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~subject:"Volatilität"
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Volatilität
Portfolio-Management
69
Portfolio selection
68
Theorie
61
Theory
61
Option pricing theory
16
Optionspreistheorie
16
Derivat
15
Derivative
15
Credit risk
14
Kreditrisiko
14
Stochastic process
14
Stochastischer Prozess
14
Volatility
13
Risikomanagement
12
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Risk management
9
Correlation
8
Korrelation
8
Anlageverhalten
7
Behavioural finance
7
CAPM
7
Kapitalanlage
7
Risikomaß
7
Risk measure
7
Asset-Backed Securities
6
Asset-backed securities
6
Financial investment
6
Hedging
6
Mathematical programming
6
Mathematische Optimierung
6
Option trading
6
Optionsgeschäft
6
Performance measurement
6
Performance-Messung
6
Erwartungsnutzen
5
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11
Graue Literatur
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English
13
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Zagst, Rudi
11
Escobar, Marcos
6
Götz, Barbara
3
Bertrand, Philippe
2
Kalin, Dieter
2
Neykova, Daniela
2
Prigent, Jean-Luc
2
Borchert, Lea
1
Braun, Reiner
1
Brunner, Bernhard
1
Engel, Nico
1
Goetz, Barbara
1
Hieber, Peter
1
Krayzler, Mikhail
1
Kschonnek, M.
1
Panz, Sven
1
Rauch, Johannes
1
Swishchuk, Anatoliy V.
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Applied mathematical finance
3
European journal of operational research : EJOR
1
International journal of business
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of empirical finance
1
OR-Spektrum : quantitative approaches in management
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The journal of computational finance
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ECONIS (ZBW)
13
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1
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1
On the optimality of path-dependent structured funds : the cost of standardization
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 333-350
Persistent link: https://www.econbiz.de/10012015036
Saved in:
2
Portfolio insurance strategies : a comparison of standard methods when the volatility of the stock is stochastic
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
International journal of business
8
(
2003
)
4
,
pp. 461-472
Persistent link: https://www.econbiz.de/10002039315
Saved in:
3
Portfolio optimization under volatility and shortfall constraints
Kalin, Dieter
;
Zagst, Rudi
-
1995
Persistent link: https://www.econbiz.de/10000955547
Saved in:
4
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
5
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
6
Two asset-barrier option under stochastic volatility
Goetz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 520-546
Persistent link: https://www.econbiz.de/10011815295
Saved in:
7
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
8
Portfolio optimization : volatility constraints versus shortfall constraints
Kalin, Dieter
;
Zagst, Rudi
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 97-122
Persistent link: https://www.econbiz.de/10001411516
Saved in:
9
The risk appetite of private equity sponsors
Braun, Reiner
;
Engel, Nico
;
Hieber, Peter
;
Zagst, Rudi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 815-832
Persistent link: https://www.econbiz.de/10009492043
Saved in:
10
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
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