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CAPM
18,903
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16,942
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16,745
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14,731
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14,273
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7,824
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7,537
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6,614
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6,540
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5,909
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5,895
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5,341
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5,052
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5,028
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4,626
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4,595
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4,323
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4,269
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3,512
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3,496
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3,419
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3,052
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3,000
Optionsgeschäft
2,911
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2,892
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2,883
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2,837
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2,827
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2,112
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2,071
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Fabozzi, Frank J.
124
Madan, Dilip B.
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102
Zaremba, Adam
91
Elliott, Robert J.
88
Härdle, Wolfgang
85
Zhang, Lu
85
Jarrow, Robert A.
82
Prokopczuk, Marcel
78
Cui, Zhenyu
76
Campbell, John Y.
71
Hansen, Lars Peter
69
Joshi, Mark S.
69
Guidolin, Massimo
66
Hens, Thorsten
66
Jacobs, Kris
66
Schoutens, Wim
66
Carr, Peter
65
Matthies, Klaus
65
Ferson, Wayne E.
64
Bekaert, Geert
62
Takahashi, Akihiko
60
Harvey, Campbell R.
58
Jagannathan, Ravi
57
Stambaugh, Robert F.
57
Dumas, Bernard
55
Platen, Eckhard
55
Cakici, Nusret
54
Cochrane, John H.
54
Stentoft, Lars
54
Siu, Tak Kuen
52
Zhou, Guofu
52
Gouriéroux, Christian
51
Schlag, Christian
51
Duffie, Darrell
50
He, Xue-zhong
50
Faff, Robert W.
49
Hull, John
49
Robotti, Cesare
49
Schwartz, Eduardo S.
49
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National Bureau of Economic Research
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International Monetary Fund (IMF)
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Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Federal Reserve Bank of St. Louis
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Chambre de commerce et d'industrie de Paris
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EconWPA
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Association of European Conjuncture Institutes / Working Group on Commodity Prices
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Institut für Schweizerisches Bankwesen <Zürich>
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HAL
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Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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Institute of Finance and Accounting <London>
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Erasmus Research Institute of Management
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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8
MASTER CONSULTORES
8
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
University of Chicago / Center for Research in Security Prices
8
World Bank
8
Institut for Finansiering <Frederiksberg>
7
Society for Computational Economics - SCE
7
Verlag Dr. Kovač
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Bonn Graduate School of Economics
6
European University Institute / Department of Economics
6
International Center for Financial Asset Management and Engineering
6
Nationalekonomiska Institutionen <Lund>
6
Rodney L. White Center for Financial Research
6
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International journal of theoretical and applied finance
557
Journal of banking & finance
512
NBER working paper series
499
Working paper / National Bureau of Economic Research, Inc.
443
Journal of financial economics
391
European journal of operational research : EJOR
371
NBER Working Paper
371
The journal of futures markets
363
Journal of economic dynamics & control
358
Mathematical finance : an international journal of mathematics, statistics and financial theory
335
Finance research letters
330
The journal of finance : the journal of the American Finance Association
300
Finance and stochastics
295
The review of financial studies
270
Applied mathematical finance
268
The journal of computational finance
261
Quantitative finance
260
Journal of econometrics
255
Economic modelling
232
Journal of empirical finance
230
The journal of derivatives : the official publication of the International Association of Financial Engineers
219
International review of financial analysis
210
Economics letters
209
Applied economics
208
Energy economics
208
Insurance / Mathematics & economics
205
International review of economics & finance : IREF
191
The North American journal of economics and finance : a journal of financial economics studies
189
Management science : journal of the Institute for Operations Research and the Management Sciences
188
Discussion paper / Centre for Economic Policy Research
187
Review of derivatives research
187
Journal of financial and quantitative analysis : JFQA
183
Working paper
183
Research paper series / Swiss Finance Institute
178
The European journal of finance
174
Computational economics
172
Review of quantitative finance and accounting
155
Discussion paper / Tinbergen Institute
153
Journal of international money and finance
152
Risks : open access journal
151
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ECONIS (ZBW)
42,090
RePEc
972
EconStor
476
USB Cologne (EcoSocSci)
312
USB Cologne (business full texts)
83
BASE
36
OLC EcoSci
12
Other ZBW resources
7
ArchiDok
3
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Showing
1
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10
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43,991
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1
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
2
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
3
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
4
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
5
Explosive behavior in a log-normal interest rate model
Pirjol, Dan
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009780635
Saved in:
6
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
Saved in:
7
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun
;
Park, Hyungbin
- In:
Finance research letters
13
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
Saved in:
8
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
9
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
10
Heat kernel models for asset pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
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