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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Capital income"
~subject:"Portfolio selection"
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Capital income
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Bick, Avi
2
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1
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Chen, Yong
1
Diltz, J. David
1
Finucane, Thomas J.
1
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1
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Jordan, Susan D.
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
29
Journal of banking & finance
25
International journal of theoretical and applied finance
19
European journal of operational research : EJOR
13
Swiss journal of economics and statistics
13
The European journal of finance
13
Advances in futures and options research : a research annual
12
International review of financial analysis
12
Finance research letters
11
Quantitative finance
11
Research paper series / Swiss Finance Institute
11
The journal of finance : the journal of the American Finance Association
11
Applied financial economics
10
Energy economics
10
Finance and stochastics
10
Journal of economic dynamics & control
10
Economic modelling
9
Finanzmarkt und Portfolio-Management
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
SpringerLink / Bücher
9
The journal of asset management
9
The journal of derivatives : JOD
9
The journal of fixed income
9
Applied economics
8
Journal of risk and financial management : JRFM
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper
8
Finance and economics discussion series
7
Financial markets and portfolio management
7
NBER working paper series
7
Review of derivatives research
7
The review of financial studies
7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers on finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
European financial management : the journal of the European Financial Management Association
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
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ECONIS (ZBW)
11
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1
A put option paradox
Grinblatt, Mark
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
Saved in:
2
An empirical examination of the pricing of American put options
Blomeyer, Edward C.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 13-22
Persistent link: https://www.econbiz.de/10001047157
Saved in:
3
Derivatives use and risk taking : evidence from the hedge fund industry
Chen, Yong
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 1073-1106
Persistent link: https://www.econbiz.de/10009516966
Saved in:
4
A log-transformed binomial numerical analysis method for valuing complex multi-option investments
Trigeorgis, Lenos
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 309-326
Persistent link: https://www.econbiz.de/10001113534
Saved in:
5
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
6
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
Saved in:
7
Producing derivative assets with forward contracts
Bick, Avi
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
2
,
pp. 153-160
Persistent link: https://www.econbiz.de/10001053429
Saved in:
8
On the consistency of the black-scholes model with a general equilibrium framework
Bick, Avi
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 259-275
Persistent link: https://www.econbiz.de/10001037502
Saved in:
9
Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
Saved in:
10
Put-call parity and expected returns
Finucane, Thomas J.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 445-457
Persistent link: https://www.econbiz.de/10001119166
Saved in:
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