//--> //--> //--> //-->
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
Investment Horizon Risk and Vo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
245
Volatilität
245
Theorie
222
Theory
222
Portfolio selection
220
Portfolio-Management
220
Option pricing theory
197
Optionspreistheorie
197
Stochastic process
185
Stochastischer Prozess
185
Risiko
61
Risk
61
Derivat
58
Derivative
58
Hedging
48
Black-Scholes model
43
Black-Scholes-Modell
43
Option trading
40
Optionsgeschäft
40
CAPM
36
Credit risk
31
Kreditrisiko
31
Risikomaß
30
Risk measure
30
Mathematical programming
29
Mathematische Optimierung
29
Statistical distribution
27
Statistische Verteilung
27
Yield curve
25
Zinsstruktur
25
stochastic volatility
24
Experiment
22
Swap
22
Capital income
21
Estimation theory
21
Kapitaleinkommen
21
Measurement
21
Messung
21
Schätztheorie
21
Börsenkurs
20
more ...
less ...
Online availability
All
Undetermined
163
Type of publication
All
Article
478
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
480
Aufsatz in Zeitschrift
480
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
480
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
Rebonato, Riccardo
5
Takahashi, Akihiko
5
Wilmott, Paul
5
Chiarella, Carl
4
Kwok, Yue-Kuen
4
Platen, Eckhard
4
Račev, Svetlozar T.
4
Schoutens, Wim
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
Leung, Tim
3
Lipton, Alexander
3
Madan, Dilip B.
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Rutkowski, Marek
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zagst, Rudi
3
Ahlip, Rehez
2
Aly, Sidi Mohamed Ould
2
Alòs, Elisa
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
1,565
Working paper / National Bureau of Economic Research, Inc.
1,383
Finance research letters
1,307
NBER Working Paper
1,217
Journal of banking & finance
1,058
Energy economics
860
MPRA Paper
848
International review of financial analysis
791
Applied economics
742
European journal of operational research : EJOR
728
Economics letters
698
Discussion paper / Centre for Economic Policy Research
674
Insurance / Mathematics & economics
651
International review of economics & finance : IREF
633
Economic modelling
613
Working paper
602
CESifo working papers
594
Journal of economic dynamics & control
520
Journal of financial economics
517
Applied economics letters
516
The North American journal of economics and finance : a journal of financial economics studies
509
Research in international business and finance
503
Working Paper
492
The journal of futures markets
482
Journal of empirical finance
480
Management science : journal of the Institute for Operations Research and the Management Sciences
463
Research paper series / Swiss Finance Institute
455
Journal of risk and financial management : JRFM
441
The journal of finance : the journal of the American Finance Association
439
Discussion paper / Tinbergen Institute
437
The review of financial studies
424
Risks : open access journal
412
Journal of international money and finance
410
Applied financial economics
407
Journal of international financial markets, institutions & money
403
Journal of econometrics
395
Quantitative finance
394
Pacific-Basin finance journal
393
CESifo Working Paper
391
more ...
less ...
Source
All
ECONIS (ZBW)
480
Showing
1
-
10
of
480
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009672606
Saved in:
4
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:
5
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:
6
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:
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
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:
9
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:
10
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:
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...
//-->