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The use of option prices to as...
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CAPM
Risk
45,271
Risiko
44,817
Volatility
41,080
Volatilität
40,811
Theorie
37,535
Theory
36,812
Optionspreistheorie
14,841
Option pricing theory
14,380
Schätzung
14,257
Estimation
13,917
Risikoprämie
12,458
Börsenkurs
12,445
Risk premium
12,326
Share price
12,268
Kapitaleinkommen
12,175
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12,137
USA
9,455
United States
9,107
Welt
9,022
Portfolio-Management
8,902
World
8,867
Portfolio selection
8,830
Statistische Verteilung
8,533
Statistical distribution
8,323
Risikomanagement
7,645
Risk management
7,495
Aktienmarkt
7,470
Stock market
7,402
ARCH-Modell
7,237
ARCH model
7,147
Stochastischer Prozess
6,458
Prognoseverfahren
6,410
Stochastic process
6,336
Forecasting model
6,331
Wechselkurs
5,455
Exchange rate
5,346
Optionsgeschäft
5,147
Option trading
4,938
risk
4,524
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Zaremba, Adam
37
Bekaert, Geert
29
Bali, Turan G.
28
Guo, Hui
28
Fabozzi, Frank J.
27
Bansal, Ravi
26
Lettau, Martin
26
Campbell, John Y.
23
Harvey, Campbell R.
23
Hull, John
23
Jacobs, Kris
23
Robotti, Cesare
22
Lustig, Hanno
21
Madan, Dilip B.
21
Cakici, Nusret
18
Damodaran, Aswath
17
Lee, Cheng F.
17
Yaron, Amir
17
Kan, Raymond
16
Prokopczuk, Marcel
16
Barro, Robert J.
15
Engle, Robert F.
15
Ferson, Wayne E.
15
Gouriéroux, Christian
15
He, Xue-zhong
15
Kelly, Bryan T.
15
Santos, Tano
15
Aase, Knut K.
14
Chabi-Yo, Fousseni
14
Christoffersen, Peter F.
14
Epstein, Larry G.
14
Hansen, Lars Peter
14
Jagannathan, Ravi
14
Kiku, Dana
14
Mehra, Rajnish
14
Nitschka, Thomas
14
Satchell, Stephen
14
Christiano, Lawrence J.
13
Elliott, Robert J.
13
Gagliardini, Patrick
13
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National Bureau of Economic Research
136
Federal Reserve Bank of St. Louis
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Chambre de commerce et d'industrie de Paris
4
Deutsche Forschungsgemeinschaft
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Stanford Institute for Economic Policy Research
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Svenska Handelshögskolan <Helsinki>
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Department of Economics, University of Kansas
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2
Federal Reserve System / Division of Research and Statistics
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
Institute of Finance and Accounting <London>
2
International Centre for Economic Research (ICER)
2
MASTER CONSULTORES
2
Social Systems Research Institute
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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University of Hong Kong / School of Economics and Finance
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University of York / Department of Economics and Related Studies
2
Universiṭat Bar-Ilan / Department of Economics
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American Finance Association
1
Association for Investment Management and Research
1
Australian National University
1
Bank of Canada
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Cambridge University Press
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1
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1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Department of Agricultural Economics, Purdue University
1
Eberhard Karls Universität Tübingen
1
EconWPA
1
Erasmus Research Institute of Management
1
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Journal of financial economics
154
NBER working paper series
135
Journal of banking & finance
111
Working paper / National Bureau of Economic Research, Inc.
107
Finance research letters
102
NBER Working Paper
95
The review of financial studies
82
Journal of empirical finance
70
The journal of finance : the journal of the American Finance Association
68
Journal of economic dynamics & control
64
International review of financial analysis
54
International journal of theoretical and applied finance
49
International review of economics & finance : IREF
49
Management science : journal of the Institute for Operations Research and the Management Sciences
48
Economics letters
46
Journal of econometrics
43
Research paper series / Swiss Finance Institute
42
The North American journal of economics and finance : a journal of financial economics studies
42
Applied economics
41
Economic modelling
37
Journal of monetary economics
36
Journal of financial and quantitative analysis : JFQA
35
Pacific-Basin finance journal
34
Discussion paper / Centre for Economic Policy Research
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
32
Review of quantitative finance and accounting
32
Working paper
32
Journal of international financial markets, institutions & money
31
Journal of international money and finance
31
The European journal of finance
31
Annals of finance
30
Discussion papers / CEPR
30
Quantitative finance
28
Finance and stochastics
27
Applied financial economics
25
Journal of mathematical finance
24
Research in international business and finance
24
The journal of asset management
24
CESifo working papers
23
Journal of risk and financial management : JRFM
23
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Source
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ECONIS (ZBW)
6,436
RePEc
39
EconStor
29
OLC EcoSci
4
BASE
1
Other ZBW resources
1
Showing
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10
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6,510
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1
Estimating probability distributions of future asset prices : empirical transformations from option-implied
risk
-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
2
Volatility
risk
premium decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Saved in:
3
Option pricing under time-varying
risk
-aversion with applications to
risk
forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
4
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
5
A Bayesian analysis of time-varying jump
risk
in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
6
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
Saved in:
7
The role of jumps and options in the
risk
premia of interest rates
Lund, Bruno
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
Saved in:
8
Detecting stock market regimes from option prices
Lai, Wan Ni
- In:
Operations research letters
50
(
2022
)
3
,
pp. 260-267
Persistent link: https://www.econbiz.de/10013364084
Saved in:
9
The cumulant
risk
premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
Saved in:
10
Risk
Premia in Option Markets
Madan, Dilip B.
-
2015
Risk
premia are related to price probability ratios or for continuous time pure jump processes the ratios of jump … arrival rates under the pricing and physical measures. The variance gamma model is employed to synthesize densities with
risk
…
Persistent link: https://www.econbiz.de/10013018782
Saved in:
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