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~isPartOf:"Applied mathematical finance"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~subject:"Portfolio selection"
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Search: subject:"Derivat <Wertpapier>"
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Portfolio selection
Derivat
246
Derivative
246
Option pricing theory
131
Optionspreistheorie
131
Volatility
73
Volatilität
73
Theorie
61
Theory
61
Option trading
52
Optionsgeschäft
52
Stochastic process
46
Stochastischer Prozess
46
Hedging
45
Credit risk
31
Kreditrisiko
31
Commodity derivative
24
Rohstoffderivat
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Yield curve
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Zinsstruktur
23
Portfolio-Management
22
Swap
20
Risk
19
Risiko
18
Black-Scholes model
16
Black-Scholes-Modell
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Commodity exchange
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Risikomanagement
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Risk management
15
Estimation
14
Schätzung
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Credit derivative
13
Kreditderivat
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Börsenkurs
12
CAPM
12
Forecasting model
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Interest rate derivative
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Prigent, Jean-Luc
2
Alghalith, Moawia
1
Barua, Ronil
1
Bertrand, Philippe
1
Bouzianis, George
1
Branger, Nicole
1
Chen, Jingnan
1
Chen, Rongda
1
Choudhry, Taufiq
1
Claußen, Arndt
1
Cousin, Areski
1
Crépey, Stéphane
1
Dempsey, Michael
1
Dunbar, Kwamie
1
Dömötör, Barbara
1
Hentati-Kaffel, R.
1
Horikawa, Hiroaki
1
Hughston, Lane P.
1
Ji, Pengfei
1
Kabir, M. Humayun
1
Kan, Yu Hang
1
Leung, Tim
1
Löhr, Sebastian
1
Ma, Chaoqun
1
Ma, Zonggang
1
Mahayni, Antje
1
Matsumoto, Koichi
1
Mitra, Sovan
1
Morini, Massimo
1
Mozumder, Sharif
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Ménassé, Clément
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Nakagawa, Kei
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Owusu-Amoako, Johnson
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Rieger, Marc Oliver
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Rösch, Daniel
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Tankov, Peter
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Ward, Brian
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Applied mathematical finance
Economic modelling
Finance research letters
Review of derivatives research
International journal of theoretical and applied finance
19
Journal of banking & finance
15
The journal of futures markets
15
SpringerLink / Bücher
14
European journal of operational research : EJOR
13
Quantitative finance
10
Advances in futures and options research : a research annual
9
Bank- und finanzwirtschaftliche Forschungen
9
Energy economics
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
The journal of derivatives : JOD
9
Journal of financial and quantitative analysis : JFQA
8
The journal of fixed income
8
Gabler Edition Wissenschaft
7
International review of financial analysis
7
International journal of financial engineering
6
Journal of risk and financial management : JRFM
6
Springer Texts in Business and Economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of asset management
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The journal of finance : the journal of the American Finance Association
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Applied economics
5
Asia-Pacific financial markets
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Europäische Hochschulschriften / 5
5
Journal of financial economics
5
Journal of mathematical finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
The Frank J. Fabozzi series
5
The credit derivatives handbook : global perspectives, innovations, and market drivers
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Wiley finance
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ECONIS (ZBW)
22
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1
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
2
Hedging with derivatives to increase firm value
Ji, Pengfei
;
Wei, Lei
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473495
Saved in:
3
Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
Saved in:
4
Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions
Barua, Ronil
;
Sharma, Anil Kumar
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479200
Saved in:
5
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
6
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
7
Optimal liquidation of financial derivatives
Chen, Jingnan
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436500
Saved in:
8
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:
9
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:
10
Optimal hedge ratio in a biased forward market under liquidity constraints
Dömötör, Barbara
- In:
Finance research letters
21
(
2017
),
pp. 259-263
Persistent link: https://www.econbiz.de/10011807801
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