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subject:"Option pricing theory"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~subject:"Estimation"
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Option pricing theory
Estimation
Statistical distribution
31
Statistische Verteilung
31
Theorie
15
Theory
15
Schätzung
8
Forecasting model
7
Prognoseverfahren
7
Risiko
7
Risk
7
Robust statistics
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Robustes Verfahren
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Capital income
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Kapitaleinkommen
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Portfolio selection
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Portfolio-Management
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Credit risk
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Probability theory
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Börsenkurs
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Mathematical programming
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Mathematische Optimierung
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Messung
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Risikoprämie
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Risk premium
3
Share price
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Volatility
3
Volatilität
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distributionally robust optimization
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Aramonte, Sirio
1
Du, Zaichao
1
Escanciano, Juan Carlos
1
Jahan-Parvar, Mohammad R.
1
Jin, Xing
1
Lau, Amy Hing-ling
1
Lau, Hon-shiang
1
Luo, Dan
1
Massacci, Daniele
1
Newton, David P.
1
Orłowski, Piotr
1
Rosen, Samuel
1
Savva, Christos S.
1
Schindler, John W.
1
Schneider, Paul
1
Theodossiou, Panayiotis
1
Tian, Hui
1
Tian, Meng
1
Trojani, Fabio
1
Wingender, John R.
1
Wu, Liuren
1
Yim, Andrew
1
Zeng, Xudong
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of econometrics
38
International journal of theoretical and applied finance
29
Applied economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Quantitative finance
21
The journal of futures markets
20
Insurance / Mathematics & economics
18
Journal of banking & finance
17
Finance research letters
16
International journal of forecasting
16
Computational economics
15
Discussion paper / Tinbergen Institute
15
Economic modelling
14
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Economics letters
13
Review of derivatives research
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International journal of financial engineering
11
International review of economics & finance : IREF
11
Journal of economic dynamics & control
11
Applied mathematical finance
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of mathematical finance
10
SFB 649 discussion paper
10
The European journal of finance
10
Applied economics letters
9
European journal of operational research : EJOR
9
The journal of computational finance
9
Working paper
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
8
International review of financial analysis
8
Journal of international financial markets, institutions & money
8
Research paper series / Swiss Finance Institute
8
Review of quantitative finance and accounting
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ECONIS (ZBW)
9
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
3
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
4
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
5
Tail-heaviness, asymmetry, and profitability forecasting by quantile regression
Tian, Hui
;
Yim, Andrew
;
Newton, David P.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5209-5233
Persistent link: https://www.econbiz.de/10012625104
Saved in:
6
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
7
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
Saved in:
8
Skewness and the relation between risk and return
Theodossiou, Panayiotis
;
Savva, Christos S.
- In:
Management science : journal of the Institute for …
62
(
2016
)
6
,
pp. 1598-1609
Persistent link: https://www.econbiz.de/10011502439
Saved in:
9
On estimating skewness in stock returns
Lau, Hon-shiang
- In:
Management science : journal of the Institute for …
35
(
1989
)
9
,
pp. 1139-1142
Persistent link: https://www.econbiz.de/10001074223
Saved in:
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