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~isPartOf:"Journal of economic dynamics & control"
~subject:"Option pricing theory"
~subject:"Theory"
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Option pricing theory
Theory
Theorie
298
Portfolio selection
250
Portfolio-Management
250
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39
Risiko
37
CAPM
35
Industrial research
33
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Journal of economic dynamics & control
European journal of operational research : EJOR
1,564
International journal of production research
989
Europäische Hochschulschriften / 5
827
International journal of production economics
774
NBER working paper series
759
Working paper / National Bureau of Economic Research, Inc.
710
SpringerLink / Bücher
701
Gabler Edition Wissenschaft
678
NBER Working Paper
655
Computers & operations research : and their applications to problems of world concern ; an international journal
598
Discussion paper / Centre for Economic Policy Research
557
Management science : journal of the Institute for Operations Research and the Management Sciences
513
Journal of banking & finance
428
Insurance / Mathematics & economics
409
Economics letters
316
CESifo working papers
286
International journal of industrial organization
270
Discussion paper / Tinbergen Institute
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Springer eBook Collection / Business and Economics
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Operations research
252
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
247
Journal of business economics : JBE
246
Berichte aus der Betriebswirtschaft
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Transportation research / E : an international journal
223
Working paper
215
Omega : the international journal of management science
208
Finance research letters
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Journal of financial economics
203
International journal of theoretical and applied finance
199
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
194
Neue betriebswirtschaftliche Forschung : Nbf
191
Economic modelling
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Journal of business ethics : JOBE
186
Operations research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
180
Lehrbuch
178
The review of financial studies
178
Finance and stochastics
177
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
318
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1
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318
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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
Contagion accounting in stress-testing
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
Saved in:
3
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
4
The impacts of interest rates on banks' loan portfolio risk-taking
Adão, Luiz F. S.
;
Silveira, Douglas
;
Ely, Regis Augusto
; …
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013543114
Saved in:
5
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
6
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
7
A profitable modification to global quadratic hedging
Augustyniak, Maciej
;
Godin, Frédéric
;
Simard, Clarence
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 111-131
Persistent link: https://www.econbiz.de/10012131108
Saved in:
8
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero
;
Zaoli, Silvia
;
Campajola, Carlo
; …
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
Saved in:
9
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
10
Dynamic spending and portfolio decisions with a soft social norm
Mork, Knut Anton
;
Harang, Fabian Andsem
;
Trønnes, …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478676
Saved in:
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