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Portfolio-Management
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40
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22
Satchell, Stephen
22
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21
Chang, Chia-Lin
17
Zaremba, Adam
17
Mensi, Walid
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Pérez Amaral, Teodosio
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Ślepaczuk, Robert
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Escobar, Marcos
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Härdle, Wolfgang
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Kelly, Bryan T.
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Uppal, Raman
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Kang, Sang Hoon
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Račev, Svetlozar T.
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Caporin, Massimiliano
13
Lucas, André
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Malamud, Semyon
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Zhou, Guofu
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Dumas, Bernard
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Hoogerheide, Lennart
12
Kurshev, Alexander
12
Zaffaroni, Paolo
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Dai, Zhifeng
11
Engle, Robert F.
11
Jondeau, Eric
11
Perrakis, Stylianos
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Branger, Nicole
10
Clements, Adam
10
Diebold, Francis X.
10
Leippold, Markus
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Melʹnikov, Aleksandr V.
10
Moskowitz, Tobias J.
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Paolella, Marc S.
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Alexander, Carol
9
Christoffersen, Peter F.
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Commissariat à l'énergie atomique
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
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FernUniversität in Hagen
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Judge Institute of Management Studies
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Karlsruher Ökonometrie-Workshop <7, 1999, Karlsruhe>
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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Princeton University / International Finance Section
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Rodney L. White Center for Financial Research
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SUERF - The European Money and Finance Forum
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Salomon Brothers Center for the Study of Financial Institutions
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1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
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Journal of banking & finance
87
Insurance / Mathematics & economics
85
Finance research letters
78
International review of financial analysis
61
International journal of theoretical and applied finance
55
Journal of empirical finance
54
Quantitative finance
53
The journal of asset management
47
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial economics
44
Research paper series / Swiss Finance Institute
44
European journal of operational research : EJOR
43
Journal of economic dynamics & control
39
Energy economics
38
International review of economics & finance : IREF
37
Applied economics
36
Economic modelling
35
NBER working paper series
34
Risks : open access journal
34
Swiss Finance Institute Research Paper
34
Finance and stochastics
33
Journal of risk and financial management : JRFM
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
The European journal of finance
33
Discussion paper / Tinbergen Institute
31
Pacific-Basin finance journal
30
International journal of forecasting
29
Journal of econometrics
29
NBER Working Paper
29
Working paper / National Bureau of Economic Research, Inc.
29
Research in international business and finance
27
Journal of forecasting
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Working papers
24
Applied mathematical finance
23
Journal of mathematical finance
23
Investment management and financial innovations
22
Journal of risk
22
Computational economics
21
The review of financial studies
21
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
3
USB Cologne (EcoSocSci)
2
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1
Momentum profit fluctuations in seasonal conditions due to default probability
Lee, Nicholas Rueilin
;
Liu, Jung Fang
;
Lin, Yih-Bey
; …
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 715-722
Persistent link: https://www.econbiz.de/10010520042
Saved in:
2
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:
3
The pricing of idiosyncratic risk : evidence from the implied
volatility
distribution
Süss, Stephan
- In:
Financial markets and portfolio management
26
(
2012
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10009553644
Saved in:
4
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
5
On
volatility
smile and an investment strategy with out-of-the-money calls
Talponen, Jarno
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
Saved in:
6
Analysis of stochastic PDEs arising from large portfolios of stochastic
volatility
models
Kolliopoulos, Nikolaos
-
2018
Persistent link: https://www.econbiz.de/10012386950
Saved in:
7
Quantifying the skewness loss of diversification
Xiong, James X.
;
Idzorek, Thomas M.
- In:
Journal of investment management : JOIM
17
(
2019
)
2
,
pp. 76-88
Persistent link: https://www.econbiz.de/10012254280
Saved in:
8
Robustness of stable
volatility
strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
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9
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
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10
Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models
Wang, Chou-Wen
;
Huang, Hong-Chih
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 501-525
Persistent link: https://www.econbiz.de/10011729607
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