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~isPartOf:"Journal of banking & finance"
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~subject:"Portfolio selection"
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Portfolio selection
Derivat
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59
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Frey, Rüdiger
2
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1
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1
Baldeaux, Jan
1
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1
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Finance and stochastics
Journal of banking & finance
Journal of financial economics
International journal of theoretical and applied finance
19
Finanzmarkt und Portfolio-Management
18
SpringerLink / Bücher
17
Bank- und finanzwirtschaftliche Forschungen
16
The journal of futures markets
15
European journal of operational research : EJOR
13
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10
Research paper series / Swiss Finance Institute
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The European journal of finance
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Advances in futures and options research : a research annual
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Energy economics
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Gabler Edition Wissenschaft
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International review of financial analysis
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Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of derivatives : JOD
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Journal of financial and quantitative analysis : JFQA
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Swiss journal of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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International journal of financial engineering
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Asia-Pacific financial markets
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
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1
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
2
Corporate use of derivatives and excess value of diversification
Lin, J. Barry
;
Pantzalis, Christos
;
Park, Jung Chul
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 889-913
Persistent link: https://www.econbiz.de/10003429844
Saved in:
3
Trading strategies with partial access to the derivatives market
Muck, Matthias
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1288-1298
Persistent link: https://www.econbiz.de/10003978387
Saved in:
4
Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413
Saved in:
5
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
6
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
7
Hedge funds, CDOs and the financial crisis : an empirical investigation of the "Magnetar trade"
Mählmann, Thomas
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 537-548
Persistent link: https://www.econbiz.de/10009705620
Saved in:
8
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
9
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:
10
An approximation pricing algrithm in an incomplete market : a differential geometric approach
Gao, Yuan
;
Guan Lim, Kian
;
Hwa Ng, Kah
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10002261445
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