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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Portfolio selection
Volatility
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Option pricing theory
54
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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stochastic volatility
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option pricing
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Bianchi, Michele Leonardo
1
Chiarella, Carl
1
Clewlow, Les
1
Dupret, Jean-Loup
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Fabozzi, Frank J.
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Hainaut, Donatien
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Hess, Markus
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Kang, Boda
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International journal of theoretical and applied finance
Finance research letters
45
Energy economics
27
Journal of banking & finance
26
International review of financial analysis
25
The North American journal of economics and finance : a journal of financial economics studies
25
International review of economics & finance : IREF
19
Journal of empirical finance
18
Journal of financial economics
17
Journal of international financial markets, institutions & money
15
Quantitative finance
15
Journal of econometrics
14
Applied economics
13
European journal of operational research : EJOR
13
Journal of economic dynamics & control
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Research in international business and finance
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Pacific-Basin finance journal
12
The journal of asset management
12
The journal of portfolio management : JPM
12
Economic modelling
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The European journal of finance
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Computational economics
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International journal of finance & economics : IJFE
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Journal of mathematical finance
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Journal of risk
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The journal of investment strategies
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Applied mathematical finance
7
International journal of financial engineering
7
International journal of forecasting
7
Journal of financial econometrics
7
Journal of financial markets
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Insurance / Mathematics & economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
6
Theoretical economics letters
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Annals of financial economics
5
Applied economics letters
5
Econometric reviews
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of emerging markets
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ECONIS (ZBW)
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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
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2
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
3
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
4
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
5
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
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