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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"CAPM"
~subject:"Portfolio-Management"
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CAPM
Portfolio-Management
Derivat
122
Derivative
122
Option pricing theory
47
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European journal of operational research : EJOR
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
38
International journal of theoretical and applied finance
30
Advances in futures and options research : a research annual
28
Journal of banking & finance
26
Journal of financial and quantitative analysis : JFQA
22
The journal of finance : the journal of the American Finance Association
19
Journal of economic dynamics & control
15
The review of financial studies
15
SpringerLink / Bücher
14
The European journal of finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Quantitative finance
13
Journal of financial economics
12
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10
Finance and stochastics
10
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10
Review of derivatives research
10
Bank- und finanzwirtschaftliche Forschungen
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Energy economics
9
Finance research letters
9
The journal of derivatives : JOD
9
Annals of finance
8
NBER working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of fixed income
8
Applied economics
7
Applied mathematical finance
7
Europäische Hochschulschriften / 5
7
Gabler Edition Wissenschaft
7
International journal of financial engineering
7
International review of financial analysis
7
Journal of risk and financial management : JRFM
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
The journal of computational finance
7
Always learning
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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ECONIS (ZBW)
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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
Is normal backwardation normal? : valuing financial futures with a local index-rate covariance
Raimbourg, Philippe
;
Zimmermann, Paul
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013206847
Saved in:
5
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:
6
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:
7
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:
8
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
9
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
10
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
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