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Berechnung synthetischer Devisen-Volatilitäten

Peisl, Bernhard; Steinmeyer, Anja - In: Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht (2007) 11, pp. 524-531

Persistent link: https://www.econbiz.de/10003560425

Berechnung synthetischer Devisen-Volatilitäten

Peisl, Bernhard; Steinmeyer, Anja - In: Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht (2007) 11, pp. 524-531

Persistent link: https://www.econbiz.de/10009872087

How Do Investors' Expectations Drive Asset Prices?

Luders, Erik; Peisl, Bernhard - In: The Financial Review 36 (2001) 4, pp. 75-98

Based on an extension of the process of investors' expectations to stochastic volatility we derive asset price processes in a general continuous time pricing kernel framework. Our analysis suggests that stochastic volatility of asset price processes results from the fact that investors do not...

Persistent link: https://www.econbiz.de/10005226728

Asset Liquidity Management : Treasury-Funktion durch Finanzkrise im Fokus

Heuser, Matthias; Poppensieker, Thomas; Lüders, Erik; … - In: Die Bank (2008) 10, pp. 60-66

Persistent link: https://www.econbiz.de/10003755805

The dynamics of overconfidence : evidence from stock market forecasters

Deaves, Richard; Lüders, Erik; Schröder, Michael - In: Journal of economic behavior & organization : JEBO 75 (2010) 3, pp. 402-412

Persistent link: https://www.econbiz.de/10008906813

An experimental test of the impact of overconfidence and gender on trading activity

Deaves, Richard; Lüders, Erik; Luo, Guo Ying - In: Review of finance : journal of the European Finance … 13 (2009) 3, pp. 555-575

Persistent link: https://www.econbiz.de/10003876882

Option prices under generalized pricing kernels

Düring, Bertram; Lüders, Erik - In: Review of derivatives research 8 (2005) 2, pp. 97-123

Persistent link: https://www.econbiz.de/10003177145

Bilanzskandale und Börsencrash : neue Herausforderungen an die Aktienanalyse

Meitner, Matthias; Hüfner, Felix; Kleff, Volker; … - In: Finanz-Betrieb : FB ; Zeitschrift für … 4 (2002) 9, pp. 537-540

Persistent link: https://www.econbiz.de/10001695976

Bewertungsrelevante Kennzahlen zur Analyse von Unternehmen am Neuen Markt

Hess, Dieter; Lehmann, Erik; Lüders, Erik - In: KoR : internationale und kapitalmarktorientierte … 2 (2002) 3, pp. 142-146

Persistent link: https://www.econbiz.de/10001670839

Option Prices Under Generalized Pricing Kernels

Düring, Bertram; Lüders, Erik - In: Review of derivatives research 8 (2005) 2, pp. 97

Persistent link: https://www.econbiz.de/10005920348