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Volatilität
240
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238
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218
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218
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209
Portfolio-Management
209
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126
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126
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82
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Uppal, Raman
15
Başak, Suleyman
13
Guiso, Luigi
11
Lettau, Martin
11
Hau, Harald
10
Ramadorai, Tarun
10
Ludvigson, Sydney C.
9
Pavlova, Anna
9
Sentana, Enrique
8
Acharya, Viral V.
7
Campbell, John Y.
7
Jappelli, Tullio
7
Massa, Massimo
7
Pedersen, Lasse Heje
7
Rose, Andrew
7
Timmermann, Allan
7
Dahlquist, Magnus
6
Fratzscher, Marcel
6
Kaniel, Ron
6
Ploeg, Frederick van der
6
Pástor, Ľuboš
6
Rebelo, Sérgio
6
Söderlind, Paul
6
Bacchetta, Philippe
5
Bekaert, Geert
5
Fernández-Villaverde, Jesús
5
Gomes, Francisco J.
5
Hale, Galina
5
Kilian, Lutz
5
Koedijk, Kees
5
López-Salido, José David
5
Marcellino, Massimiliano
5
Michaelides, Alexander G.
5
Nieuwerburgh, Stijn van
5
Razin, Asaf
5
Rubio-Ramírez, Juan Francisco
5
Sarno, Lucio
5
Simonov, Andrei
5
Tong, Hui
5
Wolff, Christiaan Cornelis Petrus
5
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1,332
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1,313
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1,271
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1,238
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1,022
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942
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875
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821
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796
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722
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665
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642
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630
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607
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591
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583
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536
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523
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508
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508
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496
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480
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476
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451
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439
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417
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416
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414
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402
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390
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ECONIS (ZBW)
590
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1
Demand-based
option
pricing
Garleanu, Nicolae B.
;
Pedersen, Lasse Heje
;
Poteshman, …
-
2006
Persistent link: https://www.econbiz.de/10003294309
Saved in:
2
Equilibrium portfolio strategies in the presence of sentiment risk and excess
volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2007
Persistent link: https://www.econbiz.de/10003549572
Saved in:
3
Improving portfolio selection using
option
-implied
volatility
and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
4
Option
prices and costly short-selling
Başak, Suleyman
;
Atmaz, Adem
-
2018
Persistent link: https://www.econbiz.de/10011936171
Saved in:
5
Corporate bond valuation and
hedging
with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.
-
2002
Persistent link: https://www.econbiz.de/10013423918
Saved in:
6
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10003945578
Saved in:
7
Selecting copulas for risk management
Kole, Erik
;
Koedijk, Kees
;
Verbeek, Marno
-
2006
Persistent link: https://www.econbiz.de/10003322651
Saved in:
8
Preferred risk habitat of individual investors
Dorn, Daniel
;
Huberman, Gur
-
2007
Persistent link: https://www.econbiz.de/10003574334
Saved in:
9
Idiosyncratic return
volatility
in the cross-section of stocks
Kang, Namho
;
Kondor, Péter
;
Sadka, Ronnie
-
2011
Persistent link: https://www.econbiz.de/10008989333
Saved in:
10
Variance risk, financial intermediation, and the cross-section of expected
option
returns
Schürhoff, Norman
;
Ziegler, Alexandre
-
2011
Persistent link: https://www.econbiz.de/10008909466
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