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subject:"Kapitaleinkommen"
subject:"Risk"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Deutschland"
~subject:"Option trading"
~subject:"Volatility"
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Kapitaleinkommen
Risk
Deutschland
Option trading
Volatility
Theorie
567
Theory
567
Portfolio selection
145
Portfolio-Management
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatilität
76
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Kreditrisiko
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Madan, Dilip B.
4
Brigo, Damiano
3
Fabozzi, Frank J.
3
Kwok, Yue-Kuen
3
Platen, Eckhard
3
Schoutens, Wim
3
Wu, Lixin
3
Chen, Yanhong
2
Fouque, Jean-Pierre
2
Gardiol, Lucien
2
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2
Hui, Cho H.
2
Kim, Young Shin
2
Lo, C. F.
2
Ostrovsky, Dmitry
2
Papanicolaou, George
2
Račev, Svetlozar T.
2
Rebonato, Riccardo
2
Rudloff, Birgit
2
Sass, Jörn
2
Sircar, Kaushik Ronnie
2
Stauffer, Dietrich
2
Takahashi, Akihiko
2
Westphal, Dorothee
2
Wilmott, Paul
2
Yu, Hong
2
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1
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1
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1
Ammou, Samir Ben
1
An, Yunbi
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1
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1
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1
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1
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1
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1
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1
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International journal of theoretical and applied finance
Europäische Hochschulschriften / 5
801
NBER working paper series
540
Working paper / National Bureau of Economic Research, Inc.
523
Gabler Edition Wissenschaft
488
NBER Working Paper
459
SpringerLink / Bücher
422
Economics letters
304
Journal of banking & finance
297
Insurance / Mathematics & economics
294
European journal of operational research : EJOR
280
Discussion paper / Centre for Economic Policy Research
278
CESifo working papers
241
Journal of economic dynamics & control
233
Springer-Lehrbuch
221
Journal of financial economics
217
Finance research letters
212
Springer eBook Collection / Business and Economics
192
Journal of empirical finance
188
Journal of econometrics
182
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175
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173
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172
The review of financial studies
172
Economic modelling
170
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169
Discussion paper
163
Applied economics
155
The journal of finance : the journal of the American Finance Association
152
International review of economics & finance : IREF
150
Management science : journal of the Institute for Operations Research and the Management Sciences
149
International review of financial analysis
144
Discussion paper series / IZA
142
Mathematical finance : an international journal of mathematics, statistics and financial theory
141
Journal of international money and finance
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Journal of monetary economics
128
Journal of risk and uncertainty : JRU
128
The European journal of finance
128
Berichte aus der Betriebswirtschaft
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ECONIS (ZBW)
145
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1
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
2
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
3
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
4
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
7
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
8
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
9
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
10
Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
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