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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
~subject:"Risk"
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Portfolio selection
Risk
Volatility
245
Volatilität
245
Option pricing theory
156
Optionspreistheorie
156
Stochastic process
135
Stochastischer Prozess
135
Theorie
76
Theory
76
Black-Scholes model
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Derivat
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stochastic volatility
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option pricing
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Platen, Eckhard
2
Takahashi, Akihiko
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Benth, Fred Espen
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Bianchi, Michele Leonardo
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Brigo, Damiano
1
Buff, Robert
1
Capponi, Agostino
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Hess, Markus
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Kallsen, Jan
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Kang, Boda
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Kutrolli, Gleda
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Mavroudis, Konstantinos
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International journal of theoretical and applied finance
Finance research letters
108
Energy economics
89
International review of financial analysis
70
The North American journal of economics and finance : a journal of financial economics studies
67
International review of economics & finance : IREF
54
Journal of banking & finance
54
NBER working paper series
51
Economic modelling
48
Applied economics
47
Journal of financial economics
46
Working paper / National Bureau of Economic Research, Inc.
46
Journal of empirical finance
45
NBER Working Paper
43
Working paper
39
Research in international business and finance
36
Journal of international financial markets, institutions & money
32
Journal of risk and financial management : JRFM
30
Pacific-Basin finance journal
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Economics letters
29
Applied economics letters
28
The journal of asset management
26
CESifo working papers
25
Journal of economic dynamics & control
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Discussion paper / Centre for Economic Policy Research
24
Research paper series / Swiss Finance Institute
24
The review of financial studies
24
International journal of finance & economics : IJFE
22
The European journal of finance
22
Journal of international money and finance
21
Quantitative finance
20
Discussion papers / CEPR
19
Journal of econometrics
19
Risks : open access journal
19
Swiss Finance Institute Research Paper
19
Cogent economics & finance
18
Department of Economics working paper series
16
Journal of financial markets
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1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
3
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
4
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
5
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
6
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
7
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
8
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
9
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
10
The small and large time implied volatilities in the minimal market model
Guo, Zhi Jun
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009707096
Saved in:
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