//--> //--> //--> //-->
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 journal of asset management"
~subject:"Volatility"
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
Option valuation, optimization...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Portfolio selection
255
Portfolio-Management
255
Capital income
79
Kapitaleinkommen
79
Theorie
68
Theory
68
Investment Fund
42
Investmentfonds
42
Risk
40
Risiko
39
CAPM
35
Anlageverhalten
33
Behavioural finance
33
USA
33
United States
33
Volatilität
30
Börsenkurs
22
Share price
22
Financial investment
21
Kapitalanlage
21
Estimation
20
Performance measurement
20
Performance-Messung
20
Risikomanagement
20
Risk management
20
Schätzung
20
Aktienmarkt
19
Stock market
19
Welt
19
World
19
Diversification
18
Diversifikation
18
Aktienindex
17
Financial analysis
17
Finanzanalyse
17
Stock index
17
Risikomaß
16
Risk measure
16
Forecasting model
14
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Language
All
English
30
Author
All
Aber, Jack W.
1
Aboura, Sofiane
1
Alam, Mahfooz
1
Alghalith, Moawie
1
Ansari, Valeed Ahmad
1
Bensalah, Nesrine
1
Braga, Maria Debora
1
Can, Luc
1
Chevallier, Julien
1
Clark, Steven P.
1
Dhaoui, Abderrazak
1
Dickson, Mike
1
Ensor, Katherine Bennett
1
Esposito, Marcello
1
Estrada, Javier
1
Fakhfekh, Mohamed
1
Falzon, Joseph
1
Galloppo, Giuseppe
1
Gandolfi, Gino
1
Ghorbel, Ahmed
1
Glabadanidis, Paskalis
1
Go, You-How
1
Hachicha, Nejib
1
Hallerbach, Winfried G.
1
Han, Yu
1
Hansen, Bo William
1
Hunsader, Kenneth J.
1
Hyland, Philip
1
Johnson, Robert R.
1
Kelly, Stephen
1
Kinlaw, Will
1
Kumar, S. S. S.
1
Kwon, Oh Kang
1
Lahtinen, Kyre Dane
1
Lau, Wee-Yeap
1
Lawrey, Chris M.
1
Li, Dan
1
Lindström, Erik
1
Madsen, Henrik
1
Maguire, Phil
1
more ...
less ...
Published in...
All
The journal of asset management
Energy economics
201
International journal of theoretical and applied finance
169
The journal of futures markets
139
Finance research letters
134
Quantitative finance
125
Journal of banking & finance
120
International review of financial analysis
82
Applied mathematical finance
81
The North American journal of economics and finance : a journal of financial economics studies
76
International review of economics & finance : IREF
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
66
Economic modelling
63
Journal of econometrics
59
Applied economics
58
Journal of empirical finance
54
European journal of operational research : EJOR
53
Journal of financial economics
52
Computational economics
51
International journal of financial engineering
50
Review of derivatives research
49
Journal of economic dynamics & control
47
Risks : open access journal
47
Research paper series / Swiss Finance Institute
46
Finance and stochastics
45
Journal of mathematical finance
44
Journal of risk and financial management : JRFM
44
Working paper
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The European journal of finance
40
Research in international business and finance
38
Review of quantitative finance and accounting
37
NBER working paper series
36
Applied economics letters
35
Journal of international financial markets, institutions & money
35
Insurance / Mathematics & economics
34
Annals of finance
33
Swiss Finance Institute Research Paper
31
Working paper / National Bureau of Economic Research, Inc.
31
International Journal of Energy Economics and Policy : IJEEP
30
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic jump intensites and news arrival in oil futures markets
Ensor, Katherine Bennett
;
Han, Yu
;
Ostdiek, Barbara
; …
- In:
The journal of asset management
21
(
2020
)
4
,
pp. 292-325
Persistent link: https://www.econbiz.de/10012292798
Saved in:
2
Performance expectations of basic options strategies may be different than you think
Clark, Steven P.
;
Dickson, Mike
- In:
The journal of asset management
20
(
2019
)
2
,
pp. 91-102
Persistent link: https://www.econbiz.de/10012059761
Saved in:
3
Evaluating the hedging effectiveness in crude palm oil futures market during financial crises
Go, You-How
;
Lau, Wee-Yeap
- In:
The journal of asset management
16
(
2015
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10010528217
Saved in:
4
Price volatility and tracking ability of ETFs
Aber, Jack W.
;
Li, Dan
;
Can, Luc
- In:
The journal of asset management
10
(
2009/10
)
4
,
pp. 210-221
Persistent link: https://www.econbiz.de/10003894699
Saved in:
5
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
6
Option spread trades : returns on directional and volatility trades
McKeon, Ryan
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 422-433
Persistent link: https://www.econbiz.de/10011666251
Saved in:
7
Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Racicot, François-Éric
;
Théoret, Raymond
- In:
The journal of asset management
10
(
2009/10
)
1
,
pp. 37-62
Persistent link: https://www.econbiz.de/10003853609
Saved in:
8
Time-varying risk and return characteristics of US and European bond markets: implications for efficient portfolio allocation
Young, Philip J.
;
Payne, Thomas H.
;
Johnson, Robert R.
- In:
The journal of asset management
8
(
2007/08
)
5
,
pp. 337-350
Persistent link: https://www.econbiz.de/10003621352
Saved in:
9
Alpha budgeting - cross-sectional dispersion decomposed
Yu, Wallace
;
Sharaiha, Yazid M.
- In:
The journal of asset management
8
(
2007/08
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10003497123
Saved in:
10
Active risk sensitivity to views using the Black-Litterman model
Braga, Maria Debora
;
Natale, Prancesco Paolo
- In:
The journal of asset management
13
(
2012
)
1
,
pp. 5-21
Persistent link: https://www.econbiz.de/10009550680
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->