//--> //--> //-->
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
subject:"Option pricing theory"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Estimation"
~subject:"Risk premium"
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:"Häufigkeitsverteilung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Estimation
Risk premium
Statistical distribution
31
Statistische Verteilung
31
Theorie
15
Theory
15
Schätzung
8
Forecasting model
7
Prognoseverfahren
7
Risiko
7
Risk
7
Robust statistics
7
Robustes Verfahren
7
Capital income
6
Kapitaleinkommen
6
Portfolio selection
5
Portfolio-Management
5
Credit risk
4
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Kreditrisiko
4
Probability theory
4
Risikomaß
4
Risk measure
4
Wahrscheinlichkeitsrechnung
4
Börsenkurs
3
CAPM
3
Mathematical programming
3
Mathematische Optimierung
3
Measurement
3
Messung
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Risikoprämie
3
Share price
3
Volatility
3
Volatilität
3
distributionally robust optimization
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
9
Author
All
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
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of econometrics
39
International journal of theoretical and applied finance
29
Insurance / Mathematics & economics
23
Applied economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Quantitative finance
21
The journal of futures markets
21
Discussion paper / Tinbergen Institute
17
Journal of banking & finance
17
International journal of forecasting
16
Computational economics
15
Economic modelling
15
Risks : open access journal
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Finance research letters
13
Review of derivatives research
13
International journal of financial engineering
11
International review of economics & finance : IREF
11
Journal of economic dynamics & control
11
Applied economics letters
10
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
Working paper
10
Econometric reviews
9
European journal of operational research : EJOR
9
Review of quantitative finance and accounting
9
The journal of computational finance
9
CESifo working papers
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 forecasting
8
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
7
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->