Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Incorporating model uncertaint...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
53
Theory
53
Mathematical programming
18
Mathematische Optimierung
18
Option pricing theory
17
Optionspreistheorie
17
Portfolio selection
16
Portfolio-Management
16
Stochastic process
16
Stochastischer Prozess
16
USA
12
United States
12
Credit risk
10
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
Estimation
10
Risiko
10
Risikomaß
10
Risk
10
Schätzung
10
Kreditrisiko
9
Risikoaversion
8
Risk aversion
8
Risk measure
8
Volatility
8
Volatilität
8
Börsenkurs
7
Share price
7
Aktienmarkt
6
Capital income
6
Climate change
6
Derivat
6
Derivative
6
Hedging
6
Interest rate
6
Kapitaleinkommen
6
Klimawandel
6
Markov chain
6
Markov-Kette
6
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
14
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
15
Author
All
Hung, Mao-Wei
15
Chang, Jow-ran
3
Chou, Peter Shyan-rong
3
Wang, Jr-Yan
3
Errunza, Vihang R.
2
Guo, Jia-hau
2
Hogan, Kedreth C.
2
Jan, Yin-ching
2
Jan, Yin-Ching
1
Ko, Yi-Chen
1
Lee, Cheng F.
1
Lord, Roger
1
Wang, Hsiao-Chuan
1
Wang, Jr-yan
1
Wang, Ken P. Y.
1
Yen, Ju-Fang
1
more ...
less ...
Published in...
All
Applied mathematical finance
2
Review of quantitative finance and accounting
2
Applied economics
1
Applied financial economics
1
European financial management : the journal of the European Financial Management Association
1
Global finance journal
1
International journal of business
1
International journal of theoretical and applied finance
1
Review of Pacific Basin financial markets and policies
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The interaction between nonexpected utility and asymmetric market fundamentals
Hung, Mao-Wei
- In:
The journal of finance : the journal of the American …
49
(
1994
)
1
,
pp. 325-343
Persistent link: https://www.econbiz.de/10001169029
Saved in:
2
An intertemporal international asset pricing model : theory and empirical evidence
Chang, Jow-ran
;
Errunza, Vihang R.
;
Hogan, Kedreth C.
; …
- In:
European financial management : the journal of the …
11
(
2005
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003061712
Saved in:
3
A note on the discontinuity problem in Heston's stochastic volatility model
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 339-345
Persistent link: https://www.econbiz.de/10003543045
Saved in:
4
Comment on: A note on the discontinuity problem in Heston's stochastic volatility model
Lord, Roger
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 373-376
Persistent link: https://www.econbiz.de/10008653251
Saved in:
5
Loss aversion and the term structure of interest rates
Hung, Mao-Wei
;
Wang, Jr-yan
- In:
Applied economics
43
(
2011
)
28/30
,
pp. 4623-4640
Persistent link: https://www.econbiz.de/10009388069
Saved in:
6
Asset prices under prospect theory and habit formation
Hung, Mao-Wei
;
Wang, Jr-Yan
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10002712022
Saved in:
7
The world price of exchange risk in the Pacific Basin equity markets
Chou, Peter Shyan-rong
;
Jan, Yin-ching
;
Hung, Mao-Wei
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 361-370
Persistent link: https://www.econbiz.de/10001688812
Saved in:
8
Pricing convertible bonds subject to default risk
Hung, Mao-Wei
;
Wang, Jr-Yan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001745235
Saved in:
9
Market segmentation and noise trader risk
Errunza, Vihang R.
;
Hogan, Kedreth C.
;
Hung, Mao-Wei
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10001488355
Saved in:
10
An international asset pricing model with time-varying hedging risk
Chang, Jow-ran
;
Hung, Mao-Wei
- In:
Review of quantitative finance and accounting
15
(
2000
)
3
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001537840
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
