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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~subject:"Portfolio selection"
~subject:"Risikoprämie"
~subject:"USA"
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Park, Hun Y.
4
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Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
571
Journal of banking & finance
133
The journal of finance : the journal of the American Finance Association
100
The review of financial studies
95
Working paper / National Bureau of Economic Research, Inc.
92
Energy economics
83
Journal of financial and quantitative analysis : JFQA
82
Journal of financial economics
69
International review of financial analysis
66
The journal of alternative investments
56
Applied financial economics
51
NBER working paper series
48
Journal of international money and finance
46
International review of economics & finance : IREF
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The journal of fixed income
40
Applied economics
38
International journal of theoretical and applied finance
38
Journal of empirical finance
38
NBER Working Paper
38
Journal of international financial markets, institutions & money
37
Review of futures markets
36
Finance research letters
34
Discussion paper / Centre for Economic Policy Research
32
Economic modelling
32
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American journal of agricultural economics
30
The European journal of finance
30
The journal of business : B
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Review of quantitative finance and accounting
26
The financial review : the official publication of the Eastern Finance Association
26
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
Quantitative finance
24
The journal of financial research
24
Global finance journal
23
Wiley finance series
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European journal of operational research : EJOR
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ECONIS (ZBW)
75
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1
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
2
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
3
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
4
The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo
;
Johnson, Paul
;
Duck, Peter
; …
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
Saved in:
5
Dynamic index tracking and risk exposure control using derivatives
Leung, Tim
;
Ward, Brian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 180-212
Persistent link: https://www.econbiz.de/10011959128
Saved in:
6
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
7
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
8
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
9
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Saved in:
10
Option replication in discrete time with illiquidity
Matsumoto, Koichi
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 167-190
Persistent link: https://www.econbiz.de/10009737170
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