//--> //--> //--> //-->
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
The valuation of options on po...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
174
Portfolio-Management
174
Theorie
87
Theory
87
Derivat
33
Derivative
33
Risikomaß
31
Risk measure
31
Capital income
30
Kapitaleinkommen
30
Risiko
28
Risk
28
Hedging
27
CAPM
24
Estimation
24
Schätzung
24
Anlageverhalten
23
Behavioural finance
23
Volatility
23
Volatilität
23
Welt
21
World
21
Risk management
19
Aktienmarkt
18
Risikomanagement
18
Stock market
18
Commodity derivative
16
Rohstoffderivat
16
Börsenkurs
13
Financial market
13
Finanzmarkt
13
Forecasting model
13
Prognoseverfahren
13
Share price
13
ARCH model
12
ARCH-Modell
12
Mathematical programming
11
Mathematische Optimierung
11
Option pricing theory
11
Optionspreistheorie
11
more ...
less ...
Online availability
All
Undetermined
124
Type of publication
All
Article
201
Type of publication (narrower categories)
All
Article in journal
201
Aufsatz in Zeitschrift
201
Conference paper
2
Konferenzbeitrag
2
Language
All
English
201
Author
All
Yang, Chunpeng
8
Nguyen, Duc Khuong
5
Prigent, Jean-Luc
5
Siu, Tak Kuen
5
Jawadi, Fredj
4
Yao, Haixiang
4
Arouri, Mohamed
3
Chevallier, Julien
3
Sheng, Jiliang
3
Umar, Zaghum
3
Wu, Huiling
3
Yang, Jun
3
Zeng, Yan
3
Zhang, Rengui
3
Zhang, Wei-guo
3
An, Yunbi
2
Bahaji, Hamza
2
Bouri, Elie
2
Charfeddine, Lanouar
2
Chen, Shumin
2
Du, Jiangze
2
Gatfaoui, Hayette
2
Hammoudeh, Shawkat
2
Huang, Xiaoxia
2
Jiang, Cuixia
2
Lahiani, Amine
2
Li, Bin
2
Li, Jinfang
2
Ma, Guiyuan
2
Maurer, Frantz
2
Park, Sung Y.
2
Roubaud, David
2
Sha, Yezhou
2
Shen, Yang
2
Siu, Chi Chung
2
Su, Xiaoshan
2
Uddin, Mohammed Gazi Salah
2
Vidal, Marta
2
Vidal-García, Javier
2
Wang, Yudong
2
more ...
less ...
Published in...
All
Economic modelling
Journal of banking & finance
732
NBER working paper series
595
Finance research letters
531
Working paper / National Bureau of Economic Research, Inc.
518
The journal of futures markets
463
European journal of operational research : EJOR
440
NBER Working Paper
425
Insurance / Mathematics & economics
406
International journal of theoretical and applied finance
371
International review of financial analysis
350
Journal of financial economics
332
The journal of finance : the journal of the American Finance Association
309
Journal of economic dynamics & control
283
The journal of asset management
262
The journal of portfolio management : a publication of Institutional Investor
259
Quantitative finance
256
Applied economics
246
Research paper series / Swiss Finance Institute
243
SpringerLink / Bücher
243
Discussion paper / Centre for Economic Policy Research
236
International review of economics & finance : IREF
234
Finance and stochastics
232
Journal of financial and quantitative analysis : JFQA
232
Management science : journal of the Institute for Operations Research and the Management Sciences
230
Energy economics
228
The review of financial studies
227
The European journal of finance
226
Journal of empirical finance
224
Mathematical finance : an international journal of mathematics, statistics and financial theory
212
Risks : open access journal
210
The North American journal of economics and finance : a journal of financial economics studies
196
Journal of risk and financial management : JRFM
187
Research in international business and finance
175
Working paper
175
Economics letters
174
Applied economics letters
170
Applied financial economics
170
Pacific-Basin finance journal
165
Swiss Finance Institute Research Paper
165
more ...
less ...
Source
All
ECONIS (ZBW)
201
Showing
1
-
10
of
201
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
2
The interaction among production, hedging and investment decisions
Alghalith, Moawia
- In:
Economic modelling
30
(
2013
),
pp. 193-195
Persistent link: https://www.econbiz.de/10009703688
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
Optimal positioning in financial derivatives under mixture distributions
Hentati-Kaffel, R.
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011645569
Saved in:
5
Equilibrium of financial
derivative
markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
6
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:
7
Modelling risk premia in CO2 allowances spot and futures prices
Chevallier, Julien
- In:
Economic modelling
27
(
2010
)
3
,
pp. 717-729
Persistent link: https://www.econbiz.de/10003995620
Saved in:
8
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
Arouri, Mohamed
;
Jawadi, Fredj
;
Nguyen, Duc Khuong
- In:
Economic modelling
29
(
2012
)
3
,
pp. 884-892
Persistent link: https://www.econbiz.de/10009545498
Saved in:
9
The impact of issuing warrant and debt on behavior of the firm's stock
Xiao, Wei-lin
;
Zhang, Wei-guo
;
Yao, Zheng
;
Wang, Xiao-hui
- In:
Economic modelling
31
(
2013
),
pp. 635-641
Persistent link: https://www.econbiz.de/10009731463
Saved in:
10
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
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...
//-->