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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
~subject:"Mathematical programming"
~subject:"Theorie"
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
136
International journal of theoretical and applied finance
72
Journal of banking & finance
70
Advances in futures and options research : a research annual
38
The journal of finance : the journal of the American Finance Association
37
Finance and stochastics
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
The review of financial studies
29
NBER working paper series
28
Applied mathematical finance
26
Economics letters
26
Energy economics
25
Journal of financial economics
25
NBER Working Paper
24
SpringerLink / Bücher
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The European journal of finance
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Journal of economic dynamics & control
22
Review of derivatives research
22
Working paper / National Bureau of Economic Research, Inc.
20
The journal of credit risk : published quarterly by Incisive Media
19
The journal of fixed income
19
European journal of operational research : EJOR
18
International review of financial analysis
18
Discussion paper / B
16
Finance research letters
16
Gabler Edition Wissenschaft
16
International review of economics & finance : IREF
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
The journal of computational finance
15
Applied financial economics
14
Europäische Hochschulschriften / 5
14
The journal of business : B
14
Discussion paper
13
Finance : revue de l'Association Française de Finance
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Die Bank
12
Finance and economics discussion series
12
SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Derivatives and market (il)liquidity
Huang, Shiyang
;
Yueshen, Bart Zhou
;
Zhang, Cheng
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014486310
Saved in:
2
Equilibrium price dynamics of emission permits
Hitzemann, Steffen
;
Uhrig-Homburg, Marliese
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1653-1678
Persistent link: https://www.econbiz.de/10011930520
Saved in:
3
Futures cross-hedging with a stationary basis
Ankirchner, Stefan
;
Dimitroff, Georgi
;
Heyne, Gregor
; …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10009728904
Saved in:
4
The effects of derivatives on firm risk and value
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Conrad, Jennifer S.
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 967-999
Persistent link: https://www.econbiz.de/10010217642
Saved in:
5
Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
Saved in:
6
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost
;
Klaassen, Pieter
;
Melenberg, Bertrand
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 635-672
Persistent link: https://www.econbiz.de/10001794047
Saved in:
7
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
8
The valuation of default-triggered credit derivatives
Chen, Ren-Raw
;
Sopranzetti, Ben J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10001766873
Saved in:
9
The dynamics of the forward interest rate curve : a formulation with state variables
Jong, Frank de
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 131-157
Persistent link: https://www.econbiz.de/10001436356
Saved in:
10
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
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