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~isPartOf:"Economics and business review"
~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of asset management : a major new, international quarterly journal for the financial community"
~isPartOf:"The journal of fixed income"
~isPartOf:"The journal of futures markets"
~language:"bos"
~language:"eng"
~person:"Baviera, Roberto"
~person:"Benth, Fred Espen"
~person:"Broll, Udo"
~person:"Cui, Zhenyu"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Webb, Robert I."
~subject:"CAPM"
~subject:"Credit rating"
~subject:"Derivat"
~subject:"Hedging"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
Credit rating
Derivat
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Kreditrisiko
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Option pricing theory
Statistical distribution
Theorie
Theory
38
Derivative
27
Optionspreistheorie
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Portfolio selection
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86
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Baviera, Roberto
Benth, Fred Espen
Broll, Udo
Cui, Zhenyu
Fabozzi, Frank J.
Hayre, Lakhbir S.
Webb, Robert I.
Lien, Da-hsiang Donald
50
Jarrow, Robert A.
16
Kwok, Yue-Kuen
16
Elliott, Robert J.
15
Chen, Ren-Raw
14
Kit, Pong Wong
13
Levendorskij, Sergej Z.
12
Madan, Dilip B.
12
Takahashi, Akihiko
12
Brigo, Damiano
11
Cantor, Richard
11
Ryu, Doojin
11
Gay, Gerald D.
10
Goodman, Laurie Sharon
10
Hung, Mao-Wei
10
Jeanblanc, Monique
10
Kim, Hwa-sung
10
Kolb, Robert W.
10
Wang, Xingchun
10
Chung, San-lin
9
Frino, Alex
9
Hui, Cho H.
9
Kang, Jangkoo
9
Račev, Svetlozar T.
9
Schoutens, Wim
9
Daigler, Robert T.
8
Gauthier, Geneviève
8
Gupta, Rangan
8
Korn, Ralf
8
Lai, Yu-Sheng
8
Liao, Szu-Lang
8
Rutkowski, Marek
8
Shrestha, Keshab
8
Wang, George H. K.
8
Yamazaki, Akira
8
Zhang, Jin E.
8
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Asia Pacific Association of Derivatives
5
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Asia Pacific Futures Research Symposium <15, 2005, Singapur>
1
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
Management Development Institute <Gurgaon>
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
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Economics and business review
Finance research letters
Financial markets and instruments
International journal of theoretical and applied finance
The journal of asset management : a major new, international quarterly journal for the financial community
The journal of fixed income
The journal of futures markets
Valuation, financial modeling, and quantitative tools
21
The handbook of fixed income securities
18
Energy economics
13
Applied mathematical finance
11
European journal of operational research : EJOR
10
Investment management and financial management
10
Journal of banking & finance
10
The journal of portfolio management : a publication of Institutional Investor
10
Quantitative finance
9
Economics letters
8
Finance and stochastics
8
Computational economics
6
Journal of economic dynamics & control
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of derivatives : JOD
6
Applied economics
5
International journal of financial engineering
5
The journal of energy markets
5
Applied financial economics
4
Economic modelling
4
Jahrbücher für Nationalökonomie und Statistik
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The European journal of finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of fixed income : JFI
4
Annals of operations research
3
Contemporary economics
3
European financial management : the journal of the European Financial Management Association
3
IMA journal of management mathematics
3
Insurance / Mathematics & economics
3
International economic journal
3
International review of financial analysis
3
Journal of economics
3
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ECONIS (ZBW)
95
Showing
1
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10
of
95
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date (oldest first)
1
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
2
Pricing arithmetic Asian and Amerasian options : a diffusion operator integral expansion approach
Ding, Kailin
;
Cui, Zhenyu
;
Yang, Xiaoguang
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10014293009
Saved in:
3
Sequential Itô-Taylor expansions and characteristic functions of stochastic volatility models
Ding, Kailin
;
Cui, Zhenyu
;
Liu, Yanchu
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1750-1769
Persistent link: https://www.econbiz.de/10014433005
Saved in:
4
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
5
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
6
A lifetime allocation with human capital : implications for target date fund
Ha, Seokkeun
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
23
(
2022
)
5
,
pp. 365-375
Persistent link: https://www.econbiz.de/10013392028
Saved in:
7
Market risk, value-at-risk and exponential weighting
Broll, Udo
;
Förster, Andreas
- In:
Economics and business review
8/22
(
2022
)
2
,
pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
Saved in:
8
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
9
The ABC's of the ARP : understanding alternative risk premium
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 391-404
Persistent link: https://www.econbiz.de/10012659812
Saved in:
10
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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