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~subject:"Volatilität"
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The impact of Longevity Risk o...
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Volatilität
Portfolio-Management
43,694
Portfolio selection
43,346
Theorie
23,465
Theory
23,123
Mortality
12,637
Sterblichkeit
12,611
Hedging
10,010
Kapitaleinkommen
6,992
Capital income
6,979
Risiko
5,497
Anlageverhalten
5,492
Risk
5,462
Behavioural finance
5,392
USA
5,373
United States
5,207
Risikomanagement
4,741
Risk management
4,493
Schätzung
4,457
Estimation
4,336
Welt
4,184
World
4,117
CAPM
4,022
Investmentfonds
3,935
Investment Fund
3,868
Kapitalanlage
3,681
Financial investment
3,464
Volatility
2,884
Börsenkurs
2,837
Derivat
2,828
Derivative
2,827
Share price
2,810
Risikomaß
2,791
Risk measure
2,766
Aktienmarkt
2,684
Stock market
2,638
Deutschland
2,129
Optionspreistheorie
2,128
Option pricing theory
2,079
Stochastischer Prozess
1,931
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Undetermined
1,056
Free
931
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Article
1,845
Book / Working Paper
1,066
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Article in journal
1,776
Aufsatz in Zeitschrift
1,776
Graue Literatur
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388
Arbeitspapier
372
Hochschulschrift
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Thesis
76
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63
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63
Collection of articles written by one author
25
Sammlung
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13
Sammelwerk
13
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6
Konferenzschrift
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Textbook
5
Bibliografie enthalten
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English
2,845
German
57
Italian
4
French
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Author
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McAleer, Michael
45
Chang, Chia-Lin
25
Hammoudeh, Shawkat
23
Mensi, Walid
22
Kang, Sang Hoon
20
Branger, Nicole
17
Uppal, Raman
14
Escobar, Marcos
13
Fabozzi, Frank J.
13
Giglio, Stefano
12
Kurshev, Alexander
12
Alexander, Carol
11
Clements, Adam
11
Dew-Becker, Ian
11
Dumas, Bernard
11
Platen, Eckhard
11
Schlag, Christian
11
Xuan Vinh Vo
11
Caporin, Massimiliano
10
Diebold, Francis X.
10
Frey, Rüdiger
10
Tiwari, Aviral Kumar
10
Yoon, Seong-min
10
Borensztein, Eduardo
9
Bos, Charles S.
9
Bouri, Elie
9
Jeanne, Olivier
9
Kelly, Bryan T.
9
Koutsokostas, Drosos
9
Lai, Yu-Sheng
9
Leippold, Markus
9
Moskowitz, Tobias J.
9
Papathanasiou, Spyros
9
Pérez Amaral, Teodosio
9
Sandri, Damiano
9
Sircar, Ronnie
9
Wang, Yudong
9
Christoffersen, Peter F.
8
Engle, Robert F.
8
Grobys, Klaus
8
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National Bureau of Economic Research
31
Institut für Schweizerisches Bankwesen <Zürich>
2
Swiss National Centre of Competence in Research North South <Bern>
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Canterbury / Dept. of Economics and Finance
2
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Berliner Wissenschafts-Verlag
1
Centro Studi Luca d'Agliano <Turin>
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Institut für Weltwirtschaft
1
Judge Institute of Management Studies
1
Massachusetts Institute of Technology / Department of Economics
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
Princeton University / International Finance Section
1
Queen Mary and Westfield College
1
SUERF - The European Money and Finance Forum
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
University of British Columbia / Department of Economics
1
Universität Mannheim
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
Universität Ulm
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Published in...
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Finance research letters
61
Energy economics
57
Journal of banking & finance
51
International review of financial analysis
45
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
34
Journal of empirical finance
32
The journal of futures markets
32
NBER working paper series
30
International journal of theoretical and applied finance
29
Journal of financial economics
29
The journal of asset management
27
Working paper / National Bureau of Economic Research, Inc.
26
Journal of economic dynamics & control
25
NBER Working Paper
25
Research in international business and finance
25
Applied economics
24
Applied mathematical finance
23
Economic modelling
23
Journal of international financial markets, institutions & money
23
Quantitative finance
23
Research paper series / Swiss Finance Institute
23
Journal of risk and financial management : JRFM
20
Discussion paper / Tinbergen Institute
19
European journal of operational research : EJOR
19
Swiss Finance Institute Research Paper
19
Insurance / Mathematics & economics
18
Journal of econometrics
18
International journal of finance & economics : IJFE
17
Investment management and financial innovations
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Working paper
17
Risks : open access journal
16
Journal of risk
15
The journal of portfolio management : JPM
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
The review of financial studies
15
Computational economics
14
Econometric Institute research papers
14
The European journal of finance
14
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Source
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ECONIS (ZBW)
2,879
EconStor
17
USB Cologne (business full texts)
8
USB Cologne (EcoSocSci)
7
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1
In search of preference shock risks : Evidence from longevity risks and momentum profits
Chen, Zhanhui
;
Yang, Bowen
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 225-249
Persistent link: https://www.econbiz.de/10012164076
Saved in:
2
Covid-19 death risk estimation using VaR method
Surowiec, Agnieszka
;
Warowny, Tomasz
- In:
European research studies
24
(
2021
)
2
,
pp. 368-379
Persistent link: https://www.econbiz.de/10012663922
Saved in:
3
Target volatility strategies for group self-annuity portfolios
Olivieri, Annamaria
;
Thirurajah, Samuel
;
Ziveyi, Jonathan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 591-617
Persistent link: https://www.econbiz.de/10013270078
Saved in:
4
A managed volatility investment strategy for pooled annuity products
Li, Shuanglan
;
Labit Hardy, Héloïse
;
Sherris, Michael
; …
- In:
Risks : open access journal
10
(
2022
)
6
,
pp. 1-30
Pooled annuity products, where the participants share systematic and idiosyncratic
mortality
risks as well as …
Persistent link: https://www.econbiz.de/10013363078
Saved in:
5
Asymmetry in
mortality
volatility and its implications on index-based longevity
hedging
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
2
,
pp. 278-301
Persistent link: https://www.econbiz.de/10012307356
Saved in:
6
A longevity basis risk analysis in a joint FDM framework
D'Amato, Valeria
;
Coppola, Mariarosaria
;
Levantesi, Susanna
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011653711
Saved in:
7
On the Impact of Stochastic Volatility, Interest Rates and
Mortality
on the Hedge Efficiency of GLWB Guarantees
Marceau, Etienne
-
2017
the impact of the outer loop modeling of
mortality
on the hedge efficiency of GLWB guarantees. A risk allocation between …
Persistent link: https://www.econbiz.de/10012950175
Saved in:
8
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
9
Asymmetric volatility transmission and
hedging
strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
10
The dynamic return and volatility spillovers among size-based stock portfolios in the Saudi market and their portfolio management implications during different crises
Al-Nassar, Nassar S.
- In:
International Journal of Financial Studies : open …
11
(
2023
)
3
,
pp. 1-30
crises, which translate to higher hedge ratios, increasing the cost of
hedging
during turbulent times. The optimal portfolio …
Persistent link: https://www.econbiz.de/10014414270
Saved in:
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