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Optionspreistheorie
Portfolio selection
43,748
Portfolio-Management
43,619
Theorie
27,176
Theory
27,165
Stochastischer Prozess
16,728
Stochastic process
16,710
Capital income
7,185
Kapitaleinkommen
7,185
Volatilität
5,723
Volatility
5,699
Anlageverhalten
5,420
Behavioural finance
5,386
Risk
5,208
Risiko
5,186
CAPM
4,277
Estimation
4,246
Schätzung
4,244
Option pricing theory
4,023
Risikomanagement
3,779
Investmentfonds
3,775
Investment Fund
3,746
USA
3,635
United States
3,597
Risk management
3,582
Kapitalanlage
3,574
Mathematical programming
3,558
Mathematische Optimierung
3,558
Financial investment
3,424
Börsenkurs
3,159
Share price
3,149
Risikomaß
2,933
Welt
2,927
World
2,927
Risk measure
2,921
Aktienmarkt
2,651
Hedging
2,632
Stock market
2,612
Prognoseverfahren
2,002
Forecasting model
1,999
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Online availability
All
Undetermined
1,263
Free
1,231
Type of publication
All
Article
2,406
Book / Working Paper
1,636
Journal
5
Type of publication (narrower categories)
All
Article in journal
2,291
Aufsatz in Zeitschrift
2,291
Graue Literatur
470
Non-commercial literature
470
Arbeitspapier
408
Working Paper
408
Hochschulschrift
135
Aufsatz im Buch
113
Book section
113
Thesis
98
Lehrbuch
81
Textbook
77
Collection of articles of several authors
44
Sammelwerk
44
Aufsatzsammlung
25
Conference paper
24
Konferenzbeitrag
24
Bibliografie enthalten
17
Bibliography included
17
Collection of articles written by one author
17
Sammlung
17
Forschungsbericht
16
Konferenzschrift
16
Handbook
13
Handbuch
13
Glossar enthalten
12
Glossary included
12
Conference proceedings
11
Einführung
7
Systematic review
7
Übersichtsarbeit
7
Amtsdruckschrift
5
Government document
5
Mehrbändiges Werk
5
Multi-volume publication
5
Ratgeber
5
Bibliografie
4
Festschrift
4
Accompanied by computer file
3
Dissertation u.a. Prüfungsschriften
3
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English
3,951
German
90
French
4
Italian
2
Spanish
2
Author
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Cui, Zhenyu
37
Chiarella, Carl
31
Takahashi, Akihiko
30
Madan, Dilip B.
26
Fabozzi, Frank J.
25
Carr, Peter
24
Nguyen, Duy
24
Elliott, Robert J.
20
Platen, Eckhard
20
Alòs, Elisa
19
Hainaut, Donatien
19
Oosterlee, Cornelis W.
18
Perrakis, Stylianos
17
Escobar, Marcos
16
Kim, Young Shin
16
Wang, Xingchun
16
Lorig, Matthew
15
Račev, Svetlozar T.
15
Schoutens, Wim
15
Wong, Hoi Ying
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Yamazaki, Akira
14
Ziveyi, Jonathan
14
Filipović, Damir
13
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Joshi, Mark S.
13
Kirkby, Justin
13
Kohlmann, Michael
13
Leippold, Markus
13
Levendorskij, Sergej Z.
13
Melʹnikov, Aleksandr V.
13
Sandmann, Klaus
13
Schlögl, Erik
13
Shiraya, Kenichiro
13
Siu, Tak Kuen
13
Yamada, Toshihiro
13
Benth, Fred Espen
12
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Institution
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National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre for Analytical Finance <Århus>
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / Department of Economics
2
Universität Ulm
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Cambridge University Press
1
Center for Urban & Real Estate Management <Zürich>
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Commissariat à l'énergie atomique
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
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Cleveland
1
FernUniversität in Hagen
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Workshop on Finance <2011, Kyōto>
1
Johannes Gutenberg-Universität Mainz
1
Leonard N. Stern School of Business / Information Systems Department
1
Salomon Brothers Center for the Study of Financial Institutions
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Society of Actuaries
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Taylor and Francis.
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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Published in...
All
International journal of theoretical and applied finance
224
Quantitative finance
114
Applied mathematical finance
94
Finance and stochastics
93
The journal of computational finance
91
Insurance / Mathematics & economics
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
International journal of financial engineering
64
European journal of operational research : EJOR
63
Journal of mathematical finance
53
Journal of economic dynamics & control
52
Computational economics
49
Risks : open access journal
48
Review of derivatives research
44
Finance research letters
43
The journal of futures markets
42
Journal of banking & finance
38
The North American journal of economics and finance : a journal of financial economics studies
37
Research paper series / Swiss Finance Institute
33
Annals of finance
30
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Journal of econometrics
27
Asia-Pacific financial markets
26
Journal of risk and financial management : JRFM
24
The European journal of finance
24
Mathematics and financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Economic modelling
21
Energy economics
21
SpringerLink / Bücher
21
Journal of financial economics
19
Operations research letters
19
Mathematics of operations research
18
SFB 649 discussion paper
17
Mathematical methods of operations research
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Scandinavian actuarial journal
15
Review of quantitative finance and accounting
14
Risk and decision analysis
14
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Source
All
ECONIS (ZBW)
4,036
USB Cologne (EcoSocSci)
9
USB Cologne (business full texts)
2
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1
Optimal investment problem with multiple risky assets under the constant elasticity of variance (CEV) model
Zhao, Hui
;
Rong, Ximin
;
Ma, Weiqin
;
Gao, Bo
- In:
Modern economy
3
(
2012
)
6
,
pp. 718-725
Persistent link: https://www.econbiz.de/10009720485
Saved in:
2
Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael
;
Adam, Michael E. H.
-
2001
Persistent link: https://www.econbiz.de/10001629302
Saved in:
3
Some new aspects of optimal portfolios and option pricing
Krekel, Martin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001790257
Saved in:
4
Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen
Hausmann, Wilfried
;
Diener, Kathrin
;
Käsler, Joachim
-
2002
-
1. Auflage
Persistent link: https://www.econbiz.de/10014012257
Saved in:
5
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
6
Modelling of and empirical studies on portfolio choice, option pricing, and credit risk
Polbennikov, Simon Yurievich
-
2005
Persistent link: https://www.econbiz.de/10003311057
Saved in:
7
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
8
Introduction to stochastic calculus applied to finance
Lamberton, Damien
;
Lapeyre, Bernard
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003427489
Saved in:
9
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
10
The Heston stochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market
Ballestra, Luca Vincenzo
;
Ferri, Roberto
;
Pacelli, Graziella
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10003955535
Saved in:
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