Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Target volatility"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
14
Volatilität
14
Portfolio selection
8
Portfolio-Management
8
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
6
Stochastischer Prozess
6
Derivat
5
Derivative
5
Volatility derivatives
4
Target volatility
3
Target volatility option
3
target volatility
3
Analysis
2
Artificial intelligence
2
Black and Scholes
2
Capital income
2
Double digital call
2
Hedging
2
Kapitaleinkommen
2
Künstliche Intelligenz
2
Mathematical analysis
2
Neural networks
2
Neuronale Netze
2
Option trading
2
Optionsgeschäft
2
Realized volatility
2
Target volatility strategy
2
Taylor expansion
2
Theorie
2
Theory
2
parabolic equations
2
partial differential equations
2
quadratic variation
2
robust hedging
2
stochastic volatility models
2
target volatility option
2
target volatility strategy
2
Absolute return strategies
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
1
Book section
1
Language
All
English
14
Undetermined
2
Author
All
Torricelli, Lorenzo
4
Grobelny, Przemysław
2
Kaczmarek, Tomasz
2
TORRICELLI, LORENZO
2
Alòs, Elisa
1
Bai, Zefeng
1
Będowska-Sójka, Barbara
1
Chatterjee, Rupak
1
Cirelli, Simone
1
Di Graziano, Giuseppe
1
Fonseca, José da
1
GRAZIANO, GIUSEPPE DI
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Kumar, Pravesh
1
Moriggia, Vittorio
1
Olivieri, Annamaria
1
Ortobelli Lozza, Sergio
1
Perez, Katarzyna
1
Rudin, Alexander
1
Steblovskaya, Victoria
1
Thirurajah, Samuel
1
Tudor, Sebastian F.
1
Upadhyay, Shubham
1
Vitali, Sebastiano
1
Wallbaum, Kai
1
Wang, Tai-Ho
1
Wang, Xingchun
1
Wang, Zhiqiang
1
Xiong, Haifang
1
Yang, Gaofei
1
Ziveyi, Jonathan
1
more ...
less ...
Published in...
All
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
1
Asia-Pacific journal of financial studies
1
Derivatives Applications in Asset Management : From Theory to Practice
1
Economics and business review
1
Finance research letters
1
International review of economics & finance : IREF
1
Investment management and financial innovations
1
Operations research letters
1
Quantitative finance
1
Research in international business and finance
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
RePEc
2
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Managing volatility and capturing returns through derivatives
Rudin, Alexander
;
Kumar, Pravesh
;
Upadhyay, Shubham
- In:
Derivatives Applications in Asset Management : From …
,
(pp. 105-121)
.
2025
Persistent link: https://www.econbiz.de/10015434552
Saved in:
2
How to fly to safety without overpaying for the ticket
Kaczmarek, Tomasz
;
Grobelny, Przemysław
- In:
Economics and business review
9
(
2023
)
2
,
pp. 160-183
Persistent link: https://www.econbiz.de/10014636356
Saved in:
3
Improving retirement coverage durability with
target
volatility
strategy for changing interest rate environment
Bai, Zefeng
;
Steblovskaya, Victoria
;
Wallbaum, Kai
- In:
Asia-Pacific journal of financial studies
52
(
2023
)
6
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014450771
Saved in:
4
Target
volatility
strategies for group self-annuity portfolios
Olivieri, Annamaria
;
Thirurajah, Samuel
;
Ziveyi, Jonathan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 591-617
Persistent link: https://www.econbiz.de/10013270078
Saved in:
5
Factor portfolio and
target
volatility
management : an analysis of portfolio performance in the U.S. and China
Xiong, Haifang
;
Yang, Gaofei
;
Wang, Zhiqiang
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 493-517
Persistent link: https://www.econbiz.de/10013345748
Saved in:
6
False safe haven assets : evidence from the
target
volatility
strategy based on recurrent neural network
Kaczmarek, Tomasz
;
Będowska-Sójka, Barbara
;
Grobelny, …
- In:
Research in international business and finance
60
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013412442
Saved in:
7
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
8
Target
volatility
option pricing in the lognormal fractional SABR model
Alòs, Elisa
;
Chatterjee, Rupak
;
Tudor, Sebastian F.
; …
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1339-1356
Persistent link: https://www.econbiz.de/10012194791
Saved in:
9
Volatility targeting using delayed diffusions
Torricelli, Lorenzo
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 213-246
Persistent link: https://www.econbiz.de/10012128945
Saved in:
10
A conservative discontinuous
target
volatility
strategy
Cirelli, Simone
;
Vitali, Sebastiano
;
Ortobelli Lozza, Sergio
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 176-190
Persistent link: https://www.econbiz.de/10011817964
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
