//--> //--> //--> //-->
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
Does the inclusion of exposure...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
245
Volatilität
245
Portfolio selection
220
Portfolio-Management
220
Theorie
209
Theory
209
Option pricing theory
186
Optionspreistheorie
186
Stochastic process
183
Stochastischer Prozess
183
Derivat
57
Derivative
57
Hedging
46
Black-Scholes model
43
Black-Scholes-Modell
43
Option trading
38
Optionsgeschäft
38
CAPM
34
Risiko
33
Risk
33
Credit risk
30
Kreditrisiko
30
Mathematical programming
28
Mathematische Optimierung
28
Risikomaß
25
Risk measure
25
Statistical distribution
25
Statistische Verteilung
25
Yield curve
24
Zinsstruktur
24
stochastic volatility
24
Swap
22
Capital income
21
Experiment
21
Kapitaleinkommen
21
Estimation theory
20
Schätztheorie
20
Börsenkurs
19
Share price
19
Transaction costs
19
more ...
less ...
Online availability
All
Undetermined
153
Type of publication
All
Article
450
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
452
Aufsatz in Zeitschrift
452
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
452
Author
All
Benth, Fred Espen
7
Korn, Ralf
7
Brigo, Damiano
6
Fabozzi, Frank J.
6
Konno, Hiroshi
5
Liu, Rui Hua
5
Pallavicini, Andrea
5
Takahashi, Akihiko
5
Chiarella, Carl
4
Platen, Eckhard
4
Račev, Svetlozar T.
4
Rebonato, Riccardo
4
Wilmott, Paul
4
Zubelli, Jorge P.
4
Arai, Takuji
3
Baviera, Roberto
3
Bielecki, Tomasz R.
3
Cartea, Álvaro
3
Escobar, Marcos
3
Forde, Martin
3
Forsyth, Peter A.
3
Fouque, Jean-Pierre
3
Frahm, Gabriel
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hughston, Lane P.
3
Kwok, Yue-Kuen
3
Leung, Tim
3
Lipton, Alexander
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Rutkowski, Marek
3
Schoutens, Wim
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zagst, Rudi
3
Ahlip, Rehez
2
Aly, Sidi Mohamed Ould
2
Alòs, Elisa
2
Ammann, Manuel
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Gospodarka planowa : miesie̜cznik poświe̜cony problemom planowania i rozwoju gospodarki narodowej
1,536
Nowe drogi : czasopismo społeczno-polityczne
1,174
Finance research letters
1,063
NBER working paper series
1,056
Ekonomista : czasopismo poświe̜cone nauce i potrzebom życia
985
Working paper / National Bureau of Economic Research, Inc.
959
Journal of banking & finance
950
Ruch prawniczy, ekonomiczny i socjologiczny : organ Uniwersytetu im A. Mickiewicza i Akademii Ekonomicznej w Poznaniu
830
NBER Working Paper
817
Finanse
798
Energy economics
747
International review of financial analysis
695
Applied economics
615
Prace naukowe Akademii Ekonomicznej Imienia Oskara Langego we Wrocławiu
554
International review of economics & finance : IREF
539
Economic modelling
530
Gospodarka narodowa : the Polish journal of economics
530
Discussion paper / Centre for Economic Policy Research
517
Pánstwo i prawo : miesie̜cznik
492
Bank i kredyt / Polnische Ausgabe
487
European research studies
467
European journal of operational research : EJOR
461
The North American journal of economics and finance : a journal of financial economics studies
460
The journal of futures markets
443
Journal of empirical finance
442
Journal of financial economics
437
Research in international business and finance
429
Insurance / Mathematics & economics
421
Working paper
419
Applied economics letters
413
Wiadomości statystyczne
405
Economics letters
400
Journal of economic dynamics & control
388
Applied financial economics
386
Quantitative finance
379
Journal of econometrics
372
Journal of risk and financial management : JRFM
368
The journal of finance : the journal of the American Finance Association
364
Journal of international financial markets, institutions & money
362
more ...
less ...
Source
All
ECONIS (ZBW)
452
Showing
1
-
10
of
452
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markowitz portfolio and the blur of history
Ng, Chi Tim
;
Shi, Yue
;
Chan, Ngai Hang
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012496534
Saved in:
2
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:
3
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:
4
On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan
;
Slim, Skander
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
Saved in:
5
Probability distribution and option pricing for drawdown in a stochastic
volatility
environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
6
Utility maximization in affine stochastic
volatility
models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
7
The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
Saved in:
8
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
9
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
10
Worst-case scenarios for American options
Buff, Robert
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
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...
//-->