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CAPM
Stochastischer Prozess
16,888
Stochastic process
16,710
Theorie
9,363
Theory
9,352
Volatilität
3,802
Volatility
3,798
Optionspreistheorie
3,189
Option pricing theory
3,183
Mathematical programming
2,075
Mathematische Optimierung
2,075
Portfolio selection
1,465
Portfolio-Management
1,465
Estimation
1,408
Schätzung
1,405
Zeitreihenanalyse
1,387
Time series analysis
1,380
Estimation theory
1,008
Schätztheorie
1,008
Markov chain
875
Markov-Kette
875
Risk
812
Risiko
807
Simulation
736
Statistical distribution
656
Statistische Verteilung
656
Börsenkurs
649
Forecasting model
647
Prognoseverfahren
647
Share price
647
Derivat
639
Derivative
639
Monte-Carlo-Simulation
589
Monte Carlo simulation
588
United States
572
USA
571
Dynamic programming
559
Bayesian inference
557
Zinsstruktur
556
Yield curve
555
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188
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336
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226
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99
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99
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22
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17
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15
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7
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6
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6
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5
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5
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2
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2
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Aufsatzsammlung
1
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1
Bibliography included
1
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1
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1
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1
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English
554
German
8
Author
All
Campbell, John Y.
9
Guidolin, Massimo
9
Branger, Nicole
6
Christoffersen, Peter F.
6
Post, Thierry
6
Escobar, Marcos
5
Fabozzi, Frank J.
5
Giglio, Stefano
5
Gouriéroux, Christian
5
Polk, Christopher
5
Ravazzolo, Francesco
5
Stambaugh, Robert F.
5
Turley, Robert
5
Wilhelm, Jochen
5
Adrian, Tobias
4
Akira Toda, Alexis
4
Bianchi, Daniele
4
Bianchi, Michele Leonardo
4
Carlson, Murray
4
De Groot, Oliver
4
Fisher, Adlai
4
Forbes, Catherine Scipione
4
Giammarino, Ronald P. M.
4
Hansen, Lars Peter
4
He, Xue-zhong
4
Jacobs, Kris
4
Lynch, Anthony W.
4
Madan, Dilip B.
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Račev, Svetlozar T.
4
Reiß, Markus
4
Rubio, Gonzalo
4
Schornick, Astrid V.
4
Zagst, Rudi
4
Ballotta, Laura
3
Belomestny, Denis
3
Dai, Qiang
3
Filipović, Damir
3
Grishchenko, Olesya V.
3
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National Bureau of Economic Research
6
Erasmus Research Institute of Management
3
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Trinity College Dublin / Department of Economics
1
University of British Columbia / Finance Division
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
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Published in...
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Journal of economic dynamics & control
18
International journal of theoretical and applied finance
17
Quantitative finance
15
European journal of operational research : EJOR
11
Finance and stochastics
11
Annals of finance
10
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Asia-Pacific financial markets
8
Finance research letters
8
Journal of banking & finance
8
The European journal of finance
8
Computational economics
7
The review of financial studies
7
Journal of econometrics
6
NBER working paper series
6
Quantitative economics : QE ; journal of the Econometric Society
6
Research paper series / Swiss Finance Institute
6
The journal of finance : the journal of the American Finance Association
6
Economic modelling
5
Journal of mathematical finance
5
NBER Working Paper
5
SFB 649 discussion paper
5
Swiss Finance Institute Research Paper
5
The journal of computational finance
5
Working papers / Innocenzo Gasparini Institute for Economic Research
5
Applied mathematical finance
4
CREATES research paper
4
ERIM report series research in management
4
Econometric reviews
4
Financial engineering
4
International review of financial analysis
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic theory
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Risks : open access journal
4
Applied economics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Economics letters
3
FEDS Working Paper
3
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ECONIS (ZBW)
562
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1
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1
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
2
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
3
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
4
Option pricing with stochastic bond prices
Solnik, Bruno
;
Henrotte, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000759158
Saved in:
5
The effects of stochastic inflation on asset prices
Labadie, Pamela
-
1988
Persistent link: https://www.econbiz.de/10000765366
Saved in:
6
Stochastic inflation and the equity premium
Labadie, Pamela
-
1989
Persistent link: https://www.econbiz.de/10000767318
Saved in:
7
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000659972
Saved in:
8
A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Wilhelm, Jochen
-
1998
Persistent link: https://www.econbiz.de/10000666335
Saved in:
9
Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Chen, Yu
;
Cosimano, Thomas F.
;
Himonas, Alex A.
- In:
Annals of finance
4
(
2008
)
3
,
pp. 305-344
Persistent link: https://www.econbiz.de/10003714672
Saved in:
10
Does mutual fund performance vary over the business cycle?
Lynch, Anthony W.
(
contributor
); …
-
2007
-
Version: 23. February 2007
Persistent link: https://www.econbiz.de/10003726994
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