//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Jou, David G."
~person:"Lin, Shin-Hung"
~subject:"Index futures"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Comment on #8220Optimal portfo...
Similar by person
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Index futures
Portfolio selection
Portfolio-Management
ARCH model
2
ARCH-Modell
2
Black-Scholes model
2
Black-Scholes-Modell
2
GARCH
2
Option pricing theory
2
Optionspreistheorie
2
Aktienindex
1
Black-Scholes
1
Gram-Charlier expansion
1
Index-Futures
1
Mean-reverting
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
Taiwan
1
Truncated distribution
1
VIX options pricing
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Jou, David G.
Lin, Shin-Hung
Huang, Hung-Hsi
1
Huang, Hung-hsi
1
Wang, Ching-ping
1
Wang, Chiu-Ping
1
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Applied financial economics
2
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->