//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~isPartOf:"The journal of investment strategies"
~source:"econis"
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: person:"Avellaneda, Marco"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Aktienindex
1
Business network
1
Chicago Board Options Exchange (CBOE) volatility index (VIX) futures
1
Cluster analysis
1
Clusteranalyse
1
Index
1
Index derivative
1
Index futures
1
Index number
1
Index-Futures
1
Indexderivat
1
Portfolio selection
1
Portfolio-Management
1
Regional cluster
1
Regionales Cluster
1
Stock index
1
Unternehmensnetzwerk
1
Volatility
1
Volatilität
1
asset clusters
1
cluster eigenportfolios
1
clustering algorithm
1
combined portfolio of cluster eigenportfolios
1
exchange-traded funds (ETFs)
1
iPath Standard & Poor's 500 volatility index short-term futures exchange-traded fund (VXX)
1
roll-yield
1
subspace performance
1
term structure
1
volatility index (VIX)
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Nachruf
2
Language
All
English
4
Author
All
Avellaneda, Marco
4
Akansu, Ali N.
1
Cont, Rama
1
Gatheral, Jim
1
Papanicolaou, Andrew
1
Xiong, Anqi
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
The journal of investment strategies
International journal of theoretical and applied finance
12
Applied mathematical finance
6
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Quantitative finance
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
In memoriam : Marco Avellaneda (1955-2022)
Cont, Rama
- In:
Mathematical finance : an international journal of …
33
(
2023
)
1
,
pp. 3-15
Persistent link: https://www.econbiz.de/10014278655
Saved in:
2
Marco Avellaneda : mathematician and trader
Gatheral, Jim
- In:
Mathematical finance : an international journal of …
33
(
2023
)
1
,
pp. 16-18
Persistent link: https://www.econbiz.de/10014278657
Saved in:
3
Quant investing in cluster portfolios
Akansu, Ali N.
;
Avellaneda, Marco
;
Xiong, Anqi
- In:
The journal of investment strategies
9
(
2020
)
4
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012598981
Saved in:
4
Statistics of VIX futures and their applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, Andrew
- In:
The journal of investment strategies
7
(
2018
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011880127
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->