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subject:"Portfolio selection"
~person:"Jarrow, Robert A."
~person:"Ryu, Doojin"
~subject:"ABS"
~subject:"Option pricing theory"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Derivative"
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Portfolio selection
ABS
Option pricing theory
USA
Derivat
39
Derivative
39
Theorie
16
Theory
16
Optionspreistheorie
11
Börsenkurs
10
Share price
10
Option trading
7
Optionsgeschäft
7
Index futures
5
Index-Futures
5
Securities trading
5
Volatility
5
Volatilität
5
Wertpapierhandel
5
Bubbles
4
CAPM
4
Capital income
4
Kapitaleinkommen
4
Spekulationsblase
4
Asymmetric information
3
Asymmetrische Information
3
Bid-ask spread
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Financial investment
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Geld-Brief-Spanne
3
Hedging
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Index-linked bond
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Indexanleihe
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KOSPI200 futures and options
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Kapitalanlage
3
United States
3
Welt
3
World
3
Yield curve
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Zinsstruktur
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Aktienmarkt
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Article in journal
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17
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1
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English
17
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Jarrow, Robert A.
Ryu, Doojin
Wang, Xingchun
15
Benth, Fred Espen
13
Escobar, Marcos
11
Fabozzi, Frank J.
11
Whaley, Robert E.
11
Moser, James T.
10
Barone-Adesi, Giovanni
9
Carr, Peter
9
Lien, Da-hsiang Donald
9
Edwards, Franklin R.
8
Gouriéroux, Christian
8
Kolb, Robert W.
8
Platen, Eckhard
8
Bessembinder, Hendrik
7
Brooks, Robert
7
Cui, Zhenyu
7
Locke, Peter R.
7
Madan, Dilip B.
7
Račev, Svetlozar T.
7
Schoutens, Wim
7
Shastri, Kuldeep
7
Siu, Tak Kuen
7
Zagst, Rudi
7
Brigo, Damiano
6
Chiarella, Carl
6
Kupiec, Paul H.
6
Kwok, Yue-Kuen
6
Sabino, Piergiacomo
6
Tunaru, Radu
6
Wang, George H. K.
6
Wilson, William W.
6
Alghalith, Moawia
5
Balbás de la Corte, Alejandro
5
Branger, Nicole
5
Brorsen, B. Wade
5
Chance, Don M.
5
Chen, Son-nan
5
Elliott, Robert J.
5
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Applied economics letters
2
Advances in futures and options research : a research annual
1
Annual review of financial economics
1
Applied economics
1
Asian economic journal : journal of the East Asian Economic Association
1
Economics letters
1
International journal of theoretical and applied finance
1
Journal of economic surveys
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial education
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
The journal of futures markets
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
17
Showing
1
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10
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17
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1
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
2
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
Saved in:
3
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
4
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
5
Option moneyness and price disagreements
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 192-196
Persistent link: https://www.econbiz.de/10011853836
Saved in:
6
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
Saved in:
7
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
8
Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram
;
Ryu, Doojin
- In:
Asian economic journal : journal of the East Asian …
30
(
2016
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
Saved in:
9
Market overreaction and investment strategies
Han, Chulwoo
;
Hwang, Soosung
;
Ryu, Doojin
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
Saved in:
10
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
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