//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Germany"
~subject:"Risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Derivative"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Germany
Risk
Derivat
38
Derivative
38
Option pricing theory
21
Optionspreistheorie
21
Theorie
19
Theory
19
Stochastic process
11
Stochastischer Prozess
11
Hedging
9
Portfolio-Management
9
Volatility
9
Volatilität
9
Option trading
8
Optionsgeschäft
8
CAPM
7
Credit risk
4
Kreditrisiko
4
Stochastic volatility
4
Derivatives
3
Swap
3
Ambiguity
2
Analysis of variance
2
Credit market
2
Derivatives pricing
2
Early exercise
2
Financial crisis
2
Greece
2
Griechenland
2
Insolvency
2
Insolvenz
2
Intertemporal equilibrium
2
Intertemporales Gleichgewicht
2
Kreditmarkt
2
LIBOR market model
2
Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option pricing
2
Options
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Barletta, Andrea
1
Branger, Nicole
1
Chen, Zheng
1
Das, Sanjiv R.
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Ferrando, Sebastian
1
Guo, Ivan
1
Hu, Yuan
1
Köppl, Thorsten V.
1
Li, Danping
1
Li, Lingfei
1
Lindquist, W. Brent
1
Lott, Sherwin
1
Muck, Matthias
1
Račev, Svetlozar T.
1
Rubtsov, Alexey
1
Santucci de Magistris, Paolo
1
Seifried, Frank Thomas
1
Shirvani, Abootaleb
1
Sloth, David
1
Statman, Meir
1
Weisheit, Stefan
1
Yang, Zhou
1
Zeng, Yan
1
Zhang, Gongqiu
1
Zhu, Song-Ping
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
The journal of futures markets
29
Energy economics
28
SpringerLink / Bücher
27
Die Bank
25
International journal of theoretical and applied finance
23
Journal of banking & finance
20
Gabler Edition Wissenschaft
18
European journal of operational research : EJOR
14
Europäische Hochschulschriften / 5
14
Quantitative finance
14
Review of derivatives research
12
Finance and stochastics
11
Journal of financial and quantitative analysis : JFQA
11
NBER working paper series
11
WPg : Kompetenz schafft Vertrauen
11
Advances in futures and options research : a research annual
10
Applied mathematical finance
10
Bank- und finanzwirtschaftliche Forschungen
10
Betriebs-Berater : BB
10
Finance research letters
10
International review of economics & finance : IREF
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER Working Paper
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Working paper / National Bureau of Economic Research, Inc.
10
Kredit und Kapital
9
The journal of derivatives : JOD
9
The journal of fixed income
9
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
9
Der Betrieb
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
International journal of financial engineering
8
Risks : open access journal
8
SFB 649 discussion paper
8
The journal of asset management
8
Applied economics
7
Insurance / Mathematics & economics
7
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
4
Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
Saved in:
5
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
6
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
7
Equal risk pricing under convex trading constraints
Guo, Ivan
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011817212
Saved in:
8
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
9
Options and structured products in behavioral portfolios
Das, Sanjiv R.
;
Statman, Meir
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 137-153
Persistent link: https://www.econbiz.de/10009703606
Saved in:
10
Risk sharing through financial markets with endogenous enforcement of trades
Köppl, Thorsten V.
- In:
Journal of economic dynamics & control
30
(
2006
)
11
,
pp. 1987-2014
Persistent link: https://www.econbiz.de/10003389815
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->