//--> //--> //--> //-->
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
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: subject:"multiasset"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Optionspreistheorie
31
Option pricing theory
29
Portfolio selection
20
Portfolio-Management
20
Theorie
19
Theory
16
Optionsgeschäft
13
Option trading
12
Stochastic process
10
Stochastischer Prozess
10
CAPM
9
Correlation
9
Korrelation
9
multi-asset
9
Derivat
8
Derivative
8
Risk management
8
Financial market
7
Finanzmarkt
7
Volatility
7
Volatilität
7
multi-asset options
7
Multi-asset options
6
Risikomanagement
6
Statistical distribution
6
Statistische Verteilung
6
Black-Scholes-Modell
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risk
5
ARCH model
4
ARCH-Modell
4
Anlageverhalten
4
Behavioural finance
4
Black-Scholes model
4
Exotic options
4
Multi-asset
4
Multi-asset markets
4
Multi-asset portfolios
4
Risiko
4
more ...
less ...
Online availability
All
Undetermined
54
Free
38
Type of publication
All
Article
71
Book / Working Paper
32
Other
1
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Working Paper
8
Graue Literatur
6
Non-commercial literature
6
Thesis
6
Arbeitspapier
4
Article
2
Hochschulschrift
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
77
Undetermined
27
Author
All
Veiga, Carlos
4
Wystup, Uwe
4
Dias, Alexandra
3
Dieci, Roberto
3
Escobar, Marcos
3
Esquível, Manuel L.
3
García, Diego
3
Guillaume, Tristan
3
Heidergott, Bernd
3
Rastegari, Javad
3
Schmitt, Noemi
3
Stentoft, Lars
3
Tavin, Bertrand
3
Volk-Makarewicz, Warren
3
Dushimimana, Jean Claude
2
Fengler, Matthias R.
2
Han, Feng
2
Hens, Thorsten
2
Li, Minqiang
2
Ma, Xiaojuan
2
Ouwehand, Peter
2
Prokopczuk, Marcel
2
Rigatos, Gerasimos G.
2
Samimi, Oldouz
2
Schnetzer, Michael
2
Schwendner, Peter
2
Shiraya, Kenichiro
2
Siano, P.
2
Säfvenblad, Patrik
2
Urošević, Branko
2
Westerhoff, Frank H.
2
Xu, Jiahua
2
Zhang, Jiheng
2
Zhou, Jieyun
2
ABBAS-TURKI, LOKMAN A.
1
ANDERLUH, J. H. M.
1
Abbas-Turki, Lokman A.
1
Aboura, Sofiane
1
Ahdida, Abdelkoddousse
1
Akahori, Jirô
1
more ...
less ...
Institution
All
Henley Business School, University of Reading
3
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Finance Discipline Group, Business School
2
University of Stellenbosch. Faculty of Science. Dept. of Mathematical Sciences.
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Banco de España
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Frankfurt School of Finance and Management
1
HAL
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Instituut
1
more ...
less ...
Published in...
All
International Journal of Theoretical and Applied Finance (IJTAF)
4
International journal of theoretical and applied finance
4
Computational economics
3
ICMA Centre Discussion Papers in Finance
3
Journal of banking & finance
3
Quantitative finance
3
Applied Mathematical Finance
2
Applied mathematical finance
2
CPQF Working Paper Series
2
International journal of financial engineering
2
Journal of Banking & Finance
2
MPRA Paper
2
Research Paper Series / Finance Discipline Group, Business School
2
Research paper series / Swiss Finance Institute
2
Review of Derivatives Research
2
SSE/EFI Working Paper Series in Economics and Finance
2
Annals of financial economics
1
Asia-Pacific Financial Markets
1
BERG Working Paper Series
1
BERG working paper series
1
Banco de España Working Papers
1
Bulletin of applied economics
1
CIRANO Working Papers
1
Computing in Economics and Finance 2005
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
European journal of operational research : EJOR
1
Evolutionary and institutional economics review
1
Finance and stochastics
1
Finance research letters
1
Financial analysts journal : FAJ
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International Journal for Re-Views in Empirical Economics (IREE)
1
International Journal for Re-Views in Empirical Economics : IREE
1
International review of financial analysis
1
Journal of Financial Markets
1
Journal of Risk and Financial Management
1
Journal of evolutionary economics : JEE
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
RePEc
33
BASE
6
EconStor
6
Showing
1
-
10
of
104
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing and portfolio optimization under a
multi-asset
jump-diffusion model with systemic risk
Makarov, Roman
- In:
Risks : open access journal
11
(
2023
)
12
,
pp. 1-24
We explore a
multi-asset
jump-diffusion pricing model, combining a systemic risk asset with several conditionally … quadratic growth through the correlation matrix, which is typical for many other
multi-asset
models. We delve into the …
Persistent link: https://www.econbiz.de/10014446758
Saved in:
2
Covariance dependent kernels, a Q-affine GARCH for
multi-asset
option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
3
Simulating
multi-asset
classes prices using Wasserstein Generative Adversarial Network: A study of stocks, futures and cryptocurrency
Han, Feng
;
Ma, Xiaojuan
;
Zhang, Jiheng
- In:
Journal of Risk and Financial Management
15
(
2022
)
1
,
pp. 1-21
of a market simulator for trading analysis. We might be the first to look into
multi-asset
classes in a systematic …
Persistent link: https://www.econbiz.de/10013201330
Saved in:
4
Evolutionary finance for
multi-asset
investors
Schnetzer, Michael
;
Hens, Thorsten
-
2022
strategies. Evolutionary finance accounts for this and endogenizes asset prices. This paper develops a
multi-asset
evolutionary … foundation are evolutionarily advantageous for
multi-asset
investors …
Persistent link: https://www.econbiz.de/10012800946
Saved in:
5
Simulating
multi-asset
classes prices using Wasserstein Generative Adversarial Network : a study of stocks, futures and cryptocurrency
Han, Feng
;
Ma, Xiaojuan
;
Zhang, Jiheng
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
1
,
pp. 1-21
of a market simulator for trading analysis. We might be the first to look into
multi-asset
classes in a systematic …
Persistent link: https://www.econbiz.de/10012813868
Saved in:
6
Evolutionary finance for
multi-asset
investors
Schnetzer, Michael
;
Hens, Thorsten
- In:
Financial analysts journal : FAJ
78
(
2022
)
3
,
pp. 115-127
Persistent link: https://www.econbiz.de/10013362704
Saved in:
7
Multi-asset
noisy rational expectations equilibrium with contingent claims
Chabakauri, Georgy
;
Yuan, Kathy
;
Zachariadis, …
- In:
The review of economic studies : RES
89
(
2022
)
5
,
pp. 2445-2490
Persistent link: https://www.econbiz.de/10013400114
Saved in:
8
Optimisation of the investment strategy of the Norwegian Sovereign Wealth Fund by adjusting the real estate quota
Rehers, Sven
;
Lekander, Jon
;
Bendiek, Ansgar Bernhard
- In:
Journal of property investment & finance
42
(
2024
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10014504658
Saved in:
9
Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen
;
Sun, Chuhao
;
Cohen, Asaf
;
Stokes, James
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
Saved in:
10
Analysis of the relevance of sentiment data for the prediction of excess returns in a
multiasset
framework
Desforges, Perceval
;
Geissler, Christophe
;
Liu, Fei
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1360-1369
Persistent link: https://www.econbiz.de/10014338901
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->