//--> //--> //--> //-->
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:"Applied economics"
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
Shadow prices, fractional Brow...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
204
Portfolio-Management
204
Theorie
86
Theory
86
Estimation
66
Schätzung
66
Capital income
62
Kapitaleinkommen
62
Stochastic process
51
Stochastischer Prozess
51
Volatility
50
Volatilität
50
Option pricing theory
42
Optionspreistheorie
42
Aktienmarkt
40
Stock market
40
Risiko
31
Risk
31
Anlageverhalten
30
Behavioural finance
30
CAPM
29
Hedging
29
Transaction costs
28
Transaktionskosten
28
Risikomaß
25
Risk measure
25
ARCH model
22
ARCH-Modell
22
Börsenkurs
22
Share price
22
USA
22
United States
22
Welt
21
World
21
Forecasting model
19
Prognoseverfahren
19
Financial investment
18
Kapitalanlage
18
Risikomanagement
16
Risk management
16
more ...
less ...
Online availability
All
Undetermined
196
Free
4
Type of publication
All
Article
335
Type of publication (narrower categories)
All
Article in journal
334
Aufsatz in Zeitschrift
334
Language
All
English
335
Author
All
Fabozzi, Frank J.
8
Yoon, Seong-min
6
Hammoudeh, Shawkat
5
Goutte, Stéphane
4
Grobys, Klaus
4
Hernandez, Jose Arreola
4
Barbi, Massimiliano
3
Bikker, Jacob A.
3
Bonaparte, Yosef
3
Dempsey, Michael
3
Goodwin, Barry K.
3
Kim, Saejoon
3
Nawrocki, David N.
3
Tiwari, Aviral Kumar
3
Zaremba, Adam
3
Zhang, Jin E.
3
Aloui, Chaker
2
Barros, Carlos Pestana
2
Blazsek, Szabolcs
2
Chang, Hsu-Ling
2
Chang, Tsangyao
2
Cheema, Muhammad A.
2
Chen, Chao-liang
2
Chen, Dar-hsin
2
Chen, Shi
2
Clements, Kenneth W.
2
Du, Xiaodong
2
Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Gil-Alaña, Luis A.
2
Gubareva, Mariya
2
Han, Chulwoo
2
Huang, Fu-Wei
2
Huck, Nicolas
2
Jammazi, Rania
2
Jawadi, Fredj
2
Kang, Sang Hoon
2
Koslowsky, David
2
Kumar, Satish
2
Kung, James J.
2
more ...
less ...
Published in...
All
Applied economics
European journal of operational research : EJOR
1,084
Journal of banking & finance
846
NBER working paper series
822
Working paper / National Bureau of Economic Research, Inc.
748
International journal of theoretical and applied finance
742
Insurance / Mathematics & economics
638
NBER Working Paper
617
Finance research letters
583
Finance and stochastics
497
Journal of economic dynamics & control
468
Mathematical finance : an international journal of mathematics, statistics and financial theory
452
Quantitative finance
411
Journal of financial economics
397
Discussion paper / Centre for Economic Policy Research
394
The journal of futures markets
378
International review of financial analysis
363
The journal of finance : the journal of the American Finance Association
350
Management science : journal of the Institute for Operations Research and the Management Sciences
344
Research paper series / Swiss Finance Institute
335
Risks : open access journal
333
Applied mathematical finance
326
Journal of econometrics
323
The review of financial studies
319
Economics letters
318
SpringerLink / Bücher
313
Discussion paper / Tinbergen Institute
305
Economic modelling
302
The journal of computational finance
300
Working paper
298
The European journal of finance
283
Journal of empirical finance
278
Computational economics
273
The journal of portfolio management : a publication of Institutional Investor
270
The journal of asset management
267
International review of economics & finance : IREF
264
Energy economics
260
Journal of financial and quantitative analysis : JFQA
256
The North American journal of economics and finance : a journal of financial economics studies
252
Operations research
244
more ...
less ...
Source
All
ECONIS (ZBW)
335
Showing
1
-
10
of
335
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
2
Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Endres, Sylvia
;
Stübinger, Johannes
- In:
Applied economics
51
(
2019
)
29
,
pp. 3153-3169
Persistent link: https://www.econbiz.de/10012196804
Saved in:
3
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
4
Mean-variance portfolio selection with estimation risk and transaction costs
Mei, Xiaoling
;
Zhu, Huanjun
;
Chen, Chongzhu
- In:
Applied economics
55
(
2023
)
13
,
pp. 1436-1453
Persistent link: https://www.econbiz.de/10013554924
Saved in:
5
What explains long memory in futures price volatility?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
Saved in:
6
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
7
Evaluating the economy embedded in the Brazilian ethanol-gasoline flex-fuel car : a Real Options approach
Samanez, Carlos P.
;
Ferreira, Léo da R.
;
Nascimento, …
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1565-1581
Persistent link: https://www.econbiz.de/10010412451
Saved in:
8
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
9
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
10
Valuing investment projects under interest rate risk : empirical evidence from European firms
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Applied economics
49
(
2017
)
56
,
pp. 5662-5672
Persistent link: https://www.econbiz.de/10011845287
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...
//-->