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~isPartOf:"Risk and decision analysis"
~language:"eng"
~language:"sqi"
~source:"econis"
~subject:"Decision under risk"
~subject:"Optionspreistheorie"
~subject:"Risk measure"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Research Report"
~type_genre:"Thesis"
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Decision under risk
Optionspreistheorie
Risk measure
Theorie
55
Theory
55
Portfolio selection
27
Portfolio-Management
27
Option pricing theory
24
Risiko
21
Risk
21
Risikomanagement
20
Risk management
20
Stochastic process
20
Stochastischer Prozess
20
Derivat
12
Derivative
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4
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Melnikov, Alexander
3
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Li, Lide
2
Melʹnikov, Aleksandr V.
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Perrakis, Stylianos
2
Stojanovic, Srdjan
2
Tapiero, Oren J.
2
Tong, Shuo
2
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1
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1
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1
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1
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1
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1
Givi, Arshia
1
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1
Guégan, Dominique
1
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1
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1
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Mišura, Julija S.
1
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1
Oancea, Michael
1
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1
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Risk and decision analysis
International journal of theoretical and applied finance
508
Journal of banking & finance
383
Insurance / Mathematics & economics
374
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
The journal of futures markets
273
European journal of operational research : EJOR
260
The journal of computational finance
260
Finance and stochastics
258
Applied mathematical finance
253
Quantitative finance
252
Finance research letters
225
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Risks : open access journal
204
Review of derivatives research
175
Journal of economic dynamics & control
165
Computational economics
147
Journal of risk
147
The North American journal of economics and finance : a journal of financial economics studies
147
Journal of mathematical finance
133
Energy economics
132
International journal of financial engineering
126
Management science : journal of the Institute for Operations Research and the Management Sciences
123
The European journal of finance
121
International review of financial analysis
120
Economic modelling
118
Journal of econometrics
110
Journal of risk and financial management : JRFM
101
Applied economics
100
Journal of financial economics
95
Journal of empirical finance
94
International review of economics & finance : IREF
90
Asia-Pacific financial markets
88
Economics letters
86
Journal of risk and uncertainty : JRU
79
Applied economics letters
78
Journal of financial and quantitative analysis : JFQA
74
Mathematics and financial economics
74
Review of quantitative finance and accounting
74
The journal of risk model validation
74
International journal of forecasting
68
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1
Some systemic risk indicators
El Qalli, Yassine
;
Said, Khalil
- In:
Risk and decision analysis
9
(
2023
)
2/4
,
pp. 39-56
Persistent link: https://www.econbiz.de/10014473406
Saved in:
2
Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to default risk charge
Lehdili, Noureddine
;
Givi, Arshia
- In:
Risk and decision analysis
7
(
2018
)
3/4
,
pp. 91-105
Persistent link: https://www.econbiz.de/10012174432
Saved in:
3
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model
Kilianová, Soňa
;
Letko, Boris
- In:
Risk and decision analysis
7
(
2018
)
1/2
,
pp. 51-62
Persistent link: https://www.econbiz.de/10011945645
Saved in:
4
Optimization under supplier portfolio risk considering breach of contract and market risks
Wu, Qi
;
Sak, Halis
;
Seshadri, Sridhar
;
Haksoz, Cagri
- In:
Risk and decision analysis
7
(
2018
)
3/4
,
pp. 77-89
Persistent link: https://www.econbiz.de/10012174430
Saved in:
5
Stochastic jump intensity models
Lévy Dit Véhel, Pierre-Emmanuel
;
Lévy Véhel, Jacques
- In:
Risk and decision analysis
7
(
2018
)
1/2
,
pp. 63-75
Persistent link: https://www.econbiz.de/10011945650
Saved in:
6
Measuring risks in the tail: the extreme VaR and its confidence interval
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Risk and decision analysis
6
(
2017
)
3
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011925077
Saved in:
7
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10011743830
Saved in:
8
Transaction costs and option prices
Perrakis, Stylianos
- In:
Risk and decision analysis
6
(
2017
)
3
,
pp. 241-248
Persistent link: https://www.econbiz.de/10011925091
Saved in:
9
The price of granularity and fractional finance
Tapiero, Charles S.
;
Tapiero, Oren J.
;
Jumarie, Guy
- In:
Risk and decision analysis
6
(
2015/2016
)
1
,
pp. 7-21
Persistent link: https://www.econbiz.de/10011573716
Saved in:
10
From stochastic dominance to Black-Scholes : an alternative option pricing paradigm
Oancea, Michael
;
Perrakis, Stylianos
- In:
Risk and decision analysis
5
(
2014
)
2/3
,
pp. 99-112
Persistent link: https://www.econbiz.de/10011285063
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