//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing Bonds and Bond Options...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
47
Theory
47
Optionspreistheorie
36
Option pricing theory
34
Portfolio selection
21
Portfolio-Management
21
CAPM
18
Estimation
17
Schätzung
17
Derivat
16
Derivative
16
Risikomanagement
16
United States
16
Risikomaß
15
Risk measure
15
Risk management
13
Volatilität
12
ARCH model
11
ARCH-Modell
11
Italien
11
Italy
11
Zinsstruktur
10
Börsenkurs
9
Option trading
9
Optionsgeschäft
9
Risiko
9
Risk
9
Share price
9
Volatility
9
Welt
9
World
9
Capital income
8
Credit risk
8
Hedging
8
Kapitaleinkommen
8
Kreditrisiko
8
Yield curve
8
Black-Scholes-Modell
7
Simulation
7
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
13
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
16
Author
All
Barone-Adesi, Giovanni
16
Mancini, Loriano
3
Whaley, Robert E.
3
Engle, Robert F.
2
Morck, Randall
2
Brown, Keith C.
1
Brughelli, Moreno
1
Carcano, Nicola
1
Cyr, Don J.
1
Dall'O, Hakim
1
Gagliardini, Patrick
1
Harlow, W. V.
1
Shefrin, Hersh
1
Sorwar, Ghulam
1
Talwar, Prem P.
1
Urga, Giovanni
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
4
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
2
Banking and finance review
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
International review of economics & finance : IREF
1
Journal of accounting, auditing & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
1
Review of Financial Studies, 2008
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
Saved in:
2
Applying error-adjusted hedging to corporate bond portfolios
Barone-Adesi, Giovanni
;
Carcano, Nicola
;
Dall'O, Hakim
- In:
Modern multi-factor analysis of bond portfolios : …
,
(pp. 47-77)
.
2016
Persistent link: https://www.econbiz.de/10011458170
Saved in:
3
A test of calendar seasonalities in stock market risk implied from index futures options
Barone-Adesi, Giovanni
- In:
International review of economics & finance : IREF
3
(
1994
)
3
,
pp. 327-340
Persistent link: https://www.econbiz.de/10001177829
Saved in:
4
Stationarity tests of the market model for security returns
Barone-Adesi, Giovanni
- In:
Journal of accounting, auditing & finance
7
(
1992
)
3
,
pp. 369-378
Persistent link: https://www.econbiz.de/10001160660
Saved in:
5
On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
Saved in:
6
Agency problems in pension fund management
Barone-Adesi, Giovanni
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
4
(
1988
)
2
,
pp. 659-674
Persistent link: https://www.econbiz.de/10001062440
Saved in:
7
Efficient analytic approximation of American option values
Barone-Adesi, Giovanni
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 301-320
Persistent link: https://www.econbiz.de/10001047785
Saved in:
8
On the use of implied volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 147-165
Persistent link: https://www.econbiz.de/10001196347
Saved in:
9
A test of rational expectations in the index options market
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 137-147
Persistent link: https://www.econbiz.de/10001123292
Saved in:
10
The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni
- In:
Journal of financial economics
17
(
1986
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10001015115
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->