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~subject:"Portfolio selection"
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Portfolio selection
Optionspreistheorie
14,724
Option pricing theory
14,260
Optionsgeschäft
4,909
Option trading
4,872
Volatilität
4,289
Volatility
4,223
Theorie
4,221
Theory
4,088
Stochastischer Prozess
3,257
Stochastic process
3,207
Derivat
2,701
Derivative
2,698
Hedging
1,462
Portfolio-Management
1,281
Black-Scholes-Modell
1,181
Black-Scholes model
1,128
USA
1,089
United States
1,071
CAPM
1,058
Schätzung
990
Zinsstruktur
977
Estimation
975
Yield curve
967
Börsenkurs
839
Share price
825
Risiko
688
Risk
684
Kapitaleinkommen
657
Capital income
656
Realoptionsansatz
644
Real options analysis
643
Monte-Carlo-Simulation
631
Monte Carlo simulation
624
Kreditrisiko
596
Statistische Verteilung
590
Credit risk
586
Statistical distribution
581
Risikoprämie
524
Aktienoption
518
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647
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12
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11
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7
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6
Konferenzbeitrag
6
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5
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4
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4
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4
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3
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3
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3
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3
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English
1,198
German
63
French
5
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Platen, Eckhard
14
Perrakis, Stylianos
11
Melʹnikov, Aleksandr V.
10
Korn, Ralf
9
Fabozzi, Frank J.
7
Bayraktar, Erhan
6
Bichuch, Maxim
6
Bruns, Christoph
6
Dew-Becker, Ian
6
Giglio, Stefano
6
Kelly, Bryan T.
6
Korn, Olaf
6
Mahayni, Antje
6
Steiner, Manfred
6
Thomsett, Michael C.
6
Wilmott, Paul
6
Alexander, Carol
5
Branger, Nicole
5
Chen, An
5
Constantinides, George M.
5
Dhaene, Jan
5
Erlenmaier, Ulrich
5
Frazzini, Andrea
5
Heath, David C.
5
Lee, Cheng F.
5
Leung, Tim
5
Lhabitant, François-Serge
5
Madan, Dilip B.
5
Maurer, Raimond
5
Sundaresan, Suresh M.
5
Takahashi, Akihiko
5
Zenios, Stauros Andrea
5
Acharya, Viral V.
4
Albrecht, Peter
4
Ballotta, Laura
4
Barigou, Karim
4
Barone-Adesi, Giovanni
4
Broeders, Dirk
4
Carpenter, Jennifer N.
4
Czerwonko, Michal
4
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National Bureau of Economic Research
5
Bonn Graduate School of Economics
2
Institute of Finance and Accounting <London>
2
Bachelier Finance Society
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Cambridge University Press
1
Center for Economic Research <Tilburg>
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
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
FernUniversität in Hagen
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
New York Institute of Finance
1
Salomon Brothers Center for the Study of Financial Institutions
1
Society of Actuaries
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Ulm
1
Walter de Gruyter Inc.
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Workshop on Mathematical Finance <2000, Konstanz>
1
École des Hautes Études Commerciales <Lausanne>
1
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Published in...
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International journal of theoretical and applied finance
34
Insurance / Mathematics & economics
31
Finance and stochastics
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Journal of economic dynamics & control
23
Quantitative finance
18
Applied mathematical finance
14
European journal of operational research : EJOR
14
International journal of financial engineering
14
Journal of banking & finance
13
Journal of mathematical finance
12
Research paper series / Swiss Finance Institute
11
SpringerLink / Bücher
11
Mathematics and financial economics
10
Review of derivatives research
10
Journal of risk and financial management : JRFM
9
International review of financial analysis
8
Mathematical methods of operations research
8
The journal of computational finance
8
The journal of futures markets
8
Finance research letters
7
Risks : open access journal
7
Scandinavian actuarial journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : JOD
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The review of financial studies
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of financial economics
6
Risk and decision analysis
6
The European journal of finance
6
Annals of finance
5
Chapman & Hall/CRC financial mathematics series
5
Computational Management Science : CMS
5
Economic modelling
5
Finanzmarkt und Portfolio-Management
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematics of operations research
5
NBER Working Paper
5
NBER working paper series
5
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ECONIS (ZBW)
1,269
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1
Analytische Auswertung und Steuerung von Optionspositionen
Möller, Matthias
-
1997
Persistent link: https://www.econbiz.de/10000958452
Saved in:
2
Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.
;
Damgaard, Anders
-
1997
Persistent link: https://www.econbiz.de/10000960751
Saved in:
3
Capital ideas and market realities : option replication, investor behavior, and stock market crashes
Jacobs, Bruce I.
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10000683220
Saved in:
4
Insider and liquidity trading in stock and options markets
Biais, Bruno
- In:
The review of financial studies
7
(
1994
)
4
,
pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
Saved in:
5
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
Saved in:
6
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
7
Efficient hedging of path-dependent options
Kolkiewicz, Adam W.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011525107
Saved in:
8
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
9
The impact of alternative performance measures on portfolio procurement with contingent option contracts
Fu, Qi
- In:
International journal of production economics
167
(
2015
),
pp. 128-138
Persistent link: https://www.econbiz.de/10011346577
Saved in:
10
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
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