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Inferring Risk-Averse Probabil...
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United States
Optionspreistheorie
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Option pricing theory
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Theorie
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Risiko
1,824
Risk
1,821
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1,804
USA
1,778
Börsenkurs
1,687
Share price
1,652
CAPM
1,493
Risikomaß
1,407
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1,396
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1,352
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9
Chernov, Mikhail
8
McAleer, Michael
8
Rosenberg, Joshua V.
8
Bali, Turan G.
7
Carr, Peter
7
Ciecka, James E.
7
Craig, Ben R.
7
Ederington, Louis H.
7
Fabozzi, Frank J.
7
Giot, Pierre
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Guidolin, Massimo
7
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7
Kōnstantinidēs, Giōrgos
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Lo, Andrew W.
7
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Skoog, Gary R.
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Bollerslev, Tim
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Deng, Yongheng
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Nandi, Saikat
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Pedersen, Lasse Heje
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Pierdzioch, Christian
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Wu, Liuren
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Aastveit, Knut Are
5
Bliss, Robert R.
5
Brandt, Michael W.
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Christoffersen, Peter F.
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
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International Centre for Trade and Sustainable Development
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Office of State Planning and Development
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Pennsylvania Land Policy Project
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Reserve Bank of New Zealand
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Rutgers University / Department of Economics
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The journal of futures markets
83
The review of financial studies
51
Working paper / National Bureau of Economic Research, Inc.
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Journal of financial and quantitative analysis : JFQA
38
The journal of finance : the journal of the American Finance Association
34
Journal of banking & finance
25
Journal of financial economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Discussion paper / Centre for Economic Policy Research
15
The journal of real estate finance and economics
15
Working paper
15
Discussion paper series / IZA
14
The journal of fixed income
14
American journal of agricultural economics
13
Review of derivatives research
12
The journal of business : B
12
Applied financial economics
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
11
Discussion paper / Tinbergen Institute
10
The review of economics and statistics
10
Journal of applied econometrics
9
Review of quantitative finance and accounting
9
Staff reports / Federal Reserve Bank of New York
9
The journal of computational finance
9
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
8
Finance and economics discussion series
8
International review of economics & finance : IREF
8
International review of financial analysis
8
Journal of econometrics
8
Research paper series / Swiss Finance Institute
8
Journal of empirical finance
7
Journal of political economy
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Advances in quantitative analysis of finance and accounting : a research annual
6
Applied economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Global finance journal
6
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ECONIS (ZBW)
1,701
RePEc
3
Showing
1
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1,704
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date (oldest first)
1
Summary statistics of option-implied probability density functions and their properties
Lynch, Damien
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003649282
Saved in:
2
Recovering risk aversion from options
Bliss, Robert R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658437
Saved in:
3
Financial decision-making under distribution uncertainty
Kacperczyk, Marcin
-
2004
Persistent link: https://www.econbiz.de/10003386915
Saved in:
4
Endogenous extreme events and the dual role of prices
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Annual review of economics
4
(
2012
),
pp. 83-109
Persistent link: https://www.econbiz.de/10009692756
Saved in:
5
High moment variations and their application
Choe, Geon Ho
;
Lee, Kyungsub
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1040-1061
Persistent link: https://www.econbiz.de/10010508680
Saved in:
6
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
7
Interpreting the volatility smile : an examination of the information content of option prices
Weinberg, Steven A.
-
2001
Persistent link: https://www.econbiz.de/10001599795
Saved in:
8
When did the options market in Enron lose its' smirk?
Mizrach, Bruce Marshall
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726085
Saved in:
9
Option introductions and the skewness of stock returns
Blau, Benjamin
;
Whitby, Ryan J.
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 892-912
Persistent link: https://www.econbiz.de/10011950906
Saved in:
10
Statistical string theory for courts : if the data don't fit ...
Babbel, David F.
(
contributor
); …
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003790647
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