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subject:"Portfolio selection"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of computational finance"
~subject:"Option pricing theory"
~subject:"USA"
~subject:"Volatilität"
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Search: subject_exact:"Derivative"
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Portfolio selection
Option pricing theory
USA
Volatilität
Derivat
104
Derivative
104
Optionspreistheorie
45
Theorie
29
Theory
29
Volatility
27
Hedging
21
Credit risk
18
Kreditrisiko
18
Option trading
18
Optionsgeschäft
18
Stochastic process
14
Stochastischer Prozess
14
Swap
12
Commodity derivative
11
Rohstoffderivat
11
Yield curve
10
Zinsstruktur
10
Interest rate derivative
9
Portfolio-Management
9
Zinsderivat
9
Estimation
8
Index futures
8
Index-Futures
8
Risiko
8
Risikoprämie
8
Risk
8
Risk premium
8
Schätzung
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Black-Scholes model
6
Black-Scholes-Modell
6
Credit derivative
6
Kreditderivat
6
Risikomanagement
6
Risk management
6
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Article
67
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Article in journal
67
Aufsatz in Zeitschrift
67
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English
67
Author
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Chen, Jun-Home
2
Crépey, Stéphane
2
Escobar, Marcos
2
Fan, Ying
2
Fouque, Jean-Pierre
2
Geng, Peixuan
2
Han, Chuan-Hsiang
2
Kandhai, Drona
2
Lian, Yu-Min
2
Reisinger, Christoph
2
Tangman, Désiré Yannick
2
Vázquez, Carlos
2
Yang, Baochen
2
Zagst, Rudi
2
Alemany, Nuria
1
Aragó, V.
1
Aragó, Vicent
1
Arnsdorf, Matthias
1
Benk, Janos
1
Bhim, Louis
1
Bhuruth, Muddun
1
Bonollo, Michele
1
Bujok, Karolina
1
Bullock, David W.
1
Calvo-Garrido, M. C.
1
Caramellino, Lucia
1
Chan, Wai-Sum
1
Chang, Chien-Hung
1
Chang, Kuang-Liang
1
Charupat, Narat
1
Chataigner, Marc
1
Chen, Bin
1
Chen, Cathy Yi-Hsuan
1
Chen, Chun-nan
1
Chen, Yuwei
1
Christara, Christiana C.
1
Christara, Christina C.
1
Chuang, Hwei-lin
1
Coonjobeharry, Radha Krishn
1
Corredor, Pilar
1
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Published in...
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International review of economics & finance : IREF
The journal of computational finance
The journal of futures markets
221
International journal of theoretical and applied finance
121
Journal of banking & finance
80
Applied mathematical finance
69
Energy economics
58
Review of derivatives research
52
Quantitative finance
50
The journal of finance : the journal of the American Finance Association
49
European journal of operational research : EJOR
39
Finance research letters
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
38
International review of financial analysis
35
Journal of financial and quantitative analysis : JFQA
33
The European journal of finance
33
Finance and stochastics
32
Journal of mathematical finance
32
Journal of financial economics
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
SpringerLink / Bücher
31
Advances in futures and options research : a research annual
29
Working paper / National Bureau of Economic Research, Inc.
29
International journal of financial engineering
27
The North American journal of economics and finance : a journal of financial economics studies
27
The journal of fixed income
27
Applied financial economics
26
Journal of economic dynamics & control
26
The review of financial studies
25
Risks : open access journal
24
The journal of derivatives : JOD
23
Applied economics
21
Applied economics letters
21
The journal of structured finance
21
Computational economics
19
Finance and economics discussion series
18
Journal of risk and financial management : JRFM
18
Research in international business and finance
18
Review of quantitative finance and accounting
18
The financial review : the official publication of the Eastern Finance Association
18
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ECONIS (ZBW)
67
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1
The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Kao, Yu-Sheng
;
Zhao, Kai
;
Chuang, Hwei-lin
;
Ku, Yu-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 524-542
Persistent link: https://www.econbiz.de/10014446485
Saved in:
2
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
3
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
Saved in:
4
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
Saved in:
5
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
6
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
7
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
8
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
9
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
10
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
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