//--> //--> //-->
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:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"CD-ROM, DVD"
~type_genre:"Diskette"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Derivat
66
Derivative
66
Theorie
21
Theory
21
Option pricing theory
17
Optionspreistheorie
17
USA
17
United States
17
Credit risk
9
Kreditrisiko
9
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
Börsenkurs
5
Deutschland
5
Financial analysis
5
Finanzanalyse
5
Germany
5
Hedging
5
Portfolio-Management
5
Share price
5
Yield curve
5
Zinsstruktur
5
CAPM
4
OTC market
4
OTC-Handel
4
Option trading
4
Optionsgeschäft
4
Risikomanagement
4
Risk management
4
Credit derivative
3
EU countries
3
EU-Staaten
3
Kreditderivat
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Securities trading
3
Wertpapierhandel
3
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
CD-ROM, DVD
Diskette
Article in journal
5
Language
All
English
5
Author
All
Branger, Nicole
1
Breuer, Beate
1
Hull, John
1
Jahel, Lina el
1
Kupiec, Paul H.
1
Mortensen, Allan
1
Perraudin, William R. M.
1
Schlag, Christian
1
Sellin, Peter
1
White, Alan
1
more ...
less ...
Published in...
All
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
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
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal derivative strategies with discrete rebalancing
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
Saved in:
2
Dynamic models of portfolio credit risk : a simplified approach
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 9-28
Persistent link: https://www.econbiz.de/10003733219
Saved in:
3
Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
Saved in:
4
Value at risk for derivatives
Jahel, Lina el
;
Perraudin, William R. M.
;
Sellin, Peter
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001432480
Saved in:
5
Stress testing in a value at risk framework
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001248811
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->