//--> //--> //--> //-->
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 mathematical finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Portfolio selection"
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
Das Reportgeschäft
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Derivat
137
Derivative
137
Option pricing theory
65
Optionspreistheorie
65
Theorie
57
Theory
57
USA
26
United States
26
Stochastic process
24
Stochastischer Prozess
24
Volatility
23
Volatilität
23
Hedging
21
CAPM
19
Option trading
16
Optionsgeschäft
16
Yield curve
16
Zinsstruktur
16
Portfolio-Management
13
Black-Scholes model
9
Black-Scholes-Modell
9
Börsenkurs
8
Interest rate derivative
8
Risiko
8
Risk
8
Share price
8
Swap
8
Zinsderivat
8
Credit risk
7
Estimation
7
Kreditrisiko
7
Risikomanagement
7
Risk management
7
Schätzung
7
Weather
7
Wetter
7
Incomplete market
6
Interest rate
6
Simulation
6
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
Author
All
Bick, Avi
2
Johnson, Herbert
2
Blomeyer, Edward C.
1
Bouzianis, George
1
Chen, Yong
1
Diltz, J. David
1
Grinblatt, Mark
1
Hilliard, Jimmy E.
1
Hughston, Lane P.
1
Jordan, Susan D.
1
Leung, Tim
1
Matsumoto, Koichi
1
Morini, Massimo
1
Ménassé, Clément
1
Swidler, Steven Mark
1
Tankov, Peter
1
Trigeorgis, Lenos
1
Ward, Brian
1
Webber, Nick
1
more ...
less ...
Published in...
All
Applied mathematical finance
Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
19
Journal of banking & finance
16
The journal of futures markets
15
European journal of operational research : EJOR
13
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
The European journal of finance
10
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
International review of financial analysis
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
SpringerLink / Bücher
9
The journal of derivatives : JOD
9
Finanzmarkt und Portfolio-Management
8
The journal of fixed income
8
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of asset management
7
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
Springer Texts in Business and Economics
6
The journal of computational finance
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Applied economics
5
Asia-Pacific financial markets
5
Bank- und finanzwirtschaftliche Forschungen
5
Financial markets and portfolio management
5
Journal of financial economics
5
Journal of mathematical finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of derivatives research
5
The Frank J. Fabozzi series
5
The credit derivatives handbook : global perspectives, innovations, and market drivers
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
Saved in:
2
On the consistency of the black-scholes model with a general equilibrium framework
Bick, Avi
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 259-275
Persistent link: https://www.econbiz.de/10001037502
Saved in:
3
A put option paradox
Grinblatt, Mark
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
Saved in:
4
An empirical examination of the pricing of American put options
Blomeyer, Edward C.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 13-22
Persistent link: https://www.econbiz.de/10001047157
Saved in:
5
A log-transformed binomial numerical analysis method for valuing complex multi-option investments
Trigeorgis, Lenos
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 309-326
Persistent link: https://www.econbiz.de/10001113534
Saved in:
6
Producing derivative assets with forward contracts
Bick, Avi
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
2
,
pp. 153-160
Persistent link: https://www.econbiz.de/10001053429
Saved in:
7
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
8
Dynamic index tracking and risk exposure control using derivatives
Leung, Tim
;
Ward, Brian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 180-212
Persistent link: https://www.econbiz.de/10011959128
Saved in:
9
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
10
Option replication in discrete time with illiquidity
Matsumoto, Koichi
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 167-190
Persistent link: https://www.econbiz.de/10009737170
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->