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~subject:"CAPM"
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Stochastic models in financial...
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Subject
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CAPM
Theorie
47,746
Theory
46,898
Portfolio-Management
44,309
Portfolio selection
43,964
Risikomanagement
35,370
Risk management
34,295
Asymmetrische Information
20,787
Asymmetric information
20,680
Kreditrisiko
20,494
Credit risk
20,331
Stochastischer Prozess
17,289
Stochastic process
16,843
Risk
11,825
Risiko
11,761
Kapitaleinkommen
8,405
Capital income
8,385
USA
7,710
Risikomaß
7,637
Risk measure
7,554
United States
7,442
Volatilität
7,268
Volatility
7,169
Schätzung
7,037
Estimation
6,863
Welt
6,609
World
6,505
Anlageverhalten
6,270
Behavioural finance
6,156
Bank
6,012
Kreditgeschäft
5,307
Börsenkurs
5,225
Share price
5,154
Bank lending
5,068
Deutschland
4,987
Optionspreistheorie
4,874
Option pricing theory
4,772
Finanzkrise
4,754
Financial crisis
4,715
Germany
4,588
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Free
1,640
Undetermined
1,375
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Article
2,795
Book / Working Paper
2,115
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13
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Article in journal
2,638
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2,638
Graue Literatur
801
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801
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719
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705
Hochschulschrift
198
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157
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139
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139
Lehrbuch
56
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51
Sammlung
51
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49
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49
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48
Bibliografie enthalten
28
Bibliography included
28
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25
Konferenzschrift
18
Conference paper
14
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14
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13
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13
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12
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11
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11
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6
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6
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4
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4
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4
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4
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4,775
German
115
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11
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10
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9
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2
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1
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1
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1
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Author
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Fabozzi, Frank J.
42
Zaremba, Adam
30
Hens, Thorsten
20
Ang, Andrew
19
Ferson, Wayne E.
19
Lo, Andrew W.
19
Lee, Cheng F.
18
Stambaugh, Robert F.
18
Platen, Eckhard
16
Bossaerts, Peter L.
15
He, Xue-zhong
15
Kelly, Bryan T.
15
Guidolin, Massimo
14
Jarrow, Robert A.
14
Lioui, Abraham
14
Pedersen, Lasse Heje
14
Post, Thierry
14
Pástor, Ľuboš
14
Satchell, Stephen
14
Bekaert, Geert
13
Blitz, David
13
Campbell, John Y.
13
Evstigneev, Igor V.
13
Uppal, Raman
13
Zhang, Lu
13
Cochrane, John H.
12
Kan, Raymond
12
Santa-Clara, Pedro
12
Zhou, Guofu
12
Gouriéroux, Christian
11
Kakushadze, Zura
11
Longstaff, Francis A.
11
Sentana, Enrique
11
Bodie, Zvi
10
Branger, Nicole
10
Dindo, Pietro
10
Elton, Edwin J.
10
Grobys, Klaus
10
Hsu, Jason C.
10
Korajczyk, Robert A.
10
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National Bureau of Economic Research
73
Erasmus Research Institute of Management
3
Institute of Finance and Accounting <London>
3
Boston College / Department of Economics
2
Nationalekonomiska Institutionen <Lund>
2
University of California Los Angeles / Department of Economics
2
University of Cambridge / Department of Applied Economics
2
Victoria Business School, Victoria University of Wellington
2
Western Finance Association
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Association for Investment Management and Research
1
Australian National University / Faculty of Economics and Commerce
1
Bonn Graduate School of Economics
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Danmarks Nationalbank
1
David Eccles School of Business
1
Department of Economics, Boston College
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Fachhochschule Jena / Fachbereich Betriebswirtschaft
1
Federal Reserve Bank of St. Louis
1
Friedrich-Schiller-Universität Jena
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Graduate School of Business Administration, Seattle, Wash.
1
Gruppo IMI <Rom>
1
Herbert Utz Verlag
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institut for Finansiering <Frederiksberg>
1
Institut für Höhere Studien
1
Institut für Wirtschaftswissenschaften <Wien>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
International Workshop on Financial Engineering <2009, Tokio>
1
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Published in...
All
Journal of financial economics
84
Journal of banking & finance
80
Finance research letters
74
NBER working paper series
72
Journal of empirical finance
57
Working paper / National Bureau of Economic Research, Inc.
52
The review of financial studies
48
Journal of economic dynamics & control
47
NBER Working Paper
46
Management science : journal of the Institute for Operations Research and the Management Sciences
44
International review of financial analysis
43
International review of economics & finance : IREF
42
The journal of finance : the journal of the American Finance Association
42
International journal of theoretical and applied finance
38
The journal of asset management
36
The journal of portfolio management : a publication of Institutional Investor
35
Applied economics
34
Finance and stochastics
34
Quantitative finance
34
The European journal of finance
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Research paper series / Swiss Finance Institute
32
Annals of finance
30
European journal of operational research : EJOR
30
Journal of investment management : JOIM
30
Economic modelling
29
Journal of financial and quantitative analysis : JFQA
26
The North American journal of economics and finance : a journal of financial economics studies
25
Discussion papers / CEPR
24
Journal of international financial markets, institutions & money
23
Journal of risk and financial management : JRFM
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Pacific-Basin finance journal
22
Journal of economic theory
21
Economics letters
20
Journal of econometrics
20
Review of quantitative finance and accounting
20
Risks : open access journal
20
Swiss Finance Institute Research Paper
20
Financial markets and portfolio management
18
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Source
All
ECONIS (ZBW)
4,894
EconStor
14
RePEc
10
OLC EcoSci
5
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4,923
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1
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
2
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
3
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
4
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
5
Current volatility as a measure of market risk
Kussy, Mikhail
- In:
International journal of risk assessment and management …
20
(
2017
)
4
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011859119
Saved in:
6
VaR model for managing market risk of portfolio
Pribadi, Firman
;
Surwanti, Arni
;
Shih, Wen-Chung
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 165-172)
.
2023
Persistent link: https://www.econbiz.de/10014462381
Saved in:
7
Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen
-
2018
Portfoliotheorie -- Arbitragefreie Ein-Perioden-Modelle und CAPM -- Value at Risk -- Kohärente Risikomaße und der Expected Shortfall -- Lösungen der Übungsaufgaben -- Index -- Literaturverzeichnis.
Persistent link: https://www.econbiz.de/10014018592
Saved in:
8
Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen
-
2018
Persistent link: https://www.econbiz.de/10011772607
Saved in:
9
Can market risk explain the systemic risk? : evidence from the US banking industry
Tzouvanas, Panagiotis
- In:
Journal of economic studies
51
(
2024
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10014466448
Saved in:
10
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
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