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~subject:"Optionspreistheorie"
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Optionspreistheorie
Investmentfonds
80
Capital income
67
Investment Fund
67
Kapitaleinkommen
67
Theorie
63
Theory
63
Portfolio-Management
61
Portfolio selection
60
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55
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54
Anlageverhalten
43
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37
Schätzung
31
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31
Behavioural finance
30
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30
USA
30
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30
United States
28
Risiko
26
Risk
26
Volatilität
24
Volatility
23
Hedging
21
Risikoprämie
20
Risk premium
20
Option pricing theory
19
Performance measurement
19
Performance-Messung
19
Finanzanalyse
18
Hedge Fund
17
Börsenkurs
15
Hedge funds
15
Share price
15
Discounting
14
Diskontierung
14
Mutual funds
14
Aktienmarkt
13
Financial analysis
13
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6
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13
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6
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13
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13
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1
Graue Literatur
1
Non-commercial literature
1
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1
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English
19
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Bakshi, Gurdip S.
13
Bakshi, Gurdip
5
Chen, Zhiwu
5
Madan, Dilip B.
5
Panayotov, George
5
Cao, Charles Q.
4
Crosby, John
3
Gao, Xiaohui
2
Skoulakis, Georgios
2
Zhong, Zhaodong
2
Agarwal, Vikas
1
Cao, Charles
1
Gao Bakshi, Xiaohui
1
Hansen, Jorge W.
1
Kapadia, Nikunj
1
Naik, Narayan Y.
1
Wu, Liuren
1
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Institute of Finance and Accounting <London>
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Journal of financial economics
4
Robert H. Smith School Research Paper
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Fox School of Business Research Paper Forthcoming
1
IFA working paper
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
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ECONIS (ZBW)
19
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1
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
2
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
3
An alternative valuation model for contingent claims
Bakshi, Gurdip S.
- In:
Journal of financial economics
44
(
1997
)
1
,
pp. 123-165
Persistent link: https://www.econbiz.de/10001219691
Saved in:
4
Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
Saved in:
5
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Saved in:
6
Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
Saved in:
7
The behavior of risk and market prices of risk over the Nasdaq bubble period
Bakshi, Gurdip S.
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
56
(
2010
)
12
,
pp. 2251-2264
Persistent link: https://www.econbiz.de/10008809519
Saved in:
8
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
9
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
10
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
Bakshi, Gurdip S.
;
Panayotov, George
;
Skoulakis, Georgios
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 475-495
Persistent link: https://www.econbiz.de/10009242197
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1
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