//--> //--> //--> //-->
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"
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
Subordinated Market Index Mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
11
Theory
11
Portfolio selection
7
Portfolio-Management
7
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Risikomaß
3
Risk measure
3
Volatility
3
Volatilität
3
Börsenkurs
2
Derivat
2
Derivative
2
Measurement
2
Messung
2
Option trading
2
Optionsgeschäft
2
Probability theory
2
Risiko
2
Risk
2
Share price
2
Wahrscheinlichkeitsrechnung
2
fractional Brownian motion
2
1990-2004
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Ausreißer
1
Benchmark approach
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bubbles
1
CAPM
1
Devisenmarkt
1
Erwartungsnutzen
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Račev, Svetlozar T.
9
Platen, Eckhard
8
Fabozzi, Frank J.
7
Stoyanov, Stoyan V.
4
Biglova, Almira
2
D'Addona, Stefano
2
Heath, David C.
2
Kim, Young Shin
2
Marinelli, Carlo
2
Ortobelli, Sergio
2
Stoyanov, Stoyan
2
Christensen, Morten Mosegaard
1
Guo, Zhi Jun
1
Hu, Yuan
1
Miller, Shane M.
1
Mitov, Georgi K.
1
Mittnik, Stefan
1
Rendek, Renata
1
Shirvani, Abootaleb
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Research Paper Series / Finance Discipline Group, Business School
113
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Research paper / Quantitative Finance Research Group, University of Technology Sydney
12
Working paper series in economics
11
Asia-Pacific financial markets
10
Journal of banking & finance
10
Papers / arXiv.org
10
Applied mathematical finance
9
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
Asia-Pacific Financial Markets
9
Quantitative Finance
9
The Frank J. Fabozzi series
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Mathematical Finance
6
SFB 373 Discussion Paper
6
SFB 373 Discussion Papers
6
Valuation, financial modeling, and quantitative tools
6
Applied financial economics
5
Computational Statistics
5
Handbook of heavy tailed distributions in finance
5
Journal of risk and financial management : JRFM
5
Mathematics and Computers in Simulation (MATCOM)
5
Finance and stochastics
4
Insurance / Mathematics & economics
4
Investment management and financial innovations
4
Mathematical methods of operations research
4
Quantitative Finance Research Centre Research Paper
4
Risk assessment : decisions in banking and finance
4
The journal of asset management
4
Applied Mathematical Finance
3
Applied economics
3
Computational economics
3
Journal of empirical finance
3
Mathematical Methods of Operations Research
3
Stochastic Processes and their Applications
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
An alternative interest rate term structure model
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 717-736
Persistent link: https://www.econbiz.de/10003133849
Saved in:
3
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:
4
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
5
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
6
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
7
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
8
A comparison of some univariate models for value-at-risk and expected shortfall
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1043-1075
Persistent link: https://www.econbiz.de/10003631000
Saved in:
9
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
10
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->