//--> //--> //--> //-->
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
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Portfolio selection"
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:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Derivat
183
Derivative
183
Theorie
94
Theory
94
USA
66
United States
66
CAPM
34
Option pricing theory
32
Optionspreistheorie
32
Hedging
24
Portfolio-Management
23
Börsenkurs
18
Share price
18
Yield curve
13
Zinsstruktur
13
Stochastic process
12
Stochastischer Prozess
12
Volatility
10
Volatilität
10
Estimation
9
Option trading
9
Optionsgeschäft
9
Schätzung
9
Capital income
8
Credit risk
8
Kapitaleinkommen
8
Kreditrisiko
8
1987
6
Anleihe
6
Black-Scholes model
6
Black-Scholes-Modell
6
Bond
6
Incomplete market
6
Insolvency
6
Insolvenz
6
Risiko
6
Risikomanagement
6
Risk
6
Risk management
6
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Bick, Avi
2
Johnson, Herbert
2
Arai, Takuji
1
Benninga, Simon
1
Blomeyer, Edward C.
1
Blume, Marshall E.
1
Bo, Lijun
1
Boyle, Phelim P.
1
Capponi, Agostino
1
Carr, Peter
1
Chen, Yong
1
Cont, Rama
1
Diltz, J. David
1
Fukasawa, Masaaki
1
Grinblatt, Mark
1
Guéant, Olivier
1
Hayashi, Takaki
1
Henderson, Vicky
1
Heston, Steven L.
1
Hilliard, Jimmy E.
1
Hobson, David G.
1
Jones, Christopher S.
1
Jordan, Susan D.
1
Kabanov, Jurij M.
1
Khorram, Mehdi
1
Li, Shuaiqi
1
MacMinn, Richard D.
1
Minca, Andreea
1
Mo, Haitao
1
Morgan, George Emir
1
Mykland, Per A.
1
Pu, Jiang
1
Sekine, Jun
1
Shome, Dilip K.
1
Smith, Stephen DeWitt
1
Staum, Jeremy
1
Stricker, Christophe
1
Swidler, Steven Mark
1
Trigeorgis, Lenos
1
Vorst, Ton
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
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
SpringerLink / Bücher
10
Advances in futures and options research : a research annual
9
Bank- und finanzwirtschaftliche Forschungen
9
Energy economics
9
Finance and stochastics
9
Journal of economic dynamics & control
9
The European journal of finance
9
The journal of derivatives : JOD
9
The journal of fixed income
8
Gabler Edition Wissenschaft
7
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
Journal of risk and financial management : JRFM
6
Springer Texts in Business and Economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of asset management
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
Europäische Hochschulschriften / 5
5
International review of financial analysis
5
Journal of financial economics
5
Journal of mathematical finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of derivatives research
5
The Frank J. Fabozzi series
5
The credit derivatives handbook : global perspectives, innovations, and market drivers
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
Wiley finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
3
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
4
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
5
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
6
Optimal liquidation of derivative portfolios
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10009155206
Saved in:
7
Derivatives use and risk taking : evidence from the hedge fund industry
Chen, Yong
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 1073-1106
Persistent link: https://www.econbiz.de/10009516966
Saved in:
8
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
Saved in:
9
Fundamental theorems of asset pricing for good deal bounds
Staum, Jeremy
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 141-161
Persistent link: https://www.econbiz.de/10002032681
Saved in:
10
Dynamic minimization of worst conditional expectation of shortfall
Sekine, Jun
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10002396403
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->