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~isPartOf:"Journal of financial economics"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Portfolio-Management
Volatilität
Capital income
14
Kapitaleinkommen
14
Options
13
Volatility
11
Option trading
9
Optionsgeschäft
9
Skewness
9
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Amaya, Diego
1
Aragon, George O.
1
Barinov, Alexander
1
Bessembinder, Hendrik
1
Bollerslev, Tim
1
Christoffersen, Peter F.
1
Cooper, Michael J.
1
Cremers, Martijn
1
Dezsö, Cristian L.
1
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1
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1
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1
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1
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1
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1
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1
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1
Martin, J. Spencer
1
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1
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1
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1
Pedersen, Lasse Heje
1
Ready, Mark J.
1
Ross, David Gaddis
1
Schlag, Christian
1
Shi, Zhen
1
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Todorov, Viktor
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Vasquez, Aurelio
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Vrugt, Evert B.
1
Weber, Rüdiger
1
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Journal of financial economics
Research paper series / Swiss Finance Institute
50
Swiss Finance Institute Research Paper
32
Quantitative finance
28
Journal of banking & finance
24
International review of financial analysis
20
Discussion paper / Tinbergen Institute
19
Finance research letters
19
International journal of theoretical and applied finance
19
Working Paper
14
Journal of risk and financial management : JRFM
13
Working paper
13
Applied economics
12
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
International review of economics & finance : IREF
11
Applied mathematical finance
10
International journal of financial engineering
10
The journal of futures markets
10
Journal of empirical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Risks : open access journal
9
SFB 649 Discussion Paper
9
SFB 649 discussion paper
9
Asia-Pacific journal of financial studies
8
Cogent economics & finance
8
Economic modelling
8
International Journal of Financial Studies : open access journal
8
Journal of international financial markets, institutions & money
8
Staff reports / Federal Reserve Bank of New York
8
Annals of finance
7
CPQF Working Paper Series
7
Discussion papers of interdisciplinary research project 373
7
ECB Working Paper
7
Journal of econometrics
7
Journal of risk
7
Research in international business and finance
7
The European journal of finance
7
FINRISK Working Paper Series
6
Finance and stochastics
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ECONIS (ZBW)
14
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1
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10
of
14
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date (oldest first)
1
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
2
Capital structure effects on the prices of equity call
options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
3
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
4
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
Aragon, George O.
;
Martin, J. Spencer
;
Shi, Zhen
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 345-361
Persistent link: https://www.econbiz.de/10012131547
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
Volatility and the cross-section of returns on FX
options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
7
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
8
Implied volatility duration : a measure for the timing of uncertainty resolution
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10013188678
Saved in:
9
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
10
Do investors overpay for stocks with lottery-like payoffs? : an examination of the returns of OTC stocks
Eraker, Bjørn
;
Ready, Mark J.
- In:
Journal of financial economics
115
(
2015
)
3
,
pp. 486-504
Persistent link: https://www.econbiz.de/10011347448
Saved in:
1
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