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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Capital income"
~subject:"Corporate investment theory"
~subject:"Kreditrisiko"
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Capital income
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Option pricing theory
58
Optionspreistheorie
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15
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2
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
32
Journal of banking & finance
29
Review of derivatives research
19
Journal of financial economics
18
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
Applied mathematical finance
13
Insurance / Mathematics & economics
13
The journal of computational finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Finance research letters
11
The European journal of finance
11
International journal of financial engineering
10
International review of financial analysis
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
Asia-Pacific financial markets
9
Journal of economic dynamics & control
9
Journal of empirical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The review of financial studies
9
Applied economics letters
8
Journal of mathematical finance
8
Review of quantitative finance and accounting
8
The journal of finance : the journal of the American Finance Association
8
European journal of operational research : EJOR
7
Finance and stochastics
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
International review of economics & finance : IREF
5
Journal of econometrics
5
The journal of fixed income
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Annals of financial economics
4
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Real estate economics : journal of the American Real Estate and Urban Economics Association
4
Review of finance : journal of the European Finance Association
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1
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
2
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
3
Good volatility, bad volatility, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
4
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
5
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
6
Deviations from put-call parity and stock return predictability
Cremers, Martijn
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 335-367
Persistent link: https://www.econbiz.de/10003990691
Saved in:
7
Derivatives performance attribution
Rubinstein, Mark
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001569200
Saved in:
8
Capital budgeting for interrelated projects : a real options approach
Childs, Paul D.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 305-334
Persistent link: https://www.econbiz.de/10001251501
Saved in:
9
Investment under uncertainty : the case of replacement investment decisions
Mauer, David C.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 581-605
Persistent link: https://www.econbiz.de/10001218094
Saved in:
10
The valuation of forestry resources under stochastic prices and inventories
Morck, Randall
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
Saved in:
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