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~accessRights:"restricted"
~subject:"Capital income"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Biography"
~type_genre:"Book section"
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Capital income
Portfolio-Management
Option trading
1,006
Optionsgeschäft
1,006
Option pricing theory
789
Optionspreistheorie
789
Volatility
400
Volatilität
400
Derivat
273
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273
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217
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Bangur, Peeyush
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Cao, Jie
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Han, Bing
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Mo, Haitao
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1
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Journal of financial economics
8
Journal of financial markets
8
Journal of banking & finance
7
Journal of economic dynamics & control
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Insurance / Mathematics & economics
5
Quantitative finance
5
The journal of derivatives : JOD
5
The journal of futures markets
5
International journal of financial engineering
4
Review of derivatives research
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4
International review of financial analysis
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
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3
China finance review international
2
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2
Emerging markets, finance and trade : EMFT
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European journal of operational research : EJOR
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International journal of economics and finance
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International journal of theoretical and applied finance
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2
Journal of mathematical finance
2
Review of financial economics : RFE
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of asset management
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of computational finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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Applied economics
1
Applied economics letters
1
Applied mathematical finance
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Asia-Pacific journal of financial studies
1
Central European journal of operations research
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Die Bank
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Economics letters
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ECONIS (ZBW)
156
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156
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1
The cash-secured put-write strategy and the variance risk premium
Patel, Pratish
;
Raquel, Andrew
;
Chadwick, Savannah
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014511610
Saved in:
2
Implied volatility spread and stock mispricing
Cao, Zhen
;
Chelikani, Surya
;
Kilic, Osman
;
Wang, Xuewu
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 79-91
Persistent link: https://www.econbiz.de/10014513781
Saved in:
3
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:
4
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
5
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
6
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
7
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
8
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
9
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
10
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
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