//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
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
Adverse selection in an insura...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Portfolio-Management
Theorie
567
Theory
567
Portfolio selection
147
Stochastic process
118
Stochastischer Prozess
118
Option pricing theory
104
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
Hedging
55
Yield curve
51
Zinsstruktur
51
CAPM
43
Risiko
36
Risk
36
Börsenkurs
34
Share price
34
Financial market
33
Finanzmarkt
33
Markov chain
29
Markov-Kette
29
Statistical distribution
28
Statistische Verteilung
28
Mathematical programming
27
Mathematische Optimierung
27
Risikomaß
27
Risk measure
27
Black-Scholes model
25
Capital income
25
Incomplete market
25
Kapitaleinkommen
25
Unvollkommener Markt
25
Black-Scholes-Modell
24
Option trading
23
Optionsgeschäft
23
more ...
less ...
Online availability
All
Undetermined
59
Type of publication
All
Article
246
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
247
Aufsatz in Zeitschrift
247
Conference paper
2
Konferenzbeitrag
2
Mehrbändiges Werk
2
Multi-volume publication
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
247
Author
All
Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Wilmott, Paul
5
Hui, Cho H.
4
Kwok, Yue-Kuen
4
Lo, C. F.
4
Platen, Eckhard
4
Avellaneda, Marco
3
Cartea, Álvaro
3
Forsyth, Peter A.
3
Hoogland, J. K.
3
Kim, Young Shin
3
Liu, Rui Hua
3
Neumann, C. D. D.
3
Wu, Lixin
3
Arai, Takuji
2
Aurell, Erik
2
Baviera, Roberto
2
Benth, Fred Espen
2
Blanchet-Scalliet, Christophette
2
Bouchaud, Jean-Philippe
2
Brigo, Damiano
2
Chiarella, Carl
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Gulko, Les
2
Herzog, Florian
2
Jaimungal, Sebastian
2
Joshi, Mark S.
2
Kang, Boda
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Mancino, Maria Elvira
2
Overbeck, Ludger
2
Pham, Huyên
2
Račev, Svetlozar T.
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
325
Insurance / Mathematics & economics
286
Journal of banking & finance
286
European journal of operational research : EJOR
278
Finance and stochastics
252
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
216
Journal of economic dynamics & control
203
NBER Working Paper
189
Finance research letters
187
Research paper series / Swiss Finance Institute
139
The journal of finance : the journal of the American Finance Association
134
Journal of financial economics
133
The review of financial studies
132
Quantitative finance
131
Applied mathematical finance
110
The journal of futures markets
109
Risks : open access journal
107
Management science : journal of the Institute for Operations Research and the Management Sciences
106
The journal of derivatives : the official publication of the International Association of Financial Engineers
105
Journal of empirical finance
99
The journal of portfolio management : a publication of Institutional Investor
99
Discussion paper / Centre for Economic Policy Research
97
Swiss Finance Institute Research Paper
97
The European journal of finance
97
Economic modelling
86
Economics letters
86
The journal of computational finance
86
SpringerLink / Bücher
84
International review of economics & finance : IREF
79
Journal of financial and quantitative analysis : JFQA
77
Mathematical methods of operations research
77
Computational economics
75
Mathematics and financial economics
75
International review of financial analysis
73
The journal of asset management
70
Annals of finance
68
Discussion paper / Tinbergen Institute
67
Journal of economic theory
64
more ...
less ...
Source
All
ECONIS (ZBW)
247
Showing
1
-
10
of
247
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
2
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
3
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
4
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
5
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
6
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
7
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
Saved in:
8
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
Saved in:
9
Utility indifference pricing of interest-rate guarantees
Benth, Fred Espen
;
Proske, Frank
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003847563
Saved in:
10
Sensitivity analysis and density estimation for the Hobson-Rogers stochastic volatility model
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
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...
//-->