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Portfolio-Management
Volatility
40,722
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40,453
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17,172
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16,827
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14,491
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14,303
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Fabozzi, Frank J.
33
McAleer, Michael
30
Hammoudeh, Shawkat
21
Platen, Eckhard
21
Chang, Chia-Lin
16
Mensi, Walid
16
Kang, Sang Hoon
15
Uppal, Raman
15
Fratzscher, Marcel
14
Kane, Alex
14
Bodie, Zvi
13
Escobar, Marcos
13
Bruns, Christoph
12
Kurshev, Alexander
12
Dumas, Bernard
11
Marcus, Alan J.
11
Straub, Roland
11
Branger, Nicole
10
Caporin, Massimiliano
10
Clements, Adam
10
Diebold, Francis X.
10
Engle, Robert F.
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McCauley, Robert N.
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Tiwari, Aviral Kumar
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Aizenman, Joshua
9
Bloss, Michael
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Galstyan, Vahagn
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Kelly, Bryan T.
9
Koutsokostas, Drosos
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Leung, Tim
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Moskowitz, Tobias J.
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Papathanasiou, Spyros
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Van Wincoop, Eric
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Brooks, Robert
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Christoffersen, Peter F.
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Glick, Reuven
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Grobys, Klaus
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Lee, Cheng F.
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National Bureau of Economic Research
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De Gruyter Oldenbourg
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New York Institute of Finance
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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World Bank
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Bank für Internationalen Zahlungsausgleich
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Berliner Wissenschafts-Verlag
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Centro Studi Luca d'Agliano <Turin>
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Development Center for Finance <Quezon>
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Federal Reserve Bank of St. Louis
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FernUniversität in Hagen
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Frank J. Fabozzi Associates <New Hope, Pa.>
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International Conference on Financial Derivatives
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International Finance Corporation / Capital Markets Department
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International Securities Market Association
1
International Workshop on Financial Engineering <2009, Tokio>
1
Internationaler Währungsfonds / Research Department
1
Judge Institute of Management Studies
1
KPMG Peat Marwick <Mailand>
1
Multi Commodity Exchange of India Limited
1
National Bank for Agriculture and Rural Development (India)
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
OECD
1
Oxford Financial Research Centre
1
Palgrave Macmillan <Firma>
1
Pensions Institute
1
Pondicherry University / Dept. of Commerce
1
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Finance research letters
52
Journal of banking & finance
52
Energy economics
43
International review of financial analysis
40
NBER working paper series
39
Journal of financial economics
34
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of empirical finance
33
Working paper / National Bureau of Economic Research, Inc.
33
International journal of theoretical and applied finance
32
International review of economics & finance : IREF
30
NBER Working Paper
30
The journal of asset management
30
Journal of economic dynamics & control
26
Economic modelling
25
European journal of operational research : EJOR
25
Quantitative finance
25
Research paper series / Swiss Finance Institute
25
Applied economics
23
Journal of risk and financial management : JRFM
23
Research in international business and finance
23
The European journal of finance
22
Journal of international financial markets, institutions & money
19
Swiss Finance Institute Research Paper
19
Discussion papers / CEPR
18
Journal of international economics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Working paper
18
Journal of international money and finance
17
Risks : open access journal
17
SpringerLink / Bücher
16
The journal of futures markets
16
The journal of portfolio management : JPM
16
Applied mathematical finance
15
Finance and stochastics
15
Insurance / Mathematics & economics
15
Investment management and financial innovations
15
Journal of econometrics
15
Journal of financial and quantitative analysis : JFQA
15
Journal of mathematical finance
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ECONIS (ZBW)
3,606
EconStor
21
USB Cologne (EcoSocSci)
1
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1
The dynamics of
volatility
and correlation during periods of crisis : implications for active asset management
Esposito, Marcello
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 135-140
Persistent link: https://www.econbiz.de/10011485140
Saved in:
2
An empirical examination of correlation dynamics between commodity and equity
derivative
indices : evidence from India using DCC-GARCH models
Swamy, Perumandla
;
Padma, Kurisetti
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
10
(
2020
)
2
,
pp. 207-234
Persistent link: https://www.econbiz.de/10012222641
Saved in:
3
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
4
Variance swap replication : discrete or continuous?
Le Floc'h, Fabien
- In:
Journal of risk and financial management : JRFM
11
(
2018
)
1
,
pp. 1-15
The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication...
Persistent link: https://www.econbiz.de/10011855148
Saved in:
5
Portfolio effects of VIX futures index
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 288-299
Persistent link: https://www.econbiz.de/10012137805
Saved in:
6
The currency composition of international portfolio assets
Galstyan, Vahagn
;
Mehigan, Caroline
;
Mercado, Rogelio …
-
2017
Persistent link: https://www.econbiz.de/10011631595
Saved in:
7
Global market
volatility
and portfolio fund flows in emerging market
Kang, Tae Soo
;
Lim, Tae-Hoon
- In:
Korea and the world economy
18
(
2017
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10011657692
Saved in:
8
Dynamic consumption and asset allocation with
derivative
securities
Hsuku, Yuan-Hung
- In:
Quantitative fund management
,
(pp. 43-66)
.
2009
Persistent link: https://www.econbiz.de/10003796940
Saved in:
9
Duration models, heterogeneous beliefs, and optimal trading
Heijden, Thijs van der
-
2011
Persistent link: https://www.econbiz.de/10009159983
Saved in:
10
Trading VIX derivatives : trading and hedging strategies using VIX futures, options, and exchange-traded notes
Rhoads, Russell
-
2011
market
volatility
index. The book will explain the mechanics and strategies associated with trading VIX options, futures … expectations about future stock market
volatility
and generally moves inversely to the overall stock market. As such, many market …
volatility
or to use the products in conjunction with other instruments to create spread trades or hedge their overall risk. A …
Persistent link: https://www.econbiz.de/10009311046
Saved in:
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