//--> //--> //--> //-->
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
Hedge fund attributes and vola...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
245
Volatilität
245
Option pricing theory
156
Optionspreistheorie
156
Stochastic process
135
Stochastischer Prozess
135
Theorie
79
Theory
79
Black-Scholes model
38
Black-Scholes-Modell
38
Derivat
38
Derivative
38
Option trading
34
Optionsgeschäft
34
stochastic volatility
24
Swap
21
Hedging
19
Experiment
18
Stochastic volatility
18
Yield curve
17
Zinsstruktur
17
Statistical distribution
16
Statistische Verteilung
16
CAPM
15
Portfolio selection
15
Portfolio-Management
15
option pricing
14
Estimation
13
Estimation theory
13
Schätztheorie
13
Schätzung
13
Börsenkurs
12
Capital income
12
Kapitaleinkommen
12
Share price
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Correlation
10
Korrelation
10
USA
10
more ...
less ...
Online availability
All
Undetermined
68
Type of publication
All
Article
250
Type of publication (narrower categories)
All
Article in journal
250
Aufsatz in Zeitschrift
250
Conference paper
4
Konferenzbeitrag
4
Language
All
English
250
Author
All
Benth, Fred Espen
6
Brigo, Damiano
5
Takahashi, Akihiko
5
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Chiarella, Carl
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Schoutens, Wim
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Carr, Peter
2
Cui, Zhenyu
2
Ekström, Erik
2
Fabozzi, Frank J.
2
Fukasawa, Masaaki
2
Funahashi, Hideharu
2
Grasselli, Martino
2
Gulisashvili, Archil
2
Hok, Julien
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Macrina, Andrea
2
Madan, Dilip B.
2
McWalter, Thomas A.
2
Mercurio, Fabio
2
Merino, Raúl
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Energy economics
643
Finance research letters
623
NBER working paper series
521
Working paper / National Bureau of Economic Research, Inc.
502
NBER Working Paper
444
International review of financial analysis
437
Journal of banking & finance
429
Applied economics
395
International review of economics & finance : IREF
383
The journal of futures markets
362
Economic modelling
350
The North American journal of economics and finance : a journal of financial economics studies
329
Journal of econometrics
322
Research in international business and finance
299
Journal of empirical finance
286
Applied financial economics
273
Applied economics letters
266
Discussion paper / Centre for Economic Policy Research
260
Working paper
257
Economics letters
251
Journal of financial economics
246
Journal of international financial markets, institutions & money
246
Journal of international money and finance
234
Discussion paper / Tinbergen Institute
206
Journal of risk and financial management : JRFM
200
Quantitative finance
197
MPRA Paper
187
Pacific-Basin finance journal
180
The European journal of finance
179
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
174
CESifo working papers
172
The review of financial studies
170
International Journal of Energy Economics and Policy : IJEEP
169
IMF working papers
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Journal of economic dynamics & control
153
International journal of finance & economics : IJFE
152
International journal of forecasting
145
Journal of financial and quantitative analysis : JFQA
144
more ...
less ...
Source
All
ECONIS (ZBW)
250
Showing
1
-
10
of
250
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for random walk and structural breaks in hedge funds returns
Cerrato, Mario
;
Iannelli, Andrea
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 341-358
Persistent link: https://www.econbiz.de/10003344293
Saved in:
2
Hedge fund performance : sources and measures
Eberlein, Ernst
;
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 267-282
Persistent link: https://www.econbiz.de/10003867399
Saved in:
3
Could short selling make financial markets tumble?
Andersen, Jørgen Vitting
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 509-521
Persistent link: https://www.econbiz.de/10002980812
Saved in:
4
The efficient frontier of long-short portfolios
Charpin, Françoise
;
Lacaze, Dominique
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 737-756
Persistent link: https://www.econbiz.de/10001743245
Saved in:
5
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
6
CVA with wrong way risk : sensitivities,
volatility
and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
7
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
8
Risk sensitivities of Bermuda swaptions
Piterbarg, Vladimir V.
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 465-509
Persistent link: https://www.econbiz.de/10002108806
Saved in:
9
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:
10
Implied
volatility
trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
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...
//-->