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Verhulst model with Lévy white...
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CAPM
Stochastischer Prozess
16,918
Stochastic process
16,741
Theorie
9,431
Theory
9,419
Volatilität
3,815
Volatility
3,812
Optionspreistheorie
3,194
Option pricing theory
3,188
Mathematical programming
2,083
Mathematische Optimierung
2,083
Portfolio selection
1,472
Portfolio-Management
1,472
Estimation
1,430
Schätzung
1,428
Zeitreihenanalyse
1,404
Time series analysis
1,400
Estimation theory
1,024
Schätztheorie
1,024
Markov chain
877
Markov-Kette
877
Risk
818
Risiko
813
Simulation
742
Börsenkurs
660
Share price
658
Prognoseverfahren
655
Statistical distribution
655
Statistische Verteilung
655
Forecasting model
654
Derivat
640
Derivative
640
Monte-Carlo-Simulation
589
Monte Carlo simulation
588
United States
583
USA
582
Dynamic programming
562
Capital income
560
Kapitaleinkommen
560
Zinsstruktur
559
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Free
186
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153
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Article
341
Book / Working Paper
224
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328
Aufsatz in Zeitschrift
328
Graue Literatur
104
Non-commercial literature
104
Arbeitspapier
97
Working Paper
97
Hochschulschrift
22
Thesis
17
Aufsatz im Buch
15
Book section
15
Lehrbuch
7
Collection of articles written by one author
6
Sammlung
6
Textbook
6
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
3
Conference proceedings
2
Einführung
2
Systematic review
2
Übersichtsarbeit
2
Adressbuch
1
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Directory
1
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1
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1
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Language
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English
557
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
Kan, Raymond
4
Lynch, Anthony W.
4
Madan, Dilip B.
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Račev, Svetlozar T.
4
Rubio, Gonzalo
4
Schornick, Astrid V.
4
Zagst, Rudi
4
Ballotta, Laura
3
Dai, Qiang
3
Filipović, Damir
3
Grishchenko, Olesya V.
3
Heston, Steven L.
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
10
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
Journal of econometrics
7
The review of financial studies
7
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
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
Management science : journal of the Institute for Operations Research and the Management Sciences
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)
565
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1
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565
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1
R 2 and idiosyncratic risk are not interchangeable
Li, Bin
;
Rajgopal, Shivaram
;
Venkatachalam, Mohan
- In:
The accounting review : a publication of the American …
89
(
2014
)
6
,
pp. 2261-2295
Persistent link: https://www.econbiz.de/10010469131
Saved in:
2
Can
noise
create the size and value effects?
Arnott, Robert D.
;
Hsu, Jason C.
;
Liu, Jun
;
Markowitz, Harry
- In:
Management science : journal of the Institute for …
61
(
2015
)
11
,
pp. 2569-2579
Persistent link: https://www.econbiz.de/10011409071
Saved in:
3
Pricing Implications of
Noise
Goulding, Christian L.
;
Santosh, Shrihari
;
Zhang, Xingtan
-
2021
convex in a neighborhood around zero if and only if skewness is positive. The combination of convexity and
noise
produces the …
Persistent link: https://www.econbiz.de/10013220269
Saved in:
4
Fundamental indexation and the Fama-French three factor model : risk assimilation or stock mispricing?
Shi, Xiaofeng
;
Dempsey, Michael
;
Irlicht, Laurence
- In:
Journal of investment management : JOIM
13
(
2015
)
4
,
pp. 57-70
Persistent link: https://www.econbiz.de/10011640358
Saved in:
5
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:
6
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:
7
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:
8
Option pricing with stochastic bond prices
Solnik, Bruno
;
Henrotte, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000759158
Saved in:
9
The effects of stochastic inflation on asset prices
Labadie, Pamela
-
1988
Persistent link: https://www.econbiz.de/10000765366
Saved in:
10
Stochastic inflation and the equity premium
Labadie, Pamela
-
1989
Persistent link: https://www.econbiz.de/10000767318
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