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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of fixed income"
~subject:"Portfolio-Management"
~subject:"Risikoprämie"
~subject:"Theory"
~subject:"USA"
~subject:"Volatilität"
~subject:"Yield curve"
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Portfolio-Management
Risikoprämie
Theory
USA
Volatilität
Yield curve
Option pricing theory
306
Optionspreistheorie
306
CAPM
162
Volatility
146
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122
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Fabozzi, Frank J.
6
Dunis, Christian
3
Felpel, Mike
3
Gatheral, Jim
3
Horvath, Blanka Nora
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Jacquier, Antoine
3
Kienitz, Jörg
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Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Realdon, Marco
3
Wong, Hoi Ying
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Barone-Adesi, Giovanni
2
Bayer, Christian
2
Bessler, Wolfgang
2
Bhattacharjee, Ranjit
2
Bunn, Derek W.
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2
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2
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2
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2
Garces, Len Patrick Dominic M.
2
González-Urteaga, Ana
2
Grobys, Klaus
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
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2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Quantitative finance
The European journal of finance
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Working paper / National Bureau of Economic Research, Inc.
720
NBER working paper series
578
NBER Working Paper
439
International journal of theoretical and applied finance
376
Journal of banking & finance
365
Discussion paper / Centre for Economic Policy Research
358
Economics letters
357
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352
Mathematical finance : an international journal of mathematics, statistics and financial theory
329
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320
European journal of operational research : EJOR
313
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312
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297
Journal of economic dynamics & control
296
International journal of industrial organization
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242
Finance and stochastics
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CESifo working papers
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148
The Rand journal of economics
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Journal of regulatory economics
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International review of economics & finance : IREF
142
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ECONIS (ZBW)
333
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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
The Black-Scholes equation in the presence of arbitrage
Farinelli, Simone
;
Takada, Hideyuki
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2155-2170
Persistent link: https://www.econbiz.de/10013490935
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
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