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subject:"Portfolio selection"
~isPartOf:"Review of derivatives research"
~language:"eng"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"CD-ROM, DVD"
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Portfolio selection
Derivat
68
Derivative
68
Option pricing theory
44
Optionspreistheorie
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Volatility
20
Volatilität
20
Theorie
18
Theory
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Option trading
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Optionsgeschäft
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Stochastic process
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Aufsatz in Zeitschrift
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Branger, Nicole
1
Claußen, Arndt
1
Cousin, Areski
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Crépey, Stéphane
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Kan, Yu Hang
1
Löhr, Sebastian
1
Ma, Chaoqun
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Ma, Zonggang
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Mahayni, Antje
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Review of derivatives research
International journal of theoretical and applied finance
19
Journal of banking & finance
15
The journal of futures markets
15
European journal of operational research : EJOR
13
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
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
Computational economics
4
Insurance / Mathematics & economics
4
International review of economics & finance : IREF
4
Journal of financial economics
4
Risk and decision analysis
4
Risks : open access journal
4
The review of financial studies
4
Asia Pacific financial markets
3
Journal of derivatives & hedge funds
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ECONIS (ZBW)
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1
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
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2
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
3
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
4
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
5
Tractable hedging with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
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