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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Frankreich"
~subject:"Optionsgeschäft"
~subject:"Portfolio selection"
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Optionsgeschäft
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Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of theoretical and applied finance
40
The journal of futures markets
39
Journal of banking & finance
34
Finanzmarkt und Portfolio-Management
26
SpringerLink / Bücher
26
Quantitative finance
24
European journal of operational research : EJOR
22
Applied mathematical finance
21
Finance research letters
21
Review of derivatives research
21
Bank- und finanzwirtschaftliche Forschungen
19
International journal of financial engineering
18
International review of financial analysis
18
The North American journal of economics and finance : a journal of financial economics studies
18
Energy economics
17
International review of economics & finance : IREF
17
Journal of financial economics
17
Swiss journal of economics and statistics
17
The European journal of finance
17
The journal of derivatives : JOD
17
Europäische Hochschulschriften / 5
15
Journal of economic dynamics & control
15
NBER working paper series
14
Finance and stochastics
13
Gabler Edition Wissenschaft
13
NBER Working Paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Journal of mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Risks : open access journal
12
Research paper series / Swiss Finance Institute
11
The journal of asset management
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Applied economics
10
Economic modelling
10
Journal of financial and quantitative analysis : JFQA
10
Journal of risk and financial management : JRFM
10
The journal of computational finance
10
The journal of finance : the journal of the American Finance Association
10
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1
Nested simulation in portfolio risk measurement
Gordy, Michael B.
;
Juneja, Sandeep
- In:
Management science : journal of the Institute for …
56
(
2010
)
10
,
pp. 1833-1848
Persistent link: https://www.econbiz.de/10008701411
Saved in:
2
Real options and American derivatives : the double continuation region
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
Saved in:
3
Hedging with futures : does anything beat the naïve hedging strategy?
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 2870-2889
Persistent link: https://www.econbiz.de/10011413497
Saved in:
4
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
5
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
6
Informed options trading prior to takeover announcements : insider trading?
Augustin, Patrick
;
Brenner, Menachem
;
Subrahmanyam, Marti G.
- In:
Management science : journal of the Institute for …
65
(
2019
)
12
,
pp. 5697-5720
Persistent link: https://www.econbiz.de/10012146894
Saved in:
7
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
Saved in:
8
Superreplication of financial derivatives via convex programming
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2323-2339
Persistent link: https://www.econbiz.de/10011729383
Saved in:
9
Time-varying skew in vix derivatives pricing
Yuan, Peixuan
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
Saved in:
10
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
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