//--> //--> //--> //-->
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:"Economic modelling"
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
Portfolio insurance and volati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
341
Volatilität
339
Theorie
186
Theory
186
Portfolio selection
174
Portfolio-Management
174
Estimation
150
Schätzung
150
ARCH model
122
ARCH-Modell
122
Börsenkurs
109
Share price
109
Capital income
105
Kapitaleinkommen
105
Aktienmarkt
98
Stock market
98
CAPM
88
Welt
83
World
83
Forecasting model
70
Prognoseverfahren
70
Risiko
66
Risk
66
Time series analysis
62
Zeitreihenanalyse
62
Hedging
54
Oil price
52
Ölpreis
52
Exchange rate
51
Wechselkurs
51
Option pricing theory
49
Optionspreistheorie
49
Spillover effect
49
Spillover-Effekt
49
China
47
Financial crisis
44
Finanzkrise
44
Risikomaß
43
Risk measure
43
Financial market
42
more ...
less ...
Online availability
All
Undetermined
358
Free
3
Type of publication
All
Article
597
Type of publication (narrower categories)
All
Article in journal
597
Aufsatz in Zeitschrift
597
Conference paper
6
Konferenzbeitrag
6
Language
All
English
597
Author
All
Yang, Chunpeng
10
Siu, Tak Kuen
7
Arouri, Mohamed
6
Ma, Feng
6
Nguyen, Duc Khuong
6
Prigent, Jean-Luc
6
Guesmi, Khaled
5
Li, Bin
5
Roubaud, David
5
Todorova, Neda
5
Yao, Haixiang
5
Zhang, Yaojie
5
Zhou, Jian
5
Abid, Ilyes
4
Chevallier, Julien
4
Jawadi, Fredj
4
Kumar, Dilip
4
Reboredo, Juan Carlos
4
Shen, Yang
4
Zhang, Rengui
4
Zhang, Wei
4
Zhang, Wei-guo
4
Balcilar, Mehmet
3
Beckmann, Joscha
3
Boubaker, Sabri
3
Bouri, Elie
3
Charfeddine, Lanouar
3
Cross, Jamie
3
Czudaj, Robert
3
Feng, Yun
3
Gupta, Rangan
3
Huang, Zhuo
3
Lahiani, Amine
3
Li, Hongyi
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Louhichi, Waël
3
Maheswaran, S.
3
Ormos, Mihály
3
more ...
less ...
Published in...
All
Economic modelling
NBER working paper series
1,370
Journal of banking & finance
1,278
Finance research letters
1,260
Working paper / National Bureau of Economic Research, Inc.
1,226
NBER Working Paper
1,038
The journal of futures markets
938
Energy economics
844
International review of financial analysis
819
International journal of theoretical and applied finance
807
Journal of financial economics
734
Applied economics
672
International review of economics & finance : IREF
631
The journal of finance : the journal of the American Finance Association
621
Journal of economic dynamics & control
602
European journal of operational research : EJOR
577
Discussion paper / Centre for Economic Policy Research
563
The North American journal of economics and finance : a journal of financial economics studies
561
Journal of empirical finance
560
The review of financial studies
551
Insurance / Mathematics & economics
550
Mathematical finance : an international journal of mathematics, statistics and financial theory
521
Economics letters
500
Finance and stochastics
489
Applied financial economics
486
Quantitative finance
484
Working paper
480
Research in international business and finance
464
Applied economics letters
453
Journal of econometrics
450
Journal of financial and quantitative analysis : JFQA
445
The European journal of finance
444
Journal of international money and finance
443
Research paper series / Swiss Finance Institute
434
Journal of international financial markets, institutions & money
432
Pacific-Basin finance journal
404
Journal of risk and financial management : JRFM
399
Management science : journal of the Institute for Operations Research and the Management Sciences
377
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
371
Applied mathematical finance
369
more ...
less ...
Source
All
ECONIS (ZBW)
597
Showing
1
-
10
of
597
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An improved framework for approximating option prices with application to option portfolio
hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
2
What determines
volatility
smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
3
Operational risk of option
hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
4
Realized
volatility
or price range : evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros
;
Livada, Alexandra
- In:
Economic modelling
30
(
2013
),
pp. 212-216
Persistent link: https://www.econbiz.de/10009703683
Saved in:
5
Equilibrium asset pricing under the Lévy process with stochastic
volatility
and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Saved in:
6
Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin
;
Chen, Chun-Da
- In:
Economic modelling
33
(
2013
),
pp. 533-536
Persistent link: https://www.econbiz.de/10010193332
Saved in:
7
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
8
Diversification and optimal hedges for socially responsible investment in Brazil
Iglesias Casal, Ana
;
López Penabad, María Celia
; …
- In:
Economic modelling
85
(
2020
),
pp. 106-118
Persistent link: https://www.econbiz.de/10012210615
Saved in:
9
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
10
Extracting portfolio management strategies from
volatility
transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Otranto, Edoardo
- In:
Economic modelling
41
(
2014
),
pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
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...
//-->