//--> //--> //-->
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
person:"Kane, Alex"
~person:"Račev, Svetlozar T."
~subject:"Option pricing theory"
~type:"article"
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
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Portfolio selection
35
Portfolio-Management
35
Theorie
24
Theory
24
Statistical distribution
10
Statistische Verteilung
10
Risikomaß
5
Risk measure
5
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
CAPM
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
Credit risk
2
Forecasting model
2
Investment Fund
2
Investmentfonds
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Measurement
2
Messung
2
Optionspreistheorie
2
Prognoseverfahren
2
Statistical method
2
Statistische Methode
2
Volatility
2
Volatilität
2
1965-1999
1
1980-1990
1
1990-2004
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Kane, Alex
Račev, Svetlozar T.
Melʹnikov, Aleksandr V.
8
Platen, Eckhard
7
Dhaene, Jan
4
Glazyrina, Anna
4
Arai, Takuji
3
Baldeaux, Jan
3
Barigou, Karim
3
Bayraktar, Erhan
3
Branger, Nicole
3
Delong, Łukasz
3
Fabozzi, Frank J.
3
Kale, Jivendra K.
3
Korn, Ralf
3
Luo, Xiaolin
3
Matsumoto, Koichi
3
Merton, Robert C.
3
Mitra, Sovan
3
Muhle-Karbe, Johannes
3
Pennanen, Teemu
3
Schachermayer, Walter
3
Shevchenko, Pavel V.
3
Wilmott, Paul
3
Wong, Hoi Ying
3
Yang, Zhaojun
3
Zeng, Yan
3
Augustyniak, Maciej
2
Badescu, Alexandru
2
Bajo, Emanuele
2
Barbi, Massimiliano
2
Barnard, Brian
2
Baule, Rainer
2
Bermin, Hans-Peter
2
Biais, Bruno
2
Bichuch, Maxim
2
Bielecki, Tomasz R.
2
Bo, Lijun
2
Bégin, Jean-François
2
Ceci, Claudia
2
Chang, Chia-Lin
2
Chen, An
2
more ...
less ...
Published in...
All
Applied economics
1
Journal of economic dynamics & control
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->