//--> //--> //--> //-->
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:"Journal of banking & finance"
~source:"econis"
~subject:"Derivat"
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
Dynamic Efficiency and Pareto...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Theory
1,384
Theorie
1,383
Portfolio selection
273
Portfolio-Management
273
Risikomanagement
203
Risk management
203
Credit risk
175
Kreditrisiko
175
USA
152
United States
150
Estimation
145
Schätzung
145
Bank
143
Capital income
142
Kapitaleinkommen
142
Volatility
136
Volatilität
136
CAPM
133
Risk
132
Risiko
130
Bank risk
117
Bankrisiko
117
Börsenkurs
115
Share price
115
Risikomaß
109
Risk measure
109
Financial crisis
101
Finanzkrise
101
Yield curve
88
Zinsstruktur
88
Derivative
85
Risikoprämie
83
Risk premium
83
Welt
79
World
79
Option pricing theory
78
Optionspreistheorie
78
Investment
77
Basel Accord
75
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
85
Type of publication (narrower categories)
All
Article in journal
84
Aufsatz in Zeitschrift
84
Language
All
English
85
Author
All
Dark, Jonathan
2
Fusai, Gianluca
2
Lioui, Abraham
2
Longstaff, Francis A.
2
Roncoroni, Andrea
2
Abaffy, J.
1
Adam-Müller, Axel F. A.
1
Akhigbe, Aigbe O.
1
Alexander, S.
1
Allen, Linda
1
Baldeaux, Jan
1
Barone, Emilio
1
Barro, Diana
1
Barsotti, Flavia
1
Bartram, Söhnke M.
1
Baule, Rainer
1
Benninga, Simon
1
Bertocchi, Marida
1
Bertoni, Fabio
1
Boloorforoosh, Ali
1
Breuer, Peter
1
Buston, Consuelo Silva
1
Byrne, Mark J.
1
Caldana, Ruggero
1
Castellano, Rosella
1
Chan, Kalok
1
Chan, Yue-cheong
1
Chang, Charles
1
Chateau, Jean-Pierre D.
1
Cheng, Benjamin
1
Choi, Jong-yeon
1
Chung, San-lin
1
Chung, Y. Peter
1
Clark, Brian
1
Coleman, T. F.
1
Consigli, G.
1
Consigli, Giorgio
1
Corallo, Vincenzo
1
Crouhy, Michel
1
Cuoco, Domenico
1
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of futures markets
138
International journal of theoretical and applied finance
111
Energy economics
49
Applied mathematical finance
45
Finance and stochastics
35
Journal of financial and quantitative analysis : JFQA
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
The journal of finance : the journal of the American Finance Association
35
Review of derivatives research
34
Advances in futures and options research : a research annual
33
NBER working paper series
32
European journal of operational research : EJOR
31
Quantitative finance
30
The review of financial studies
30
Journal of economic dynamics & control
29
NBER Working Paper
28
Economics letters
26
International review of financial analysis
26
The European journal of finance
26
SpringerLink / Bücher
25
Finance research letters
24
Journal of financial economics
24
The journal of computational finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Working paper / National Bureau of Economic Research, Inc.
24
International review of economics & finance : IREF
22
The journal of credit risk : published quarterly by Incisive Media
22
International journal of financial engineering
20
Journal of mathematical finance
19
The journal of fixed income
19
Gabler Edition Wissenschaft
18
The North American journal of economics and finance : a journal of financial economics studies
18
Applied economics
17
Insurance / Mathematics & economics
17
Applied financial economics
16
Journal of econometrics
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
Agricultural finance review
14
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
85
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
2
Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413
Saved in:
3
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
4
Derivative cash flows and corporate investment
Jankensgård, Håkan
;
Moursli, Reda M.
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521225
Saved in:
5
Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia
;
Del Viva, Luca
- In:
Journal of banking & finance
58
(
2015
),
pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
Saved in:
6
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
7
Discrete-time option pricing with stochastic liquidity
Leippold, Markus
;
Schärer, Steven
- In:
Journal of banking & finance
75
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011742148
Saved in:
8
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
9
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
10
A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
Chang, Charles
;
Fuh, Cheng-der
;
Lin, Shih-kuei
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3204-3217
Persistent link: https://www.econbiz.de/10009778451
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->