//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Portfolio-Management"
~subject:"Volatility"
~subject:"Volatilität"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"PRICING"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Volatility
Volatilität
Option pricing theory
320
Optionspreistheorie
320
CAPM
230
Theorie
177
Theory
177
Stochastic process
150
Stochastischer Prozess
150
Capital income
121
Kapitaleinkommen
121
Estimation
110
Schätzung
109
Börsenkurs
97
Share price
97
Portfolio selection
94
Option trading
86
Optionsgeschäft
86
Derivat
78
Derivative
78
Preismanagement
65
Pricing strategy
65
Hedonic price index
53
Hedonischer Preisindex
53
Risiko
53
Risk
53
USA
48
United States
48
Hedging
45
Risikoprämie
43
Risk premium
43
Aktienmarkt
42
Stock market
42
Black-Scholes model
40
Black-Scholes-Modell
40
Monte Carlo simulation
37
Monte-Carlo-Simulation
37
Experiment
35
Option pricing
35
more ...
less ...
Online availability
All
Undetermined
198
Free
18
Type of publication
All
Article
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
257
Aufsatz in Zeitschrift
257
Conference paper
4
Konferenzbeitrag
4
Language
All
English
257
Author
All
Gatheral, Jim
4
Grobys, Klaus
4
Radoičić, Radoš
4
Dempsey, Michael
3
Fabozzi, Frank J.
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Wong, Hoi Ying
3
Zaremba, Adam
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
Ding, Rui
2
Drapeau, Samuel
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Keiber, Karl Ludwig
2
Kim, Saejoon
2
Liu, Xiaoquan
2
Marshall, Cara M.
2
Martini, Claude
2
McGee, Richard J.
2
Muguruza, Aitor
2
Muzzioli, Silvia
2
more ...
less ...
Published in...
All
Applied economics
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
224
Journal of banking & finance
175
Finance research letters
144
Journal of financial economics
127
Mathematical finance : an international journal of mathematics, statistics and financial theory
111
Applied mathematical finance
102
The journal of futures markets
97
Finance and stochastics
94
Journal of economic dynamics & control
87
Journal of empirical finance
86
International review of economics & finance : IREF
81
European journal of operational research : EJOR
78
Management science : journal of the Institute for Operations Research and the Management Sciences
77
International review of financial analysis
74
Journal of econometrics
73
The North American journal of economics and finance : a journal of financial economics studies
73
The journal of computational finance
73
The review of financial studies
71
International journal of financial engineering
66
Economic modelling
65
Insurance / Mathematics & economics
64
Review of derivatives research
61
The journal of finance : the journal of the American Finance Association
61
Annals of finance
57
Energy economics
51
Risks : open access journal
51
Journal of mathematical finance
50
Computational economics
49
Review of quantitative finance and accounting
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
Journal of risk and financial management : JRFM
45
Mathematics and financial economics
43
Journal of financial and quantitative analysis : JFQA
42
Journal of international financial markets, institutions & money
42
The journal of asset management
40
The journal of portfolio management : a publication of Institutional Investor
40
Applied financial economics
35
more ...
less ...
Source
All
ECONIS (ZBW)
257
Showing
1
-
10
of
257
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
2
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
5
Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Caglayan, Mustafa O.
;
Gong, Yuting
;
Xue, Wenjun
- In:
The European journal of finance
30
(
2024
)
11
,
pp. 1212-1238
Persistent link: https://www.econbiz.de/10014636443
Saved in:
6
Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu
;
Jiang, Xiaoquan
- In:
Applied economics
56
(
2024
)
46
,
pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
Saved in:
7
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
8
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
9
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
10
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->