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subject:"Portfolio selection"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Option pricing theory"
~subject:"USA"
~subject:"Volatilität"
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Portfolio selection
Option pricing theory
USA
Volatilität
Derivat
60
Derivative
60
Volatility
19
Hedging
17
Theorie
16
Theory
16
Option trading
13
Optionsgeschäft
13
Optionspreistheorie
12
Commodity derivative
11
Rohstoffderivat
11
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8
Index futures
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5
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Börsenkurs
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Share price
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Aktienmarkt
4
Arbitrage
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Portfolio-Management
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29
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Fan, Ying
2
Geng, Peixuan
2
Yang, Baochen
2
Alemany, Nuria
1
Aragó, V.
1
Aragó, Vicent
1
Bonollo, Michele
1
Bullock, David W.
1
Chan, Wai-Sum
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of economics & finance : IREF
The journal of futures markets
217
International journal of theoretical and applied finance
121
Journal of banking & finance
80
Applied mathematical finance
69
Energy economics
58
Review of derivatives research
52
The journal of finance : the journal of the American Finance Association
49
Quantitative finance
48
European journal of operational research : EJOR
39
The journal of derivatives : the official publication of the International Association of Financial Engineers
38
Finance research letters
37
The journal of computational finance
37
Journal of financial and quantitative analysis : JFQA
33
The European journal of finance
33
Finance and stochastics
32
Journal of mathematical finance
32
Journal of financial economics
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
SpringerLink / Bücher
31
Advances in futures and options research : a research annual
29
International review of financial analysis
29
Working paper / National Bureau of Economic Research, Inc.
29
The North American journal of economics and finance : a journal of financial economics studies
27
The journal of fixed income
27
Applied financial economics
26
International journal of financial engineering
26
Journal of economic dynamics & control
26
The review of financial studies
25
Risks : open access journal
24
The journal of derivatives : JOD
23
Applied economics
21
The journal of structured finance
21
Applied economics letters
19
Computational economics
19
Finance and economics discussion series
18
Journal of risk and financial management : JRFM
18
Research in international business and finance
18
Review of quantitative finance and accounting
18
The financial review : the official publication of the Eastern Finance Association
18
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ECONIS (ZBW)
29
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1
The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Kao, Yu-Sheng
;
Zhao, Kai
;
Chuang, Hwei-lin
;
Ku, Yu-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 524-542
Persistent link: https://www.econbiz.de/10014446485
Saved in:
2
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
Saved in:
3
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
Saved in:
4
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
5
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
6
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
7
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
8
Composite hedge and utility maximization for optimal futures hedging
Cui, Yan
;
Feng, Yun
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 15-32
Persistent link: https://www.econbiz.de/10012486283
Saved in:
9
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
10
Dynamics of variance risk premium : evidence from India
Sankar, Ganesh
;
Ramachandran, Shankar
;
Lukose P. J., Jijo
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 321-334
Persistent link: https://www.econbiz.de/10012486796
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