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~isPartOf:"Applied mathematical finance"
~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
208
Derivative
208
Option pricing theory
120
Optionspreistheorie
120
Volatility
63
Volatilität
63
Theorie
55
Theory
55
Option trading
45
Optionsgeschäft
45
Stochastic process
44
Stochastischer Prozess
44
Hedging
38
Credit risk
27
Kreditrisiko
27
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
CAPM
12
Interest rate derivative
12
Risikomanagement
12
Risk management
12
Zinsderivat
12
Credit derivative
10
Kreditderivat
10
Derivatives
9
Estimation
9
Incomplete market
9
Risikoprämie
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Risk premium
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16
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Barua, Ronil
1
Bouzianis, George
1
Branger, Nicole
1
Chen, Jingnan
1
Claußen, Arndt
1
Cousin, Areski
1
Crépey, Stéphane
1
Dunbar, Kwamie
1
Dömötör, Barbara
1
Horikawa, Hiroaki
1
Hughston, Lane P.
1
Ji, Pengfei
1
Kan, Yu Hang
1
Leung, Tim
1
Löhr, Sebastian
1
Ma, Chaoqun
1
Ma, Zonggang
1
Mahayni, Antje
1
Matsumoto, Koichi
1
Morini, Massimo
1
Ménassé, Clément
1
Nakagawa, Kei
1
Owusu-Amoako, Johnson
1
Rieger, Marc Oliver
1
Rösch, Daniel
1
Sharma, Anil Kumar
1
Tankov, Peter
1
Ward, Brian
1
Webber, Nick
1
Wei, Lei
1
Wu, Zhijian
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Yuan, Shuonan
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Applied mathematical finance
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
Economic modelling
6
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
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Asia-Pacific financial markets
5
Europäische Hochschulschriften / 5
5
International review of financial analysis
5
Journal of financial economics
5
Journal of mathematical finance
5
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)
16
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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
Saved in:
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