//--> //--> //--> //-->
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 mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~subject:"Portfolio selection"
~subject:"Risk premium"
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:"Derivat <Wertpapier>"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risk premium
Derivat
213
Derivative
213
Option pricing theory
122
Optionspreistheorie
122
Volatility
66
Volatilität
66
Theorie
55
Theory
55
Option trading
46
Optionsgeschäft
46
Stochastic process
45
Stochastischer Prozess
45
Hedging
38
Credit risk
28
Kreditrisiko
28
Yield curve
22
Zinsstruktur
22
Risk
19
Risiko
18
Swap
18
Portfolio-Management
16
Black-Scholes model
15
Black-Scholes-Modell
15
Commodity derivative
14
Rohstoffderivat
14
Risikomanagement
13
Risk management
13
CAPM
12
Interest rate derivative
12
Zinsderivat
12
Credit derivative
10
Kreditderivat
10
Derivatives
9
Estimation
9
Incomplete market
9
Risikoprämie
9
Schätzung
9
USA
9
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Wang, Xingchun
3
Benth, Fred Espen
2
Barua, Ronil
1
Bouchaud, Jean-Philippe
1
Bouzianis, George
1
Branger, Nicole
1
Chen, Jingnan
1
ClauĂźen, Arndt
1
Cousin, Areski
1
Crépey, Stéphane
1
Di Nunno, Giulia
1
Dong, Ziming
1
Dunbar, Kwamie
1
Dömötör, Barbara
1
GarcĂa Mirantes, AndrĂ©s
1
Horikawa, Hiroaki
1
Hughston, Lane P.
1
Ji, Pengfei
1
Kan, Yu Hang
1
Khedher, Asma
1
Koziol, Christian
1
Koziol, Philipp
1
Leung, Tim
1
Löhr, Sebastian
1
Ma, Chaoqun
1
Ma, Zonggang
1
Mahayni, Antje
1
Mai, Jan-Frederik
1
Matsumoto, Koichi
1
Morini, Massimo
1
Ménassé, Clément
1
Nakagawa, Kei
1
Olivares, Pablo
1
Owusu-Amoako, Johnson
1
Pircalabu, Anca
1
PoblaciĂłn, Javier
1
Rieger, Marc Oliver
1
Rösch, Daniel
1
Schenk, Steffen
1
Scherer, Matthias
1
more ...
less ...
Published in...
All
Applied mathematical finance
Finance research letters
Review of derivatives research
Energy economics
28
Journal of banking & finance
25
International journal of theoretical and applied finance
24
The journal of futures markets
23
European journal of operational research : EJOR
17
Quantitative finance
14
SpringerLink / BĂĽcher
14
International review of financial analysis
12
International review of economics & finance : IREF
11
Journal of economic dynamics & control
11
The European journal of finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Advances in futures and options research : a research annual
10
NBER Working Paper
10
NBER working paper series
10
The journal of derivatives : JOD
10
Bank- und finanzwirtschaftliche Forschungen
9
Finance and stochastics
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of fixed income
9
Annals of finance
8
Economic modelling
8
Journal of financial and quantitative analysis : JFQA
8
Research paper series / Swiss Finance Institute
8
The journal of finance : the journal of the American Finance Association
8
Applied economics
7
Gabler Edition Wissenschaft
7
International journal of financial engineering
7
The review of financial studies
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied financial economics
6
Asia-Pacific financial markets
6
Europäische Hochschulschriften / 5
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research in international business and finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
5
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:
6
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:
7
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->