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subject:"Börsenkurs"
~isPartOf:"The review of financial studies"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Börsenkurs
Portfolio selection
Derivat
39
Derivative
39
Theorie
29
Theory
29
CAPM
13
USA
13
United States
13
Share price
7
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Volatilität
5
Hedging
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
Asymmetric information
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1885-1989
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Article
11
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Article in journal
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11
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English
11
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Cao, H. Henry
1
Carr, Peter
1
Dammon, Robert Mark
1
Detemple, Jérôme B.
1
Drechsler, Itamar
1
Dunn, Kenneth B.
1
Kraus, Alan
1
Manaster, Steven
1
Mann, Steven C.
1
Massa, Massimo
1
Naik, Vasanttilak
1
Nelson, Daniel B.
1
Petzold, Günter
1
Ramaswamy, Krishna
1
Smith, Maxwell
1
Spatt, Chester S.
1
Stein, Elias M.
1
Stein, Jeremy C.
1
Sundaresan, Suresh M.
1
Yaron, Amir
1
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The review of financial studies
The journal of futures markets
48
Journal of banking & finance
30
International journal of theoretical and applied finance
21
The journal of finance : the journal of the American Finance Association
18
Advances in futures and options research : a research annual
17
European journal of operational research : EJOR
14
The European journal of finance
14
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial and quantitative analysis : JFQA
12
Energy economics
11
International review of financial analysis
11
Quantitative finance
11
The journal of fixed income
11
Applied economics
10
Economic modelling
10
Finance and stochastics
10
Finance research letters
10
Journal of economic dynamics & control
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
International review of economics & finance : IREF
9
The journal of derivatives : JOD
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global finance journal
8
International journal of financial engineering
8
Journal of financial economics
8
Review of quantitative finance and accounting
8
Applied economics letters
7
Applied mathematical finance
7
Journal of empirical finance
7
Journal of mathematical finance
7
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Review of derivatives research
7
The financial review : the official publication of the Eastern Finance Association
7
Applied financial economics
6
Asia-Pacific financial markets
6
Economics letters
6
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ECONIS (ZBW)
11
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1
What's Vol got to do with it
Drechsler, Itamar
;
Yaron, Amir
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10008909458
Saved in:
2
Financial innovation and information: the role of derivatives when a market for information exists
Massa, Massimo
- In:
The review of financial studies
15
(
2002
)
3
,
pp. 927-957
Persistent link: https://www.econbiz.de/10001688879
Saved in:
3
The effect of derivative assets in information acquisition and price behavior in a rational expectations equilibrium
Cao, H. Henry
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 131-163
Persistent link: https://www.econbiz.de/10001353475
Saved in:
4
Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.
;
Sundaresan, Suresh M.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
Saved in:
5
Life in the pits : competitive market making and inventory control
Manaster, Steven
- In:
The review of financial studies
9
(
1996
)
3
,
pp. 953-975
Persistent link: https://www.econbiz.de/10001209080
Saved in:
6
Heterogeneous beliefs and the effect of replicatable options on asset prices
Kraus, Alan
- In:
The review of financial studies
9
(
1996
)
3
,
pp. 723-756
Persistent link: https://www.econbiz.de/10001209113
Saved in:
7
Stock price distributions with stochastic volatility : an analytic approach
Stein, Elias M.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 727-752
Persistent link: https://www.econbiz.de/10001120542
Saved in:
8
General equilibrium pricing of options on the market portfolio with discontinuous returns
Naik, Vasanttilak
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 493-521
Persistent link: https://www.econbiz.de/10001105893
Saved in:
9
The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
Saved in:
10
Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 393-430
Persistent link: https://www.econbiz.de/10001105896
Saved in:
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