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CAPM
Valuation
979
valuation
865
options
414
Options
392
Theorie
247
Theory
234
Optionspreistheorie
225
Option pricing theory
219
Unternehmensbewertung
217
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184
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177
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144
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140
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139
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133
Börsenkurs
123
Share price
121
Portfolio-Management
84
Portfolio selection
82
Risk
82
Hedging
75
Willingness to pay
75
Bewertung
73
Financial analysis
73
Finanzanalyse
73
Schätzung
70
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70
Estimation
69
Capital income
68
Kapitaleinkommen
68
Risiko
65
futures
56
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55
Risk management
55
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54
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52
United States
51
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50
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Bartram, Söhnke M.
3
Dessaint, Olivier
3
Grinblatt, Mark
3
Olivier, Jacques
3
Thesmar, David
3
Hanif, Muhammad
2
Magni, Carlo Alberto
2
Otto, Clemens A.
2
Albrecher, Hansjörg
1
Altay-Salih, Aslihan
1
Arellano, Fernando
1
Arisoy, Yakup Eser
1
Ashfaq, Hafsa
1
Bartholdy, Jan
1
Bauer, Daniel
1
Bellalah, Mondher
1
Berger, Tino
1
Berndt, Thomas
1
Bogatyrev, S. Yu.
1
Bogatyrev, Semen Yurievich
1
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1
Bukhvalov, Alexander V.
1
Callen, Jeffrey L.
1
Chang, Wei
1
Chen, Yi-Hsuan
1
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1
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1
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1
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1
Dey, Prithviraj
1
DiLellio, James A.
1
Diro Ejara, Demissew
1
Dobrynin, Sergey Sergeevich
1
Dsouza, Suzan
1
Dyer, James S.
1
Dörries, Julian
1
Echterling, Fabian
1
Eierle, Brigitte
1
Eisele, Karl-Theodor
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Booth, Richard A., Marbury Research Professor of Law
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
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1
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Abacus : a journal of accounting, finance and business studies
2
Asian journal of management cases
2
International journal of theoretical and applied finance
2
Journal of business valuation and economic loss analysis
2
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2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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2
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1
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1
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1
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1
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Future Business Journal
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1
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1
International journal of accounting and finance
1
International journal of economic perspectives : IJEP
1
International journal of financial engineering
1
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1
Job market paper
1
Journal of business economics : JBE
1
Journal of economic dynamics & control
1
Journal of education for business
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of investment management : JOIM
1
Journal of real estate research : JRER ; a publication of the American Real Estate Society
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Operations research letters
1
Pakistan Journal of Commerce and Social Sciences (PJCSS)
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ECONIS (ZBW)
62
RePEc
5
BASE
1
EconStor
1
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1
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
2
Financial history and financial economics
Turner, John D.
-
2014
This essay looks at the bidirectional relationship between financial history and financial economics. It begins by giving a brief history of financial economics by outlining the main topics of interest to financial economists. It then documents and explains the increasing influence of financial...
Persistent link: https://www.econbiz.de/10010347674
Saved in:
3
Does the pricing kernel anomaly reflect forward looking beliefs?
Sala, Carlo
-
2015
precision parameter of the DP process is calibrated to the amount of trading activity in deep-out-of-the-money
options
. We use …
Persistent link: https://www.econbiz.de/10011506354
Saved in:
4
Option-implied term structures
Vogt, Erik
-
2014
The illiquidity of long-maturity
options
has made it difficult to study the term structures of option spanning … long-maturity illiquidity. By building a sieve estimator around the risk-neutral
valuation
equation, the framework …
Persistent link: https://www.econbiz.de/10010459730
Saved in:
5
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
6
Optimal multi-period consumption and investment with short-sale constraints
Arisoy, Yakup Eser
;
Altay-Salih, Aslihan
;
Pınar, Mustafa Ç
- In:
Finance research letters
11
(
2014
)
1
,
pp. 16-24
Persistent link: https://www.econbiz.de/10010393634
Saved in:
7
Valuation
of callable/putable corporate bonds in a one-factor lognormal interest-rate model
Goldberg, Robert S.
;
Ronn, Ehud I.
;
Xu, Liying
- In:
The journal of fixed income : JFI
31
(
2021
)
1
,
pp. 80-95
Persistent link: https://www.econbiz.de/10012613114
Saved in:
8
Moment risk premiums in option markets : on measurement, structure, and investment implications
Dörries, Julian
-
2021
Rationale Anleger sind im Allgemeinen risikoavers. Eine wichtige Implikation dieser Risikoaversion ist, dass Anleger für bestimmte Risiken, die sie eingehen, eine Kompensation verlangen – Risikoprämien. Ein Beispiel für solche Risikoprämien sind Momentenrisikoprämien. Sie sind definiert...
Persistent link: https://www.econbiz.de/10012816290
Saved in:
9
The incremental information content of innovations in implied idiosyncratic volatility
Moll, Cliff R.
;
Huffman, Stephen P.
- In:
Review of financial economics : RFE
30
(
2016
),
pp. 33-44
Persistent link: https://www.econbiz.de/10011579946
Saved in:
10
Shadow costs of incomplete information and short sales in the
valuation
of the firm and its assets
Bellalah, Mondher
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 406-419
Persistent link: https://www.econbiz.de/10011672986
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