//--> //--> //--> //-->
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
~language:"eng"
~person:"Leung, Tim"
~person:"Whaley, Robert E."
~subject:"Derivative"
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
Das Reportgeschäft
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Derivat
40
Theorie
20
Theory
20
USA
12
United States
12
Portfolio selection
9
Portfolio-Management
9
Börsenkurs
5
Commodity exchange
5
Hedging
5
Share price
5
Speculation
5
Spekulation
5
Warenbörse
5
Arbitrage
4
CAPM
4
Credit risk
4
Kreditrisiko
4
Mean Reversion
4
Mean reversion
4
Aktienindex
3
Commodity derivative
3
Liquidity
3
Liquidität
3
Risiko
3
Risikoaversion
3
Risk
3
Risk aversion
3
Rohstoffderivat
3
Stochastic process
3
Stochastischer Prozess
3
Stock index
3
Time
3
Zeit
3
Consumer behaviour
2
Derivat <Wertpapier>
2
Financial Engineering
2
Financial engineering
2
Financial investment
2
more ...
less ...
Online availability
All
Free
12
Undetermined
7
Type of publication
All
Article
25
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Aufsatz im Buch
1
Book section
1
CD-ROM, DVD
1
Conference proceedings
1
Glossar enthalten
1
Glossary included
1
Konferenzschrift
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
Author
All
Leung, Tim
Whaley, Robert E.
Fabozzi, Frank J.
67
Lien, Da-hsiang Donald
50
Benth, Fred Espen
41
Jarrow, Robert A.
40
Hull, John
38
Broll, Udo
30
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Platen, Eckhard
24
White, Alan
24
Wolfers, Justin
24
Brigo, Damiano
23
Carr, Peter
23
Chance, Don M.
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Shiller, Robert J.
23
Subrahmanyam, Marti G.
23
Irwin, Scott H.
22
Kolb, Robert W.
22
McAleer, Michael
22
Stulz, René M.
22
Acharya, Viral V.
21
Kavussanos, Manolis G.
21
Brooks, Robert
20
Prokopczuk, Marcel
20
Duffie, Darrell
19
Choudhry, Moorad
18
García, Philip
18
Lee, Cheng F.
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
Schoutens, Wim
18
Till, Hilary
18
Chiarella, Carl
17
Figlewski, Stephen
17
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
5
Advances in futures and options research : a research annual
2
Annals of finance
2
Financial analysts' journal : FAJ
2
Financial markets and asset pricing
2
The journal of futures markets
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
European journal of operational research : EJOR
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of financial economics
1
Journal of financial engineering
1
Mathematics and financial economics
1
Modern trends in financial engineering
1
Wiley finance series
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal derivative liquidation timing under path-dependent risk penalties
Leung, Tim
;
Shirai, Yoshihiro
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010528389
Saved in:
2
Accounting for risk aversion in derivatives purchase timing
Leung, Tim
;
Ludkovski, Mike
- In:
Mathematics and financial economics
6
(
2012
)
4
,
pp. 363-386
Persistent link: https://www.econbiz.de/10009623554
Saved in:
3
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
4
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
Saved in:
5
Trading relative performance with alpha indexes
Sagi, Jacob Shimon
;
Whaley, Robert E.
- In:
Financial analysts' journal : FAJ
67
(
2011
)
6
,
pp. 77-93
Persistent link: https://www.econbiz.de/10009405752
Saved in:
6
Futures market volatility : what has changed?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
Saved in:
7
Optimal contract design : for whom?
Bollen, Nicolas P. B.
;
Smith, Tom
;
Whaley, Robert E.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 719-750
Persistent link: https://www.econbiz.de/10001780618
Saved in:
8
Derivatives
Whaley, Robert E.
-
2003
Persistent link: https://www.econbiz.de/10001832928
Saved in:
9
The value of wildcard options
Fleming, Jeff
- In:
The journal of finance : the journal of the American …
49
(
1994
)
1
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001169026
Saved in:
10
Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->