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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Liquidity"
~subject:"Portfolio selection"
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Liquidity
Portfolio selection
Derivat
60
Derivative
60
Theorie
36
Theory
36
USA
25
United States
25
CAPM
16
Portfolio-Management
8
Börsenkurs
7
Hedging
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Share price
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Estimation
6
Schätzung
6
Yield curve
6
Zinsstruktur
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1987
5
Option pricing theory
4
Optionspreistheorie
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Risk
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Schweiz
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Switzerland
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1988-1996
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Black-Scholes model
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Black-Scholes-Modell
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Currency derivative
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Europa
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Europe
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Hypothek
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Bick, Avi
2
Johnson, Herbert
2
Blomeyer, Edward C.
1
Chen, Yong
1
Diltz, J. David
1
Grinblatt, Mark
1
Hasbrouck, Joel
1
Hilliard, Jimmy E.
1
Jordan, Susan D.
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Trigeorgis, Lenos
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
23
International journal of theoretical and applied finance
22
Journal of banking & finance
18
European journal of operational research : EJOR
14
Research paper series / Swiss Finance Institute
12
The European journal of finance
12
Energy economics
11
International review of financial analysis
11
Finance research letters
10
Quantitative finance
10
Advances in futures and options research : a research annual
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
SpringerLink / Bücher
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of derivatives : JOD
9
Working paper
9
Finanzmarkt und Portfolio-Management
8
Journal of financial economics
8
The journal of fixed income
8
International review of economics & finance : IREF
7
Journal of financial markets
7
The journal of asset management
7
Applied economics
6
Bank- und finanzwirtschaftliche Forschungen
6
Economic modelling
6
International journal of financial engineering
6
Review of derivatives research
6
Springer Texts in Business and Economics
6
The journal of computational finance
6
The journal of finance : the journal of the American Finance Association
6
Applied mathematical finance
5
Asia-Pacific financial markets
5
Finance and economics discussion series
5
Financial markets and portfolio management
5
Journal of mathematical finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
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ECONIS (ZBW)
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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
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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
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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
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4
Liquidity in the futures pits : inferring market dynamics from incomplete data
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10002103608
Saved in:
5
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:
6
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
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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
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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
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