Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
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
Delta hedging a portfolio of s...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
622,210
Theory
607,123
USA
45,948
United States
44,732
Portfolio-Management
43,694
Portfolio selection
43,346
Schätzung
31,677
Estimation
30,891
Welt
27,899
World
27,228
Deutschland
23,739
Geldpolitik
23,035
Monetary policy
22,320
Germany
22,210
Risiko
19,807
Risk
19,594
Mathematische Optimierung
17,139
Mathematical programming
17,033
Prognoseverfahren
14,524
Forecasting model
14,255
Kapitaleinkommen
13,525
Capital income
13,484
Wirtschaftswachstum
13,205
Börsenkurs
13,079
Zeitreihenanalyse
12,953
Share price
12,862
Spieltheorie
12,739
Economic growth
12,692
Time series analysis
12,563
Game theory
12,026
Volatility
11,768
Experiment
11,487
CAPM
11,465
Finanzmarkt
10,892
Asymmetrische Information
10,743
Financial market
10,663
Asymmetric information
10,459
Wettbewerb
10,321
EU-Staaten
10,271
more ...
less ...
Online availability
All
Free
4,637
Undetermined
2,850
Type of publication
All
Article
6,099
Book / Working Paper
5,946
Type of publication (narrower categories)
All
Article in journal
5,707
Aufsatz in Zeitschrift
5,707
Working Paper
2,695
Graue Literatur
2,640
Non-commercial literature
2,640
Arbeitspapier
2,464
Hochschulschrift
398
Aufsatz im Buch
362
Book section
362
Thesis
325
Collection of articles written by one author
102
Sammlung
102
Collection of articles of several authors
61
Sammelwerk
61
Bibliografie enthalten
43
Bibliography included
43
Aufsatzsammlung
32
Conference paper
28
Konferenzbeitrag
28
Systematic review
23
Übersichtsarbeit
23
Konferenzschrift
20
Forschungsbericht
19
Amtsdruckschrift
14
Government document
14
Lehrbuch
11
Textbook
10
Conference proceedings
9
Rezension
8
Article
7
Dissertation u.a. Prüfungsschriften
7
Handbook
7
Handbuch
7
Reprint
6
Glossar enthalten
4
Glossary included
4
Accompanied by computer file
3
Bibliografie
3
Elektronischer Datenträger als Beilage
3
Case study
2
more ...
less ...
Language
All
English
11,760
German
229
French
28
Spanish
17
Italian
7
Undetermined
3
Polish
2
Portuguese
2
Czech
1
Croatian
1
Hungarian
1
Dutch
1
Norwegian
1
Serbian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
98
Bollerslev, Tim
79
Diebold, Francis X.
67
Koopman, Siem Jan
46
Lux, Thomas
46
Andersen, Torben
45
Härdle, Wolfgang
41
Gupta, Rangan
39
Chiarella, Carl
36
Caporin, Massimiliano
34
Aizenman, Joshua
33
Chang, Chia-Lin
32
Hautsch, Nikolaus
31
Pierdzioch, Christian
31
Bekaert, Geert
30
Hammoudeh, Shawkat
28
Herwartz, Helmut
28
Schlag, Christian
28
Asai, Manabu
27
Christoffersen, Peter F.
26
Andersen, Torben G.
25
Caballero, Ricardo J.
25
Fernández-Villaverde, Jesús
25
Giglio, Stefano
25
Mensi, Walid
25
Aït-Sahalia, Yacine
24
Branger, Nicole
24
Clements, Adam
24
Hafner, Christian M.
24
Lucas, André
24
Todorov, Viktor
24
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Mittnik, Stefan
22
Uppal, Raman
22
Yu, Jun
22
Bauwens, Luc
21
Bos, Charles S.
21
Engle, Robert F.
21
more ...
less ...
Institution
All
National Bureau of Economic Research
198
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Institut für Schweizerisches Bankwesen <Zürich>
4
Instituto Valenciano de Investigaciones Económicas
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Institut für Weltwirtschaft
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
University of Canterbury / Dept. of Economics and Finance
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Financial Options Research Centre
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
more ...
less ...
Published in...
All
NBER working paper series
191
Working paper / National Bureau of Economic Research, Inc.
176
NBER Working Paper
170
Journal of banking & finance
139
Finance research letters
136
Journal of econometrics
136
Energy economics
109
Economic modelling
99
Journal of empirical finance
99
International review of financial analysis
98
Discussion paper / Tinbergen Institute
92
Economics letters
90
International review of economics & finance : IREF
90
Journal of financial economics
90
International journal of theoretical and applied finance
89
Journal of economic dynamics & control
87
Applied economics
81
Discussion paper / Centre for Economic Policy Research
81
International journal of forecasting
81
The North American journal of economics and finance : a journal of financial economics studies
79
Working paper
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of international money and finance
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
The journal of futures markets
67
The European journal of finance
65
The review of financial studies
65
Quantitative finance
60
Research paper series / Swiss Finance Institute
59
Applied mathematical finance
56
Journal of forecasting
56
Journal of international financial markets, institutions & money
55
Applied economics letters
54
Econometric reviews
53
The journal of finance : the journal of the American Finance Association
53
Computational economics
51
Journal of risk and financial management : JRFM
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
Research in international business and finance
46
more ...
less ...
Source
All
ECONIS (ZBW)
11,778
EconStor
240
USB Cologne (EcoSocSci)
14
USB Cologne (business full texts)
10
ArchiDok
1
OLC EcoSci
1
RePEc
1
more ...
less ...
Showing
1
-
10
of
12,045
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
2
Volatility patterns of fixed income securities
Blume, Marshall E.
;
Keim, Donald B.
-
1989
Persistent link: https://www.econbiz.de/10000813823
Saved in:
3
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Saved in:
4
GARCH volatilities applied to an asset selection algorithm : the case of fixed income markets
Corelli, Angelo
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 52-62
Persistent link: https://www.econbiz.de/10012253412
Saved in:
5
Cost of capital and asset characteristic value
Shen, Bill Y.
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012654837
Saved in:
6
Asymptotics of
bond
yields and volatilities for extended CIR models under the real-world measure
Fergusson, K.
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 867-902
Persistent link: https://www.econbiz.de/10012195006
Saved in:
7
Kursänderungsrisiken festverzinslicher Wertpapiere
Schulte, Reinhard
-
1996
Persistent link: https://www.econbiz.de/10000590464
Saved in:
8
Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni
;
Ghorbel, Ahmed
;
Khoufi, Walid
- In:
American journal of finance and accounting
5
(
2018
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
Saved in:
9
Exploring the dynamic links, implications for
hedging
and investment strategies between Sukuk and commodity market volatility : evidence from country level analysis
Syed Mabruk Billah
;
Hadhri, Sinda
;
Balli, Faruk
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 350-371
Persistent link: https://www.econbiz.de/10014535351
Saved in:
10
Hedging
short-term interest risk under time-varying distributions
Gagnon, Louis
- In:
The journal of futures markets
15
(
1995
)
7
,
pp. 767-783
Persistent link: https://www.econbiz.de/10001190088
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
