//--> //--> //--> //-->
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
Modifying the Black-Scholes-Me...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Valuation
987
valuation
867
options
415
Options
393
Theorie
250
Theory
237
Optionspreistheorie
226
Option pricing theory
220
Unternehmensbewertung
220
Firm valuation
187
Optionsgeschäft
181
Option trading
179
Volatility
146
Derivative
141
Derivat
140
Volatilität
135
Börsenkurs
124
Share price
122
Portfolio-Management
84
Risk
83
Portfolio selection
82
Willingness to pay
76
Bewertung
75
Financial analysis
75
Finanzanalyse
75
Hedging
75
Schätzung
71
Zahlungsbereitschaftsanalyse
71
Estimation
70
Capital income
69
Kapitaleinkommen
69
Risiko
66
futures
56
Prognoseverfahren
55
Risk management
55
Evaluation
54
Forecasting model
54
United States
52
Unternehmenswert
50
more ...
less ...
Online availability
All
Undetermined
30
Free
27
Type of publication
All
Article
46
Book / Working Paper
22
Other
1
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
13
Working Paper
13
Hochschulschrift
3
Aufsatzsammlung
2
Article
1
Fallstudiensammlung
1
more ...
less ...
Language
All
English
63
Undetermined
6
Author
All
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
Bravo, Sergio
1
Bukhvalov, Alexander V.
1
Callen, Jeffrey L.
1
Chang, Wei
1
Chen, Yi-Hsuan
1
Chhillar, Palka
1
Chiang, Shu Ling
1
Cuesdeanu, Horatio
1
Deglmann, Florian
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
1
FRANZONI, Francesco
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Booth, Richard A., Marbury Research Professor of Law
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Graduate School of Management, St. Petersburg State University
1
Published in...
All
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
Journal of financial economics
2
MPRA Paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working papers / Harvard Business School, Division of Research
2
American journal of finance and accounting
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of finance
1
Applied economics letters
1
CFS working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Economic research
1
Energy economics
1
Finance Working Papers
1
Finance research letters
1
Future Business Journal
1
HEC Paris research paper series
1
Indian journal of economics & business : IJEB
1
International journal of accounting and finance
1
International journal of economic perspectives : IJEP
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
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)
1
Pakistan journal of commerce and social sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
62
RePEc
5
BASE
1
EconStor
1
Showing
1
-
10
of
69
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->