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~subject:"CAPM"
~subject:"Volatilität"
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Search: "Option pricing theory"
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CAPM
Volatilität
Option pricing theory
208
Optionspreistheorie
208
Volatility
75
Theorie
47
Theory
47
Option trading
43
Optionsgeschäft
43
Stochastic process
31
Stochastischer Prozess
31
Derivat
30
Derivative
30
Hedging
23
Risikoprämie
23
Risk premium
23
Yield curve
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Zinsstruktur
23
Estimation
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Schätzung
19
Capital income
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Kapitaleinkommen
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Portfolio selection
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Portfolio-Management
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9
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82
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Alexander, Carol
2
Andreou, Panayiotis C.
2
Casassus, Jaime
2
Collin-Dufresne, Pierre
2
Ederington, Louis H.
2
Gkionis, Konstantinos
2
Grasselli, Martino
2
Guan, Wei
2
Kagkadis, Anastasios
2
Kostakis, Alexandros
2
Philip, Dennis
2
Prokopczuk, Marcel
2
Skiadopoulos, George
2
Stentoft, Lars
2
Vetzal, Kenneth R.
2
Violante, Francesco
2
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Back, Janis
1
Baldeaux, Jan
1
Ballestra, Luca Vincenzo
1
Barletta, Andrea
1
Barone-Adesi, Giovanni
1
Barro, Diana
1
Batten, Jonathan A.
1
Baule, Rainer
1
Benth, Fred Espen
1
Berkman, Henk
1
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1
Bliss, Robert R.
1
Blöchlinger, Andreas
1
Borochin, Paul
1
Branger, Nicole
1
Byun, Suk Joon
1
Caldana, Ruggero
1
Chang, Charles
1
Chang, Eric Chieh
1
Charitou, Andreas
1
Chatrath, Arjun
1
Choy, Siu Kai
1
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Journal of banking & finance
International journal of theoretical and applied finance
178
Quantitative finance
110
Applied mathematical finance
83
The journal of futures markets
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
The journal of computational finance
67
Finance and stochastics
56
Review of derivatives research
55
International journal of financial engineering
54
Finance research letters
51
Journal of mathematical finance
47
European journal of operational research : EJOR
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Journal of economic dynamics & control
41
Journal of econometrics
40
The North American journal of economics and finance : a journal of financial economics studies
39
Computational economics
38
Research paper series / Swiss Finance Institute
36
Risks : open access journal
35
Journal of financial economics
33
Annals of finance
31
Insurance / Mathematics & economics
31
Review of quantitative finance and accounting
31
The European journal of finance
30
The journal of finance : the journal of the American Finance Association
24
International review of economics & finance : IREF
23
Asia-Pacific financial markets
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
22
NBER working paper series
22
Applied economics
21
Journal of empirical finance
21
Journal of risk and financial management : JRFM
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Energy economics
19
International review of financial analysis
19
Mathematics and financial economics
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Swiss Finance Institute Research Paper
17
Working paper / National Bureau of Economic Research, Inc.
17
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ECONIS (ZBW)
82
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1
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
4
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
5
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
6
Alternative bankruptcy prediction models using
option-pricing
theory
Charitou, Andreas
;
Dionysiou, Dionysia
;
Lambertides, …
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2329-2341
Persistent link: https://www.econbiz.de/10009760656
Saved in:
7
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
8
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
9
Liquidity risk and expected option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012221014
Saved in:
10
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
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