//--> //--> //--> //-->
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
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
Nonadditive preferences and th...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
23
Theory
23
USA
15
United States
14
Volatility
12
Volatilität
12
CAPM
11
Option pricing theory
11
Optionspreistheorie
11
Option trading
10
Optionsgeschäft
10
Commodity derivative
9
Risikoprämie
9
Risk premium
9
Rohstoffderivat
9
Government securities
8
Derivat
7
Derivative
7
Hedging
7
Interest rate derivative
7
Zinsderivat
7
Commodity exchange
6
Warenbörse
6
Welt
6
World
6
Aktienmarkt
5
Börsenkurs
5
Corporate bond
5
Human rights
5
Menschenrechte
5
Portfolio selection
5
Portfolio-Management
5
Share price
5
Stock market
5
Unternehmensanleihe
5
Yield curve
5
Zinsstruktur
5
Capital income
4
Commodity market
4
Commodity price
4
more ...
less ...
Online availability
All
Free
28
Undetermined
21
Type of publication
All
Article
68
Book / Working Paper
45
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Working Paper
4
Aufsatz im Buch
3
Book section
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Article
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
71
Undetermined
42
Author
All
Ronn, Ehud I.
112
Bliss, Robert R.
15
Doran, James S.
10
Goldberg, Robert S.
10
Tompaidis, Stathis
6
Verma, Avinash K.
6
Doran, James
5
Sayrak, Akin
4
Avinash K. Verma.
3
Białkowski, Je̜drzej
3
Gerner, Mathias
3
Kolos, Sergey P.
3
Pan, Fung-Shine
3
Rubinstein, Peter D.
3
Xu, Liying
3
Bialkowski, Jedrzej Pawel
2
Flesaker, Bjorn
2
Jaillet, Patrick
2
Liu, Xiaoran
2
Nielsen, Soren S.
2
Prokopczuk, Marcel
2
Roncoroni, Andrea
2
Senbet, Lemma W.
2
Wadhwa, Pavan
2
Bliss Jr, Robert R.
1
Boroumand, Raphaël
1
Boroumand, Raphaël H.
1
Dincerler, Cantekin
1
Galeeeva, Roza
1
Galeeva, Roza
1
Goutte, Stephane
1
Goutte, Stéphane
1
Han, H. G.
1
Kirschenmann, Thomas H.
1
Lemma W. Senbet.
1
Litzenberger, Robert H.
1
Martin, John D.
1
Murphy, Finbarr
1
ROBERT R. BLISS JR.
1
RONN, EHUD I.
1
more ...
less ...
Institution
All
Department of Economics, University of California-Berkeley
4
Federal Reserve Bank of Atlanta
2
Federal Reserve Bank of Chicago
2
Published in...
All
Journal of banking & finance
8
Journal of Banking & Finance
4
Research Program in Finance Working Papers
4
Review of derivatives research
4
The journal of finance : the journal of the American Finance Association
4
Energy economics
3
The journal of fixed income
3
Advances in futures and options research : a research annual
2
Journal of Futures Markets
2
Journal of investment management : JOIM
2
Journal of money, credit and banking : JMCB
2
Proceedings / Federal Reserve Bank of Chicago
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of business : B
2
The journal of futures markets
2
The journal of real estate finance and economics
2
Working Paper
2
Working Paper / Federal Reserve Bank of Atlanta
2
Working paper
2
Working paper series / Federal Reserve Bank of Atlanta
2
Advances in financial planning and forecasting
1
Conference on Asset Securitization and Off-Balance Sheet Risks of Depository Institutions : held at J. L. Allen Center, Northwestern Univ., Evanston Campus, February 15 - 17, 1987 ; proceedings issue
1
Derivatives and intermediation
1
Economic Review
1
Economic review
1
Energy Economics
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
International review of financial analysis
1
Journal of Applied Corporate Finance
1
Journal of Finance
1
Journal of Financial and Quantitative Analysis
1
Journal of Risk and Financial Management
1
Journal of applied corporate finance : JACF
1
Journal of commodity markets
1
Journal of financial and quantitative analysis : JFQA
1
Journal of risk and financial management : JRFM
1
Management Science
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Real Estate Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
74
RePEc
21
OLC EcoSci
13
EconStor
3
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
1
-
10
of
113
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the rationality of common stock return volatility
Ronn, Ehud I.
- In:
The financial review : the official publication of the …
21
(
1986
)
4
,
pp. 355-381
Persistent link: https://www.econbiz.de/10001028905
Saved in:
2
A new linear programming approach to bond portfolio management
Ronn, Ehud I.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
4
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001043902
Saved in:
3
The oil futures and options markets in 2020 : the "message from markets"
Ronn, Ehud I.
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
4
,
pp. 2150030-1-2150030-23
Persistent link: https://www.econbiz.de/10012805139
Saved in:
4
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
- In:
Review of Pacific Basin financial markets and policies …
25
(
2022
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013370987
Saved in:
5
Commodity market indicators of a 2023 Texas winter freeze
Ronn, Ehud I.
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014276096
Saved in:
6
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
Saved in:
7
Computing the market price of volatility risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Saved in:
8
A simple model for time-varying expected returns on the S&P 500 Index
Doran, James S.
;
Ronn, Ehud I.
;
Goldberg, Robert S.
- In:
Journal of investment management : JOIM
7
(
2009
)
2
,
pp. 47-72
Persistent link: https://www.econbiz.de/10003862671
Saved in:
9
The impact of large changes in asset prices on intra-market correlations in the domestic and international markets
Ronn, Ehud I.
;
Sayrak, Akin
;
Tompaidis, Stathis
- In:
The financial review : the official publication of the …
44
(
2009
)
3
,
pp. 405-436
Persistent link: https://www.econbiz.de/10003879763
Saved in:
10
The bias in black-scholes/black implied volatility : an analysis of equity and energy markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Review of derivatives research
8
(
2005
)
3
,
pp. 177-198
Persistent link: https://www.econbiz.de/10003408021
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...
//-->