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~type_genre:"Aufsatz in Zeitschrift"
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The value of uncertainty : dea...
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2,666
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2,623
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63,701
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Gupta, Rangan
201
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100
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97
Ma, Feng
97
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93
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92
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85
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84
Lien, Da-hsiang Donald
83
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70
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66
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62
Mensi, Walid
59
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58
Xuan Vinh Vo
58
Carr, Peter
57
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57
Ryu, Doojin
57
Brooks, Robert
56
Demirer, Rıza
56
Wang, Yudong
55
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54
Pierdzioch, Christian
54
Faff, Robert W.
52
Ji, Qiang
51
Lucey, Brian M.
51
Zhang, Yaojie
51
Caporale, Guglielmo Maria
49
Elliott, Robert J.
49
Viscusi, W. Kip
49
Balcilar, Mehmet
48
Benth, Fred Espen
48
Gleißner, Werner
48
Lee, Chien-chiang
48
Corbet, Shaen
46
Ivanov, Dmitry
46
Kumar, Dilip
46
Broll, Udo
45
Siu, Tak Kuen
45
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45
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2
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European Economic Association
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Federal Reserve Bank of Atlanta
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Internationaler Währungsfonds
2
Risk Management Association <München>
2
Weltbank
2
Asia Economic Policy Conference <6., 2019, San Francisco, Calif.>
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Asia Pacific Futures Research Symposium <15, 2005, Singapur>
1
Asia-Pacific Association of Derivatives / Annual Conference <2016, Busan>
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Asian Development Bank
1
Asian Regional Exchange for New Alternatives
1
Associacija Menedžerov
1
Association of the Bar of the City of New York / Committee on Futures Regulation
1
Bank für Internationalen Zahlungsausgleich
1
Bank of England / Derivatives Markets Survey Team
1
Basel Committee on Banking Supervision
1
Brussels European and Global Economic Laboratory
1
Capgemini S.A. <Paris>
1
China Derivatives Markets Conference <1., 2016, Suzhou>
1
Conference on Emerging Markets Risk Management <2012, Hongkong>
1
Conference on International Risk Sharing <2010, Brüssel>
1
Conference on Liquidity Risk Management <2012, New York, NY>
1
Conference on Realized Volatility <2006, Montréal>
1
Conference on Risks Involving Derivatives and Other New Financial Instruments <1996, Siena>
1
Conférence Internationale sur la Décision face au Risque et à l'Incertitude <1992, La Garde>
1
Crop Insurance and Risk Management Workshop <2007, Rehoboth Beach, Del.>
1
Deutsches Institut für Entwicklungspolitik
1
Economic Policy Conference <32, 2007, Saint Louis, Mo.>
1
Erich-Schmidt-Verlag <Berlin>
1
European Futures Research Symposium <1, 1988, Barcelona>
1
European Shadow Financial Regulatory Committee
1
Europäischer Wirtschafts- und Sozialausschuss
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of St. Louis
1
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Finance research letters
1,128
Journal of banking & finance
1,072
The journal of futures markets
921
Energy economics
920
International review of financial analysis
736
International journal of theoretical and applied finance
701
Applied economics
664
European journal of operational research : EJOR
637
International review of economics & finance : IREF
614
Economics letters
606
Insurance / Mathematics & economics
586
Economic modelling
572
Journal of financial economics
525
The North American journal of economics and finance : a journal of financial economics studies
506
Risks : open access journal
497
Applied economics letters
488
Journal of risk and financial management : JRFM
474
Journal of economic dynamics & control
441
Journal of empirical finance
434
The review of financial studies
421
Applied financial economics
405
Pacific-Basin finance journal
405
Research in international business and finance
404
Journal of econometrics
403
Quantitative finance
390
Journal of international financial markets, institutions & money
374
Mathematical finance : an international journal of mathematics, statistics and financial theory
373
The journal of finance : the journal of the American Finance Association
371
The European journal of finance
369
Journal of international money and finance
353
Management science : journal of the Institute for Operations Research and the Management Sciences
351
Finance and stochastics
349
Applied mathematical finance
327
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
321
Journal of financial and quantitative analysis : JFQA
319
Journal of risk management in financial institutions
312
The journal of derivatives : the official publication of the International Association of Financial Engineers
312
International journal of production research
303
The journal of computational finance
283
Review of quantitative finance and accounting
270
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ECONIS (ZBW)
63,701
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1
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1
Model
risk
in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
2
A
risk
model to compute the
volatility
and the need for collateral margins in energy futures contracts in Brazil
Argento, Pedro
;
Klotzle, Marcelo Cabus
;
Pinto, Antônio …
- In:
International journal of energy sector management
16
(
2022
)
3
,
pp. 448-468
Persistent link: https://www.econbiz.de/10013345666
Saved in:
3
Variance trading and market price of variance
risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
4
Effect of
volatility
clustering on indifference pricing of options by convex
risk
measures
Kumar, Rohini
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 63-82
Persistent link: https://www.econbiz.de/10010505169
Saved in:
5
Pricing of spread options on a bivariate jump market and stability to model
risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
6
Hedging European derivatives with the polynomial variance swap under uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
7
Tractable hedging with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
Saved in:
8
The
risk
and price
volatility
of stock options in general equilibrium
Drees, Burkhard
- In:
The Scandinavian journal of economics
97
(
1995
)
3
,
pp. 459-467
Persistent link: https://www.econbiz.de/10001187657
Saved in:
9
Pricing vulnerable options with jump
risk
and liquidity
risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
10
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
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