//--> //--> //--> //-->
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:"Portfolio-Management"
~subject:"Volatility"
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
Portfolio-Management
Volatility
Theorie
567
Theory
567
Portfolio selection
147
Stochastic process
118
Stochastischer Prozess
118
Option pricing theory
104
Optionspreistheorie
104
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
62
Type of publication
All
Article
210
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
211
Aufsatz in Zeitschrift
211
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
211
Author
All
Korn, Ralf
6
Konno, Hiroshi
5
Brigo, Damiano
4
Fabozzi, Frank J.
4
Platen, Eckhard
4
Wilmott, Paul
4
Cartea, Álvaro
3
Forsyth, Peter A.
3
Baviera, Roberto
2
Benth, Fred Espen
2
Epstein, D.
2
Escobar, Marcos
2
Fouque, Jean-Pierre
2
Frahm, Gabriel
2
Frey, Rüdiger
2
Gardiol, Lucien
2
Herzog, Florian
2
Jaimungal, Sebastian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Liu, Rui Hua
2
Madan, Dilip B.
2
Meister, Bernhard K.
2
Ostrovsky, Dmitry
2
Overbeck, Ludger
2
Pallavicini, Andrea
2
Papanicolaou, George
2
Pham, Huyên
2
Rudloff, Birgit
2
Sass, Jörn
2
Sircar, Kaushik Ronnie
2
Stauffer, Dietrich
2
Takahashi, Akihiko
2
Trivellato, Barbara
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zagst, Rudi
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
403
Working paper / National Bureau of Economic Research, Inc.
344
Journal of banking & finance
334
NBER Working Paper
334
European journal of operational research : EJOR
288
Insurance / Mathematics & economics
288
Finance research letters
272
Journal of economic dynamics & control
233
Mathematical finance : an international journal of mathematics, statistics and financial theory
219
Finance and stochastics
189
Journal of financial economics
170
Quantitative finance
168
Economics letters
165
Journal of empirical finance
159
Research paper series / Swiss Finance Institute
159
Discussion paper / Centre for Economic Policy Research
156
Economic modelling
154
Journal of econometrics
150
The review of financial studies
149
Discussion paper / Tinbergen Institute
140
The journal of finance : the journal of the American Finance Association
136
Risks : open access journal
132
The European journal of finance
129
International review of economics & finance : IREF
126
International review of financial analysis
121
Working paper
120
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Applied economics
114
Computational economics
111
Swiss Finance Institute Research Paper
110
The journal of portfolio management : a publication of Institutional Investor
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
International journal of forecasting
94
Journal of risk and financial management : JRFM
94
Journal of international money and finance
93
Applied mathematical finance
89
Applied economics letters
84
Journal of economic theory
83
more ...
less ...
Source
All
ECONIS (ZBW)
211
Showing
1
-
10
of
211
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
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:
7
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:
8
The variance swap contract under the CEV process
Jordan, Richard
;
Tier, Charles
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 709-743
Persistent link: https://www.econbiz.de/10003899517
Saved in:
9
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:
10
Wavelet estimators for long memory in stock markets
Mabrouk, Anouar Ben
;
Kortas, Hedi
;
Ammou, Samir Ben
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 297-317
Persistent link: https://www.econbiz.de/10003867402
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...
//-->