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Volatility
Portfolio selection
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Portfolio-Management
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Theorie
204
Theory
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Option pricing theory
131
Optionspreistheorie
131
Stochastic process
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Branger, Nicole
3
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Leippold, Markus
3
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Journal of economic dynamics & control
Energy economics
201
International journal of theoretical and applied finance
169
The journal of futures markets
140
Finance research letters
127
Quantitative finance
125
Journal of banking & finance
120
International review of financial analysis
82
Applied mathematical finance
81
The North American journal of economics and finance : a journal of financial economics studies
75
International review of economics & finance : IREF
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
66
Economic modelling
63
Applied economics
58
Journal of econometrics
54
European journal of operational research : EJOR
53
Journal of empirical finance
53
International journal of financial engineering
50
Journal of financial economics
50
Computational economics
49
Review of derivatives research
49
Research paper series / Swiss Finance Institute
46
Risks : open access journal
46
Finance and stochastics
45
Journal of risk and financial management : JRFM
44
Journal of mathematical finance
42
Working paper
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The European journal of finance
40
Review of quantitative finance and accounting
37
NBER working paper series
36
Journal of international financial markets, institutions & money
35
Applied economics letters
34
Insurance / Mathematics & economics
34
Research in international business and finance
34
Annals of finance
32
Swiss Finance Institute Research Paper
31
Working paper / National Bureau of Economic Research, Inc.
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
2
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
3
Solving asset pricing models with stochastic volatility
De Groot, Oliver
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
Saved in:
4
Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
Chauveau, Thierry
;
Subbotin, Alexander
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10009738270
Saved in:
5
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
6
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
7
Optimal investment of variance-swaps in jump-diffusion market with regime-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
8
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
9
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
10
Filtering and identification of Heston's stochastic volatility model and its market risk
Aihara, ShinIchi
;
Bagchi, Arunabha
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2363-2388
Persistent link: https://www.econbiz.de/10003395572
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