayong
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
Saved in:
5
A CAPM with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
6
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
7
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
Saved in:
8
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
Saved in:
9
Dynamic asset pricing theory
Duffie, Darrell
-
1992
Persistent link: https://www.econbiz.de/10000322723
Saved in:
10
The theory of value in security markets
Duffie, Darrell
-
1991
Persistent link: https://www.econbiz.de/10001328996
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