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~isPartOf:"International journal of industrial organization"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of fixed income"
~subject:"Portfolio selection"
~subject:"Risikoprämie"
~subject:"USA"
~subject:"Volatilität"
~subject:"Yield curve"
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Portfolio selection
Risikoprämie
USA
Volatilität
Yield curve
Theorie
381
Theory
381
Option pricing theory
313
Optionspreistheorie
313
Preismanagement
213
Pricing strategy
213
CAPM
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151
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138
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Fabozzi, Frank J.
5
Gatheral, Jim
4
Radoičić, Radoš
4
Dunis, Christian
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
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Kienitz, Jörg
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Kim, Jeong-Hoon
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McWalter, Thomas A.
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Pirjol, Dan
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Rosenbaum, David Ira
3
Wong, Hoi Ying
3
Ziveyi, Jonathan
3
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2
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2
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2
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2
Bessler, Wolfgang
2
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2
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2
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2
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2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
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2
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2
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International journal of industrial organization
Quantitative finance
The European journal of finance
The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
470
NBER working paper series
286
Journal of banking & finance
275
International journal of theoretical and applied finance
270
Journal of financial economics
264
The review of financial studies
224
The journal of finance : the journal of the American Finance Association
212
Finance research letters
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NBER Working Paper
176
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166
Mathematical finance : an international journal of mathematics, statistics and financial theory
144
Journal of economic dynamics & control
130
Journal of empirical finance
127
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125
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Finance and stochastics
119
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117
International review of financial analysis
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Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
112
Management science : journal of the Institute for Operations Research and the Management Sciences
107
European journal of operational research : EJOR
106
Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
100
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The journal of derivatives : the official publication of the International Association of Financial Engineers
96
Economic modelling
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International journal of financial engineering
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Energy economics
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Insurance / Mathematics & economics
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Economics letters
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Review of quantitative finance and accounting
77
Annals of finance
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ECONIS (ZBW)
314
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1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
5
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
6
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
7
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
8
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
9
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
10
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
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