//--> //--> //--> //-->
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 review of financial studies"
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
Convergence of minimum entropy...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
67
Theory
67
USA
66
United States
66
Hedging
54
Option pricing theory
50
Optionspreistheorie
50
Incomplete market
32
Unvollkommener Markt
32
Portfolio selection
21
Portfolio-Management
21
CAPM
17
Volatility
14
Volatilität
14
Börsenkurs
12
Capital income
12
Kapitaleinkommen
12
Risikoprämie
12
Risk premium
12
Share price
12
Risiko
11
Risk
11
Derivat
9
Derivative
9
Stochastic process
9
Stochastischer Prozess
9
Yield curve
9
Zinsstruktur
9
Index futures
8
Index-Futures
8
Aktienmarkt
7
Stock market
7
Welt
7
World
7
Commodity derivative
6
Financial market
6
Financing
6
Finanzierung
6
Finanzmarkt
6
Option trading
6
more ...
less ...
Online availability
All
Undetermined
29
Free
2
Type of publication
All
Article
128
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
128
Aufsatz in Zeitschrift
128
Aufsatzsammlung
1
Language
All
English
129
Author
All
Christoffersen, Peter F.
4
Detemple, Jérôme B.
4
Jacobs, Kris
4
Bakshi, Gurdip S.
3
Han, Lu
3
Longstaff, Francis A.
3
Pearson, Neil D.
3
Poteshman, Allen M.
3
Başak, Suleyman
2
Broadie, Mark
2
Burnside, Craig
2
Chabakauri, Georgy
2
Chacko, George
2
Cvitanić, Jakša
2
Driessen, Joost
2
Duffie, Darrell
2
Elkamhi, Redouane
2
Engle, Robert F.
2
Hau, Harald
2
Heston, Steven L.
2
Jarrow, Robert A.
2
Lustig, Hanno
2
Phillips, Peter C. B.
2
Schwartz, Eduardo S.
2
Subrahmanyam, Marti G.
2
Tiu, Cristian
2
Vanden, Joel M.
2
Yan, Hongjun
2
Yu, Jun
2
Zawadowski, Adam
2
Zhang, Jinfan
2
Acharya, Viral V.
1
Agarwal, Vikas
1
Ai, Hengjie
1
Akbari, Amir
1
Akinci, Özge
1
Amin, Kaushik I.
1
Avramov, Doron
1
Baele, Lieven
1
Barone-Adesi, Giovanni
1
more ...
less ...
Published in...
All
The review of financial studies
The journal of futures markets
564
International journal of theoretical and applied finance
538
Journal of banking & finance
324
Mathematical finance : an international journal of mathematics, statistics and financial theory
321
Finance and stochastics
301
Applied mathematical finance
269
The journal of computational finance
260
NBER working paper series
259
Journal of economic dynamics & control
248
Finance research letters
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
230
Working paper / National Bureau of Economic Research, Inc.
224
Quantitative finance
218
Insurance / Mathematics & economics
210
Energy economics
196
European journal of operational research : EJOR
195
Review of derivatives research
185
NBER Working Paper
183
IMF Working Papers
163
Discussion paper / Centre for Economic Policy Research
156
Physica A: Statistical Mechanics and its Applications
152
Journal of financial economics
148
Computational economics
141
International review of economics & finance : IREF
137
International review of financial analysis
137
The North American journal of economics and finance : a journal of financial economics studies
136
Research paper series / Swiss Finance Institute
133
Economic modelling
130
Risks : open access journal
127
International journal of financial engineering
125
Working paper
125
Journal of mathematical finance
124
The European journal of finance
122
The journal of finance : the journal of the American Finance Association
119
Journal of mathematical economics
116
Economics letters
115
Applied economics
112
Journal of financial and quantitative analysis : JFQA
107
Journal of economic theory
103
more ...
less ...
Source
All
ECONIS (ZBW)
129
Showing
1
-
10
of
129
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
2
Option pricing with differential interest rates
Bergman, Yaacov Z.
- In:
The review of financial studies
8
(
1995
)
2
,
pp. 475-500
Persistent link: https://www.econbiz.de/10001184646
Saved in:
3
Dynamic asset allocation : portfolio decomposition formula and applications
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 25-100
Persistent link: https://www.econbiz.de/10003941596
Saved in:
4
Dynamic
hedging
in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
- In:
The review of financial studies
25
(
2012
)
6
,
pp. 1845-1896
Persistent link: https://www.econbiz.de/10009571749
Saved in:
5
Dynamic mean-variance asset allocation
Başak, Suleyman
;
Chabakauri, Georgy
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 2970-3016
Persistent link: https://www.econbiz.de/10008662068
Saved in:
6
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031
Saved in:
7
Pricing and
hedging
American options : a recursive integration method
Huang, Jing-Zhi
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001198902
Saved in:
8
Determinants of trader profits in commodity futures markets
Dewaly, Michaël
;
Ederington, Louis H.
;
Fernando, Chitru S.
- In:
The review of financial studies
26
(
2013
)
10
,
pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243
Saved in:
9
What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models
Ghosh, Anisha
;
Julliard, Christian
;
Taylor, Alex P.
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 442-504
Persistent link: https://www.econbiz.de/10011746108
Saved in:
10
Habit formation, incomplete markets, and the significance of regional risk for expected returns
Korniotis, George M.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2139-2172
Persistent link: https://www.econbiz.de/10003765142
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->