//--> //--> //--> //-->
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
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
A term structure model with pr...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
145
Theory
144
CAPM
41
OTC market
40
OTC-Handel
40
Finanzkrise
32
Kreditrisiko
31
Credit risk
30
Financial crisis
28
USA
28
United States
27
Welt
25
World
25
Wertpapierhandel
24
Asymmetric information
23
Asymmetrische Information
23
Search theory
22
Suchtheorie
22
Derivat
21
Derivative
21
Securities trading
21
Financial market
19
Finanzmarkt
19
Financial market regulation
18
Finanzmarktregulierung
18
Optionspreistheorie
18
Yield curve
18
Zinsstruktur
18
Clearing
17
Insolvency
17
Insolvenz
17
Portfolio selection
17
Portfolio-Management
17
Financial clearing
16
Option pricing theory
15
Börsenkurs
14
Estimation
14
Risikoprämie
14
Schätzung
14
Benchmarking
13
more ...
less ...
Online availability
All
Free
195
Undetermined
127
Type of publication
All
Article
297
Book / Working Paper
288
Type of publication (narrower categories)
All
Article in journal
106
Aufsatz in Zeitschrift
106
Working Paper
84
Graue Literatur
77
Non-commercial literature
77
Arbeitspapier
74
Aufsatz im Buch
13
Book section
13
Bibliografie enthalten
3
Bibliography included
3
Lehrbuch
3
Textbook
3
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Article
1
Conference paper
1
Conference proceedings
1
Glossar enthalten
1
Glossary included
1
Hochschulschrift
1
Konferenzbeitrag
1
Rezension
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
329
Undetermined
254
Italian
2
Spanish
1
Author
All
Duffie, Darrell
501
Skiadas, Costis
59
Pedersen, Lasse Heje
44
Manso, Gustavo
30
Singleton, Kenneth J.
30
Malamud, Semyon
23
Garleanu, Nicolae
21
Schroder, Mark D.
19
Saita, Leandro
18
Wang, Ke
17
Schroder, Mark
16
Gârleanu, Nicolae
14
Sun, Yeneng
14
Zhu, Haoxiang
14
Berndt, Antje
13
Dworczak, Piotr
13
Pan, Jun
13
Strulovici, Bruno
12
DeMarzo, Peter M.
10
Douglas, Rohan
10
Ferguson, Mark
10
Scheicher, Martin
10
Shin, Hyun Song
10
Vuillemey, Guillaume
10
Li, Ada
9
Kapadia, Nikunj
8
Yang, Yilin
8
Copeland, Adam
7
Dembo, Amir
7
Afonso, Gara
6
Antill, Samuel
6
DUFFIE, Darrell
6
DeMarzo, Peter
6
Kan, Rui
6
Luck, Stephan
6
Rigon, Lorenzo
6
Campbell, John Y.
5
Chen, Daniel
5
Cochrane, John H.
5
Cooperman, Harry
5
more ...
less ...
Institution
All
National Bureau of Economic Research
24
National Bureau of Economic Research (NBER)
16
Graduate School of Business, Stanford University
6
Bank for International Settlements (BIS)
3
Econometric Society
3
Hoover Institution on War Revolution & Peace, Stanford University
3
Society for Economic Dynamics - SED
3
Bank für Internationalen Zahlungsausgleich <Basel>
2
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
2
Federal Reserve Bank of New York
2
National Centre of Competence in ResearchFinancial Valuation and Risk Management
2
Bank of England
1
Becker Friedman Institute for Research in Economics, University of Chicago
1
C.E.P.R. Discussion Papers
1
Carnegie Mellon University, Tepper School of Business
1
East Asian Bureau of Economic Research (EABER)
1
European Central Bank
1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
Oxford University Press
1
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Swiss Finance Institute
1
Swiss National Centre of Competence in Research North South <Bern>
1
UCLA Department of Economics
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
NBER working paper series
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
NBER Working Paper
22
Journal of economic theory
21
The review of financial studies
20
Working paper / National Bureau of Economic Research, Inc.
20
The journal of finance : the journal of the American Finance Association
16
NBER Working Papers
14
Econometrica
12
Journal of Economic Theory
10
NYU Working Paper
10
Working paper / National Bureau of Economic Research, Inc
10
Rock Center for Corporate Governance at Stanford University working paper series
9
Stanford University Graduate School of Business research paper
9
Journal of Finance
8
Journal of Mathematical Economics
8
Journal of mathematical economics
8
Staff reports / Federal Reserve Bank of New York
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Journal of financial economics
6
Research Papers / Graduate School of Business, Stanford University
6
Review of Financial Studies
6
Journal of economic dynamics & control
5
Rock Center for Corporate Governance at Stanford University Working Paper
5
Staff Reports
5
Stanford University Graduate School of Business Research Paper
5
Working paper
5
BIS Working Papers
4
Economic theory : official journal of the Society for the Advancement of Economic Theory
4
FINRISK Working Paper Series
4
FRB of New York Staff Report
4
Financial analysts' journal : FAJ
4
Journal of Economic Dynamics and Control
4
Mathematical Finance
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper Series
4
The American economic review
4
The journal of economic perspectives : EP ; a journal of the American Economic Association
4
BIS Working Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
333
RePEc
143
OLC EcoSci
76
USB Cologne (EcoSocSci)
12
EconStor
11
USB Cologne (business full texts)
9
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
585
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A term structure model with preferences for the timing of resolution of uncertainty
Duffie, Darrell
- In:
Economic theory : official journal of the Society for …
9
(
1997
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001335757
Saved in:
2
Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information
Schroder, Mark D.
;
Skiadas, Costis
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 199-238
Persistent link: https://www.econbiz.de/10003683215
Saved in:
3
An isomorphism between asset pricing models with and without linear habit formation
Schroder, Mark D.
;
Skiadas, Costis
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1189-1221
Persistent link: https://www.econbiz.de/10001716092
Saved in:
4
Optimal consumption and portfolio selection with stochastic differential utility
Schroder, Mark D.
;
Skiadas, Costis
- In:
Journal of economic theory
89
(
1999
)
1
,
pp. 68-126
Persistent link: https://www.econbiz.de/10001418784
Saved in:
5
OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
Schroder, Mark
;
Skiadas, Costis
- In:
Mathematical Finance
18
(
2008
)
2
,
pp. 199-238
Persistent link: https://www.econbiz.de/10005023819
Saved in:
6
OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
Schroder, Mark
;
Skiadas, Costis
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 199-238
Persistent link: https://www.econbiz.de/10008221223
Saved in:
7
Optimal Consumption and Portfolio Selection with Stochastic Differential Utility
Schroder, Mark
;
Skiadas, Costis
- In:
Journal of economic theory
89
(
1999
)
1
,
pp. 68-126
Persistent link: https://www.econbiz.de/10007683653
Saved in:
8
An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark
;
Skiadas, Costis
- In:
The review of financial studies
15
(
2013
)
4
,
pp. 1189-1188
Persistent link: https://www.econbiz.de/10010114456
Saved in:
9
An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark
;
Skiadas, Costis
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1189-1222
Persistent link: https://www.econbiz.de/10007036822
Saved in:
10
Optimal Consumption and Portfolio Selection with Stochastic Differential Utility
Schroder, Mark
;
Skiadas, Costis
- In:
Journal of Economic Theory
89
(
1999
)
1
,
pp. 68-126
Persistent link: https://www.econbiz.de/10005112279
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->