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~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
Portfolio selection
Schweiz
7,790
Derivat
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7,788
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7,682
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2,655
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2,655
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Härdle, Wolfgang
15
Wang, Xingchun
15
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14
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12
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12
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11
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10
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10
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9
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9
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9
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9
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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6
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6
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Sabino, Piergiacomo
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6
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Institute of Finance and Accounting <London>
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
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1
Federal Reserve Bank of St. Louis
1
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1
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1
Judge Institute of Management Studies
1
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1
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1
The Wharton Financial Institutions Center
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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1
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International journal of theoretical and applied finance
111
Applied mathematical finance
63
Review of derivatives research
47
The journal of futures markets
47
Quantitative finance
44
Journal of banking & finance
43
European journal of operational research : EJOR
38
The journal of computational finance
35
Journal of mathematical finance
32
Energy economics
30
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
The European journal of finance
26
International journal of financial engineering
25
Journal of economic dynamics & control
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Risks : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
22
The journal of derivatives : JOD
22
Finance research letters
21
Finanzmarkt und Portfolio-Management
20
Research paper series / Swiss Finance Institute
20
Computational economics
19
International review of financial analysis
18
Insurance / Mathematics & economics
16
International review of economics & finance : IREF
16
Annals of finance
15
Journal of econometrics
15
Applied economics
14
Applied economics letters
14
Journal of risk and financial management : JRFM
13
SFB 649 discussion paper
13
Journal of financial and quantitative analysis : JFQA
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
The journal of fixed income
12
Working paper
12
Economic modelling
11
Journal of financial economics
11
The journal of asset management
11
Asia-Pacific financial markets
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ECONIS (ZBW)
1,952
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1
Options, futures and stock market interactions : empirical evidence from the Swiss stock market
Bruand, Martin
;
Gibson, Rajna
-
1996
Persistent link: https://www.econbiz.de/10000954650
Saved in:
2
Integratives Risk-Management derivativer Finanzprodukte unter Einsatz innovativer Informations- und Kommunikationstechnik
Wagner, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000993826
Saved in:
3
Betriebliches Währungsmanagement : Optionen versus futures
Menichetti, Marco J.
- In:
Die Unternehmung : Swiss journal of business research …
46
(
1992
)
3
,
pp. 165-182
Persistent link: https://www.econbiz.de/10001124755
Saved in:
4
Put-Optionen als Instrumente der Portfolioinsurance : Investitionsstrategien für institutionelle Anleger?
Blanco, José Antonio
- In:
Swiss journal of economics and statistics
124
(
1988
)
3
,
pp. 391-404
Persistent link: https://www.econbiz.de/10001058338
Saved in:
5
Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10000550284
Saved in:
6
Terminskontrakt p°a en europeisk spannm°alsmarknad
Lidfeldt, Mårten
;
Andersson, Hans
-
1994
Persistent link: https://www.econbiz.de/10000901984
Saved in:
7
Die Auswirkungen der Einführung von standardisierten Aktienoptionen auf den Basismarkt
Windlin, Peter
-
1995
Persistent link: https://www.econbiz.de/10000912505
Saved in:
8
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
9
Les stratégies "stop loss" : théorie et application au Contrat Notionnel du Matif
Bensaïd, Bernard
;
Bandt, Olivier de
-
1996
Persistent link: https://www.econbiz.de/10000937611
Saved in:
10
Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000944513
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