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Risk, Uncertainty, and Option...
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Risk
Risiko
44,411
Risikomanagement
35,143
Risk management
34,079
Theorie
30,051
Theory
29,595
Optionspreistheorie
14,810
Option pricing theory
14,351
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11,562
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11,535
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8,450
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8,380
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7,130
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5,751
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5,518
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5,125
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5,004
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4,969
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4,944
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4,916
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4,862
risk
4,514
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4,458
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4,412
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4,380
Derivat
4,127
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4,119
Kreditrisiko
4,016
Germany
4,004
Credit risk
3,892
Kapitaleinkommen
3,861
Capital income
3,853
risk management
3,724
Risikomaß
3,594
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3,564
Hedging
3,450
CAPM
3,354
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3,193
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3,166
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16,465
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Gupta, Rangan
144
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102
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95
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85
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72
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62
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57
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57
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54
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52
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51
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49
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49
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47
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46
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44
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44
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44
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44
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43
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43
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42
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41
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39
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39
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38
Epstein, Larry G.
37
Zeckhauser, Richard
37
Caporale, Guglielmo Maria
36
Gozgor, Giray
35
Balcilar, Mehmet
34
Blake, David
34
Guiso, Luigi
34
Stulz, René M.
34
Brady, Michael Emmett
33
Chavas, Jean-Paul
33
Hammoudeh, Shawkat
33
Veronesi, Pietro
33
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32
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31
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World Bank Group
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International Food Policy Research Institute (IFPRI)
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7
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195
International review of economics & finance : IREF
188
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Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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International journal of production economics
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ECONIS (ZBW)
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99
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37
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date (oldest first)
1
Investing in a random start American option under competition
Pereira, Paulo
;
Rodrigues, Artur
- In:
Finance research letters
28
(
2019
),
pp. 388-397
Persistent link: https://www.econbiz.de/10012388350
Saved in:
2
Super-hedging American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan
;
Zhou, Zhou
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
Saved in:
3
The option to pay attention
Izhakian, Yehuda
;
Levy, Hagit
;
Shalev, Ron
;
Zur, Emanuel
-
2021
evidence that an increase in firm-specific
risk
(ambiguity), which increases (reduces) option value, increases (reduces …
Persistent link: https://www.econbiz.de/10012593942
Saved in:
4
Uncertainty of Put-Call Parity Violation and Option Returns
Liu, Chun
;
Wang, Tianyu
;
Wang, Yintian
;
Xiang, Hong
-
2022
This paper presents a new robust predictor for option returns: the uncertainty of put-call parity violation (VVS). We find that the delta-hedged equity option return decreases monotonically with VVS. Although VVS is highly correlated with the classical uncertainty and limit-to-arbitrage...
Persistent link: https://www.econbiz.de/10013403606
Saved in:
5
Why does volatility uncertainty predict equity option returns?
Cao, Jie
;
Vasquez, Aurelio
;
Xiao, Xiao
;
Zhan, Xintong
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014305078
Saved in:
6
The relationship between conditional value at
risk
and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
7
Strategy vs
risk
in margining portfolios of options
Coffman, Edward G.
;
Matsypura, D.
;
Timkovsky, V. G.
- In:
4OR : a quarterly journal of operations research
8
(
2010
)
4
,
pp. 375-386
Persistent link: https://www.econbiz.de/10008778748
Saved in:
8
Volatility-of-volatility and tail
risk
hedging returns
Park, Yang-Ho
- In:
Journal of financial markets
26
(
2015
),
pp. 38-63
Persistent link: https://www.econbiz.de/10011477272
Saved in:
9
Risk
Analysis and Hedging of Parisian Options Under a Jump-Diffusion Model
Kim, Kyoung-Kuk
-
2019
A Parisian option is a variant of a barrier option such that its payment is activated or deactivated only if the underlying asset remains above or below a barrier over a certain amount of time. We show that its complex payoff feature can cause dynamic hedging to fail. As an alternative, we...
Persistent link: https://www.econbiz.de/10012904013
Saved in:
10
Model
risk
in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
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