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CAPM
Theorie
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Fabozzi, Frank J.
51
Stambaugh, Robert F.
50
Campbell, John Y.
49
Ferson, Wayne E.
45
Hens, Thorsten
45
Cochrane, John H.
42
Jarrow, Robert A.
42
Zhang, Lu
39
Bekaert, Geert
37
Hansen, Lars Peter
35
Zaremba, Adam
35
Jagannathan, Ravi
34
Harvey, Campbell R.
32
Madan, Dilip B.
31
Zin, Stanley E.
31
He, Xue-zhong
30
Kan, Raymond
30
Zhou, Guofu
30
Hull, John
29
Lo, Andrew W.
29
Robotti, Cesare
29
Chiarella, Carl
28
Longstaff, Francis A.
28
Yaron, Amir
26
Bossaerts, Peter L.
25
Gagliardini, Patrick
25
Hommes, Cars H.
24
Kelly, Bryan T.
24
Korajczyk, Robert A.
24
Pástor, Ľuboš
24
Duffie, Darrell
23
Fama, Eugene F.
23
Kogan, Leonid
23
Renault, Eric
23
Bansal, Ravi
22
Dumas, Bernard
22
Epstein, Larry G.
22
Gouriéroux, Christian
22
Lee, Cheng F.
22
Lettau, Martin
22
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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University of Chicago / Center for Research in Security Prices
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Centre for Analytical Finance <Århus>
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Erasmus Research Institute of Management
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Springer Fachmedien Wiesbaden
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Deutsche Forschungsgemeinschaft
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Econometrisch Instituut <Rotterdam>
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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
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Stanford Institute for Economic Policy Research
3
University of British Columbia / Finance Division
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École des Hautes Études Commerciales <Lausanne>
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve System / Board of Governors
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INSEAD
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Institut for Finansiering <Frederiksberg>
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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
242
Working paper / National Bureau of Economic Research, Inc.
198
Journal of financial economics
187
NBER Working Paper
174
The journal of finance : the journal of the American Finance Association
173
Journal of banking & finance
156
The review of financial studies
154
Journal of economic dynamics & control
134
Finance research letters
113
Journal of empirical finance
104
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Management science : journal of the Institute for Operations Research and the Management Sciences
77
Journal of financial and quantitative analysis : JFQA
76
Economics letters
71
Research paper series / Swiss Finance Institute
70
International review of financial analysis
69
International review of economics & finance : IREF
66
Journal of monetary economics
60
Discussion paper / Centre for Economic Policy Research
57
Finance and stochastics
57
Journal of economic theory
57
International journal of theoretical and applied finance
54
Applied economics
51
Journal of econometrics
51
Review of quantitative finance and accounting
51
Economic modelling
50
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of international money and finance
47
The journal of portfolio management : a publication of Institutional Investor
47
Annals of finance
46
Swiss Finance Institute Research Paper
44
The European journal of finance
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Journal of international financial markets, institutions & money
42
Discussion papers / CEPR
41
The journal of futures markets
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Working paper
41
The journal of asset management
39
Finance and economics discussion series
38
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Source
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ECONIS (ZBW)
11,410
EconStor
44
OLC EcoSci
8
RePEc
3
Showing
1
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1
Valuing fixed rate
mortgage
loans with default and prepayment options
Dunsky, Robert M.
;
Ho, Thomas S. Y.
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
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
Essays on credit risk, interest rate risk and macroeconomic risk
Hou, Yuanfeng
-
2003
Persistent link: https://www.econbiz.de/10003628359
Saved in:
4
Interest Rate Risk of Zero-Coupon
Bond
Prices on Bombay Stock Exchange (BSE) –Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk
Asgari Alouj, Hosein
-
2019
Persistent link: https://www.econbiz.de/10012863990
Saved in:
5
Interest Rate Risk of Zero-Coupon
Bond
Prices on National Stock Exchange (NSE) – Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk
Maleki Nia, Nahid
-
2019
related indirectly and insignificantly to the immunization risk inherent in a
bond
portfolio. The main goal of this study is …
Persistent link: https://www.econbiz.de/10012864002
Saved in:
6
Interest Rate Risk of Zero-Coupon
Bond
Prices on Bombay Stock Exchange (BSE) –Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk
Asgari Alouj, Hosein
-
2019
Persistent link: https://www.econbiz.de/10012864051
Saved in:
7
The mean-variance (in)efficiency of duration-based immunization
François, Pascal
;
Moraux, Franck
- In:
International review of finance : the official journal …
24
(
2024
)
2
,
pp. 253-290
Persistent link: https://www.econbiz.de/10014575525
Saved in:
8
Implied prepayment in agency passing-through
mortgage
backed securities
Shao, Haimei
;
Yong, Jiongmin
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011778264
Saved in:
9
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:
10
Systematic risk and yield premiums in the
bond
market
Fu, Liang
;
Murphy, Austin
;
Benzschawei, Terry
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
Saved in:
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