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subject:"Innovation"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied mathematical finance"
~subject:"Portfolio-Management"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Innovation
Portfolio-Management
Volatilität
Theorie
227
Theory
227
Option pricing theory
60
Optionspreistheorie
60
Portfolio selection
49
Volatility
44
Stochastic process
33
Stochastischer Prozess
33
Yield curve
27
Zinsstruktur
27
Hedging
24
Derivat
23
Derivative
23
Black-Scholes model
18
Black-Scholes-Modell
18
Börsenkurs
16
Share price
16
Risiko
13
Risk
13
CAPM
11
Estimation
11
Mathematical programming
11
Mathematische Optimierung
11
Schätzung
11
Securities trading
11
Wertpapierhandel
11
Option trading
10
Optionsgeschäft
10
Swap
10
Transaction costs
10
Transaktionskosten
10
Anleihe
9
Bond
9
Credit risk
9
Kreditrisiko
9
Markov chain
8
Markov-Kette
8
Capital income
7
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Undetermined
23
Free
2
Type of publication
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Article
88
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Aufsatz im Buch
Aufsatz in Zeitschrift
Bibliografie enthalten
Article in journal
88
Language
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English
88
Author
All
Atkinson, Colin
7
Avellaneda, Marco
5
Forsyth, Peter A.
5
Vetzal, Kenneth R.
4
Papanicolaou, George
3
Sircar, Kaushik Ronnie
3
Ahn, Hyungsok
2
Howison, Sam
2
Jaimungal, Sebastian
2
Mai, Jan-Frederik
2
Matsumoto, Koichi
2
Mokkhavesa, S.
2
Muni, Adviti
2
Quek, Gary
2
Swindle, Glen H.
2
Aihara, Shinichi
1
Al-Aradi, Ali
1
Ali, B. al-
1
Allaj, Erindi
1
Au, Kelly T.
1
Bagchi, Arunabha
1
Baldeaux, Jan
1
Berg, Nathan
1
Bhar, Ramaprasad
1
Bond, Shaun A.
1
Bouchaud, Jean-Philippe
1
Buff, Robert
1
Bunwong, Kornkanok
1
Cartea, Álvaro
1
Chen, Ping
1
Chen, Xinfu
1
Chiarella, Carl
1
Choi, Jungmin
1
Clarke, Nigel
1
Donnelly, Ryan
1
Doust, Paul
1
Duck, Peter
1
Durrell, Fernando J.
1
Edirisinghe, Chanaka
1
Escobar, Marcos
1
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Published in...
All
Applied mathematical finance
Journal of banking & finance
333
European journal of operational research : EJOR
297
Insurance / Mathematics & economics
287
Journal of economic dynamics & control
257
Finance research letters
247
Economics letters
219
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
International journal of theoretical and applied finance
209
Economic modelling
192
Finance and stochastics
189
Research policy : policy, management and economic studies of science, technology and innovation
171
Journal of financial economics
165
Quantitative finance
161
Journal of empirical finance
160
Journal of econometrics
155
The review of financial studies
155
Management science : journal of the Institute for Operations Research and the Management Sciences
147
International review of economics & finance : IREF
138
The journal of finance : the journal of the American Finance Association
133
The European journal of finance
126
International review of financial analysis
124
Risks : open access journal
124
Applied economics
121
Computational economics
111
The journal of portfolio management : a publication of Institutional Investor
104
Journal of economic theory
102
The North American journal of economics and finance : a journal of financial economics studies
102
Journal of economic behavior & organization : JEBO
99
Applied economics letters
95
International journal of forecasting
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of risk and financial management : JRFM
95
Journal of international money and finance
93
Energy economics
90
Journal of evolutionary economics : JEE
88
Annals of finance
81
Economics of innovation and new technology
81
International journal of industrial organization
81
Technological forecasting & social change : an international journal
81
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ECONIS (ZBW)
88
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
3
Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
Saved in:
4
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
5
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
6
Structural clustering of volatility regimes for dynamic trading strategies
Prakash, Arjun
;
James, Nick
;
Menzies, Max
;
Francis, Gilad
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 236-274
Persistent link: https://www.econbiz.de/10013171071
Saved in:
7
Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
8
Expected utility theory on general affine GARCH models
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 477-507
Persistent link: https://www.econbiz.de/10013411768
Saved in:
9
Is the variance swap rate affine in the spot variance? : evidence from S&P500 data
Mancino, M. E.
;
Scotti, S.
;
Toscano, G.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 288-316
Persistent link: https://www.econbiz.de/10012425324
Saved in:
10
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
Saved in:
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