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~subject:"Optionspreistheorie"
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Dynamic option-based strategie...
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Optionspreistheorie
Volatility
40,917
Volatilität
40,649
Anlageverhalten
23,411
Behavioural finance
22,850
Theorie
18,998
Theory
18,516
Börsenkurs
13,627
Share price
13,450
Kapitaleinkommen
10,915
Capital income
10,882
Schätzung
10,428
Estimation
10,165
Risk aversion
9,109
Risikoaversion
8,908
Aktienmarkt
8,618
Stock market
8,512
Portfolio-Management
8,276
Portfolio selection
8,194
USA
6,511
ARCH-Modell
6,506
ARCH model
6,431
United States
6,309
Welt
6,056
World
5,936
Risk
4,787
Wechselkurs
4,778
Risiko
4,719
Exchange rate
4,668
Prognoseverfahren
4,457
Forecasting model
4,402
Stochastischer Prozess
4,208
Stochastic process
4,134
Option pricing theory
4,049
Finanzmarkt
3,861
Financial market
3,781
Zeitreihenanalyse
3,314
Time series analysis
3,234
Kapitalanlage
3,087
CAPM
2,967
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Free
1,494
Undetermined
1,162
Type of publication
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Article
2,344
Book / Working Paper
1,774
Type of publication (narrower categories)
All
Article in journal
2,240
Aufsatz in Zeitschrift
2,240
Graue Literatur
481
Non-commercial literature
481
Working Paper
473
Arbeitspapier
433
Hochschulschrift
113
Aufsatz im Buch
99
Book section
99
Thesis
82
Collection of articles of several authors
22
Collection of articles written by one author
22
Sammelwerk
22
Sammlung
22
Conference paper
15
Konferenzbeitrag
15
Forschungsbericht
12
Lehrbuch
9
Bibliografie enthalten
8
Bibliography included
8
Textbook
8
Aufsatzsammlung
6
Handbook
6
Handbuch
6
Amtsdruckschrift
4
Government document
4
Systematic review
4
Übersichtsarbeit
4
Accompanied by computer file
3
Dissertation u.a. Prüfungsschriften
3
Elektronischer Datenträger als Beilage
3
Glossar enthalten
3
Glossary included
3
Ratgeber
3
Bibliografie
2
Guidebook
2
Konferenzschrift
2
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1
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English
4,058
German
59
French
3
Spanish
1
Undetermined
1
Author
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Cui, Zhenyu
44
Härdle, Wolfgang
30
Carr, Peter
26
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Gatheral, Jim
22
Nguyen, Duy
21
Zhang, Jin E.
21
Alòs, Elisa
20
Fengler, Matthias R.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Skiadopoulos, George
18
Madan, Dilip B.
16
Wang, Xingchun
16
Benth, Fred Espen
15
Escobar, Marcos
15
Grasselli, Martino
15
Wu, Liuren
15
Elliott, Robert J.
14
Engle, Robert F.
14
Ewald, Christian-Oliver
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schlag, Christian
14
Schoutens, Wim
14
Fabozzi, Frank J.
13
Grzelak, Lech A.
13
Heston, Steven L.
13
Kwok, Yue-Kuen
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Zheng, Wendong
13
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National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
All
International journal of theoretical and applied finance
159
Quantitative finance
105
Journal of banking & finance
80
The journal of futures markets
79
Applied mathematical finance
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The journal of computational finance
65
Review of derivatives research
52
Finance research letters
49
International journal of financial engineering
48
European journal of operational research : EJOR
42
Finance and stochastics
41
Journal of econometrics
39
Computational economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
37
Journal of mathematical finance
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Risks : open access journal
33
Journal of financial economics
30
Review of quantitative finance and accounting
30
Research paper series / Swiss Finance Institute
29
Insurance / Mathematics & economics
26
Annals of finance
25
International review of economics & finance : IREF
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The European journal of finance
23
Applied economics
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Energy economics
20
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Economic modelling
17
Journal of financial and quantitative analysis : JFQA
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Mathematics and financial economics
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific journal of financial studies
14
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Source
All
ECONIS (ZBW)
4,055
EconStor
40
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
8
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1
Optimal option portfolio hedging strategy with non-Gaussian fluctuations
Hamdi, Haykel
;
Majdoub, Jihed
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012176729
Saved in:
2
Volatility
and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
3
Implied risk aversion and pricing kernel in the FTSE 100 index
Liao, Wen Ju
;
Sung, Hao-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667184
Saved in:
4
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno
;
Kabanov, Jurij M.
;
Touzi, Nizar
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
Saved in:
5
Risk containment for investors with multivariate utility functions
Kritzman, Mark
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 28-44
Persistent link: https://www.econbiz.de/10001242386
Saved in:
6
Forecasting
volatility
: a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria
;
Lee, Tae-hwy
;
Mishra, Santosh
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 629-645
Persistent link: https://www.econbiz.de/10002434305
Saved in:
7
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
Saved in:
8
Pricing Kernels and risk Premia implied in bitcoin options
Winkel, Julian
;
Härdle, Wolfgang
- In:
Risks : open access journal
11
(
2023
)
5
,
pp. 1-18
preferences with respect to
volatility
and investment horizon. The empirical PKs turn out to be U-shaped for short …
Persistent link: https://www.econbiz.de/10014332072
Saved in:
9
Variance premium and implied
volatility
in a low-liquidity option market
Astorino, Eduardo Sanchez
;
Chague, Fernando
; …
- In:
Revista brasileira de economia : RBE ; publicação de …
71
(
2017
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10011898770
Saved in:
10
Market timing with option-implied distributions : a forward-looking approach
Kostakis, Alexandros
;
Panigirtzoglou, Nikolaos
; …
- In:
Management science : journal of the Institute for …
57
(
2011
)
7
,
pp. 1231-1249
Persistent link: https://www.econbiz.de/10009267624
Saved in:
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