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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~subject:"Portfolio selection"
~subject:"Schätzung"
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Search: subject:"Derivat <Wertpapier>"
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Portfolio selection
Schätzung
Derivat
213
Derivative
213
Option pricing theory
122
Optionspreistheorie
122
Volatility
66
Volatilität
66
Theorie
55
Theory
55
Option trading
46
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46
Stochastic process
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Bai, Yujuan
1
Barua, Ronil
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Bouzianis, George
1
Branger, Nicole
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1
Chen, Jingnan
1
Claußen, Arndt
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Kan, Yu Hang
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Korn, Olaf
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Leung, Tim
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Lin, Fang
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Liu, Li
1
Löhr, Sebastian
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Ma, Chaoqun
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Ma, Zonggang
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Mahayni, Antje
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Matsumoto, Koichi
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Morini, Massimo
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Applied mathematical finance
Finance research letters
Review of derivatives research
The journal of futures markets
38
Journal of banking & finance
27
International journal of theoretical and applied finance
21
International review of financial analysis
20
Applied financial economics
17
The European journal of finance
17
Energy economics
16
European journal of operational research : EJOR
15
SpringerLink / Bücher
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Quantitative finance
13
International review of economics & finance : IREF
12
Journal of financial and quantitative analysis : JFQA
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Bank- und finanzwirtschaftliche Forschungen
11
Economic modelling
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Journal of financial economics
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Gabler Edition Wissenschaft
10
The journal of derivatives : JOD
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Advances in futures and options research : a research annual
9
Finance and stochastics
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Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of fixed income
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Applied economics
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Applied economics letters
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NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Finance and economics discussion series
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Insurance / Mathematics & economics
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International journal of financial engineering
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Journal of mathematical finance
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NBER Working Paper
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Risks : open access journal
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Springer Texts in Business and Economics
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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
Investor sentiment and mean-variance relation : evidence from emerging futures markets
Pok, Wei Fong
;
Kabir, M. Humayun
;
Young, Martin R.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013341767
Saved in:
7
Economic policy uncertainty and volatility of treasury futures
Zhang, Maojun
;
Zhao, Yang
;
Nan, Jiangxia
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10013191386
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
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