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~subject:"Risikoprämie"
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Risikoprämie
Optionspreistheorie
14,747
Option pricing theory
14,289
Optionsgeschäft
5,090
Option trading
4,881
Volatilität
4,305
Theorie
4,237
Volatility
4,237
Theory
4,090
Stochastischer Prozess
3,267
Stochastic process
3,215
Derivat
2,726
Derivative
2,721
Hedging
1,463
Portfolio-Management
1,285
Portfolio selection
1,273
Black-Scholes-Modell
1,187
Black-Scholes model
1,131
USA
1,098
United States
1,073
CAPM
1,062
Schätzung
995
Estimation
979
Zinsstruktur
979
Yield curve
969
Börsenkurs
844
Share price
830
Risiko
690
Risk
687
Kapitaleinkommen
658
Capital income
657
Realoptionsansatz
645
Real options analysis
644
Monte-Carlo-Simulation
631
Monte Carlo simulation
624
Kreditrisiko
598
Statistische Verteilung
592
Credit risk
588
Statistical distribution
582
Risk premium
520
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Online availability
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Free
198
Undetermined
165
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Article
295
Book / Working Paper
233
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Article in journal
287
Aufsatz in Zeitschrift
287
Graue Literatur
103
Non-commercial literature
103
Working Paper
90
Arbeitspapier
83
Hochschulschrift
30
Thesis
22
Aufsatz im Buch
8
Book section
8
Collection of articles written by one author
7
Sammlung
7
Collection of articles of several authors
5
Sammelwerk
5
Aufsatzsammlung
3
Conference paper
2
Konferenzbeitrag
2
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Mikroform
1
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Language
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English
517
German
11
French
1
Author
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Todorov, Viktor
15
Jacobs, Kris
11
Fusari, Nicola
9
Andersen, Torben
7
Benth, Fred Espen
7
Christoffersen, Peter F.
7
Wang, Xingchun
7
Bollerslev, Tim
6
Chernov, Mikhail
6
Karmann, Alexander
6
Santa-Clara, Pedro
6
Wese Simen, Chardin
6
Xiao, Xiao
6
Zhang, Jin E.
6
Broadie, Mark
5
Chen, Hui
5
Farhi, Emmanuel
5
Gabaix, Xavier
5
Härdle, Wolfgang
5
Ivanova, Vesela
5
Joslin, Scott
5
McAleer, Michael
5
Osipenko, Maria
5
Seo, Sang Byung
5
Stentoft, Lars
5
Bailey, Warren
4
Chang, Chia-Lin
4
Driessen, Joost
4
Du, Du
4
Johannes, Michael
4
Lehnert, Thorsten
4
Madan, Dilip B.
4
Malloch, Hamish
4
Maltritz, Dominik
4
Orłowski, Piotr
4
Prokopczuk, Marcel
4
Schmeiser, Hato
4
Trojani, Fabio
4
Yan, Shu
4
Almeida, Caio
3
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National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Swiss Finance Institute
1
Universität St. Gallen / Institut für Versicherungswirtschaft
1
Verlag Dr. Kovač
1
Published in...
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Journal of banking & finance
28
Journal of financial economics
14
The journal of futures markets
13
International journal of theoretical and applied finance
10
The review of financial studies
9
CREATES research paper
7
Finance research letters
7
Research paper series / Swiss Finance Institute
7
Journal of economic dynamics & control
6
Journal of empirical finance
6
Journal of financial markets
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NBER working paper series
6
Quantitative finance
6
Review of derivatives research
6
The journal of finance : the journal of the American Finance Association
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied mathematical finance
5
Journal of financial econometrics
5
Journal of risk and financial management : JRFM
5
NBER Working Paper
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Annals of finance
4
Energy economics
4
European journal of operational research : EJOR
4
International journal of financial engineering
4
International review of economics & finance : IREF
4
Journal of financial and quantitative analysis : JFQA
4
Journal of mathematical finance
4
SFB 649 Discussion Paper
4
SFB 649 discussion paper
4
Asia-Pacific financial markets
3
Asia-Pacific journal of financial studies
3
Decisions in economics and finance : a journal of applied mathematics
3
Discussion paper / Centre for Economic Policy Research
3
Insurance / Mathematics & economics
3
Review of quantitative finance and accounting
3
Swiss Finance Institute Research Paper
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
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Source
All
ECONIS (ZBW)
521
EconStor
7
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1
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:
2
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
Saved in:
3
When does extra risk strictly increase an option's value?
Rasmusen, Eric
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1647-1667
Persistent link: https://www.econbiz.de/10003621199
Saved in:
4
Learning, confidence and option prices
Shaliastovich, Ivan
-
2009
-
Current version: October 2009
Persistent link: https://www.econbiz.de/10009355444
Saved in:
5
Essays on the pricing, hedging and informational content of options
Horn, David
-
2011
Persistent link: https://www.econbiz.de/10009378786
Saved in:
6
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
7
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
8
Retail clientele and option returns
Choy, Siu Kai
- In:
Journal of banking & finance
51
(
2015
),
pp. 26-42
Persistent link: https://www.econbiz.de/10011377259
Saved in:
9
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
10
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
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