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:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~person:"Andersen, Torben"
~person:"Escobar, Marcos"
~subject:"Volatilität"
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
An agent-based stochastic vola...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Volatility
2
Ambiguity
1
CAPM
1
Capital income
1
Decision under uncertainty
1
Derivat
1
Derivative
1
Entscheidung unter Unsicherheit
1
Estimation
1
Extreme events
1
Forecasting model
1
Jumps
1
Kapitaleinkommen
1
Option pricing
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Return predictability
1
Risiko
1
Risikoaversion
1
Risikoprämie
1
Risk
1
Risk aversion
1
Risk premia
1
Risk premium
1
Robust portfolio choice
1
Robust statistics
1
Robustes Verfahren
1
Schätzung
1
Theorie
1
Theory
1
Welfare loss
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Andersen, Torben
Escobar, Marcos
Gupta, Rangan
2
Park, Beum-jo
2
Renò, Roberto
2
Andreou, Panayiotis C.
1
Anghel, Dan Gabriel
1
Arismendi Zambrano, Juan Carlos
1
Armstrong, Will J.
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Bali, Turan G.
1
Bandi, F. M.
1
Banerjee, Snehal
1
Barber, Brad M.
1
Batten, Jonathan A.
1
Behrendt, Simon
1
Borochin, Paul
1
Branger, Nicole
1
Bregantini, Daniele
1
Brini, Alessio
1
Broer, Tobias
1
Caraiani, Petre
1
Cardella, Laura
1
Cartea, Álvaro
1
Chaim, Pedro
1
Chan, Jennifer S. K.
1
Christou, Christina
1
Chuang, Wen-I
1
Collin-Dufresne, Pierre
1
Cordis, Adriana S.
1
Daigler, Robert T.
1
Daniel, Kent
1
Demirer, Rıza
1
Dimitrakopoulos, Stefanos
1
Dorn, Daniel
1
Doshi, Hitesh
1
Dupoyet, Brice
1
Duxbury, Darren
1
Eom, Young Ho
1
more ...
less ...
Published in...
All
CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Journal of econometrics
4
Applied mathematical finance
2
Annals of finance
1
CFS working paper series
1
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance research letters
1
Journal of economic dynamics & control
1
Review of derivatives research
1
Risks : open access journal
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
