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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Unternehmenswachstum"
~subject:"Volatilität"
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Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of theoretical and applied finance
28
Journal of banking & finance
16
The North American journal of economics and finance : a journal of financial economics studies
14
Applied mathematical finance
13
International review of financial analysis
10
The journal of futures markets
10
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International review of economics & finance : IREF
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FINRISK Working Paper Series
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Fisher College of Business working paper series
4
International journal of financial engineering
4
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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NBER working paper series
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of financial studies
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1
Information environment and equity risk premium volatility around the world
Lau, Sie-ting
;
Ng, Lilian K.
;
Zhang, Bohui
- In:
Management science : journal of the Institute for …
58
(
2012
)
7
,
pp. 1322-1340
Persistent link: https://www.econbiz.de/10009578310
Saved in:
2
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
Saved in:
3
Growth options and credit risk
Gamba, Andrea
;
Saretto, Alessio
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 4269-4291
Persistent link: https://www.econbiz.de/10012297826
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
Cross-sectional variation of
option
-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
6
Implied volatility changes and corporate bond returns
Cao, Jie
;
Goyal, Amit
;
Xiao, Xiao
;
Zhan, Xintong
- In:
Management science : journal of the Institute for …
69
(
2023
)
3
,
pp. 1375-1397
Persistent link: https://www.econbiz.de/10014303771
Saved in:
7
Default risk and
option
returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
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