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subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"CD-ROM, DVD"
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Portfolio selection
Derivat
121
Derivative
121
Option pricing theory
46
Optionspreistheorie
46
Theorie
37
Theory
37
Portfolio-Management
18
Volatility
18
Volatilität
18
Credit risk
17
Kreditrisiko
17
USA
17
United States
17
Option trading
15
Optionsgeschäft
15
Stochastic process
15
Stochastischer Prozess
15
Finance
13
Hedging
13
Risikomanagement
11
Risk management
11
CAPM
8
Estimation
8
Schätzung
8
Yield curve
8
Zinsstruktur
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Börsenkurs
6
Commodity derivative
6
Credit derivative
6
Deutschland
6
Germany
6
Rohstoffderivat
6
Share price
6
Swap
6
Financial analysis
5
Finanzanalyse
5
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5
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18
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Aufsatz in Zeitschrift
CD-ROM, DVD
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English
18
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Alexander, Carol
1
Anh Ngoc Lai
1
Balter, Anne G.
1
Branger, Nicole
1
Breuer, Beate
1
Deng, Jun
1
François, Pascal
1
Fu, Jun
1
Fu, Michael
1
Gauthier, Geneviève
1
Godin, Frédéric
1
Gülpınar, Nalân
1
Hu, Jian-Qiang
1
Hull, John
1
Jahel, Lina el
1
Kaeck, Andreas
1
Kuhn, Daniel
1
Kupiec, Paul H.
1
Lazar, Emese
1
Lei, Lei
1
Mellios, Constantin
1
Menegatti, Mario
1
Mortensen, Allan
1
Pelsser, Antoon André Jean
1
Peng, Yijie
1
Perraudin, William R. M.
1
Qi, Shuyuan
1
Rustem, Berç
1
Schlag, Christian
1
Seeger, Norman
1
Sellin, Peter
1
Six, Pierre
1
Wang, Ying-luo
1
Wei, Jiaqin
1
Wei, Pengyu
1
White, Alan
1
Yang, Charles
1
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European journal of operational research : EJOR
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
19
Journal of banking & finance
15
The journal of futures markets
15
Quantitative finance
10
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
The journal of derivatives : JOD
9
Journal of financial and quantitative analysis : JFQA
8
The journal of fixed income
8
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of asset management
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
International review of financial analysis
5
Journal of mathematical finance
5
Review of derivatives research
5
The journal of computational finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of finance
4
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
4
Computational economics
4
Die Bank
4
Insurance / Mathematics & economics
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International review of economics & finance : IREF
4
Journal of financial economics
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Risk and decision analysis
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Risks : open access journal
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The review of financial studies
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ECONIS (ZBW)
18
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1
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
2
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
3
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
4
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
5
Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
Saved in:
6
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
7
Robust portfolio selection problem under temperature uncertainty
Gülpınar, Nalân
;
Çanakoḡlu, Ethem
- In:
European journal of operational research : EJOR
256
(
2017
)
2
,
pp. 500-523
Persistent link: https://www.econbiz.de/10011612035
Saved in:
8
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
9
New results on high-order risk changes
Menegatti, Mario
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 678-681
Persistent link: https://www.econbiz.de/10010509993
Saved in:
10
Portfolio optimization in a regime-switching market with derivatives
Fu, Jun
;
Wei, Jiaqin
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
233
(
2014
)
1
,
pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
Saved in:
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