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~subject:"Portfolio selection"
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Search: subject_exact:"Option trading"
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Portfolio selection
Option trading
1,074
Optionsgeschäft
1,073
Option pricing theory
816
Optionspreistheorie
816
Volatility
410
Volatilität
410
Derivat
287
Derivative
287
Stochastic process
221
Stochastischer Prozess
221
Black-Scholes-Modell
127
Black-Scholes model
126
Hedging
119
Börsenkurs
99
Share price
99
Portfolio-Management
97
Estimation
88
Schätzung
88
Capital income
81
Kapitaleinkommen
81
Theorie
77
Theory
77
Risikoprämie
76
Risk premium
76
Experiment
71
Index futures
71
Index-Futures
71
Forecasting model
69
Prognoseverfahren
69
Risk
65
Aktienoption
64
Risiko
64
Stock option
64
USA
63
United States
63
Option pricing
59
Anlageverhalten
58
Behavioural finance
58
Options
58
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102
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4
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Thomsett, Michael C.
4
Bangur, Peeyush
3
Dew-Becker, Ian
2
Frazzini, Andrea
2
Giglio, Stefano
2
Glazyrina, Anna
2
Kelly, Bryan T.
2
Kim, Da-Hea
2
Melʹnikov, Aleksandr V.
2
Pedersen, Lasse Heje
2
Abergel, Frédéric
1
Acharya, Viral V.
1
Almgren, Robert
1
Andrés, Pablo de
1
Aretz, Kevin
1
Bangur, Ruchi
1
Barletta, Andrea
1
Bayraktar, Erhan
1
Beare, Brendan K.
1
Bhattacharya, Sujoy
1
Brinkmann, Felix
1
Byun, Suk Joon
1
Büchel, Helmut
1
Carbonneau, Alexandre
1
Carpender, Jennifer
1
Carpenter, Jennifer N.
1
Chadwick, Savannah
1
Chang, Jow-Ran
1
Chen, Chien-Ming
1
Chen, Junbin
1
Chen, Sonnan
1
Chen, Xu
1
Chen, Yuanyuan
1
Choudhry, Taufiq
1
Clark, Steven P.
1
Consiglio, Andrea
1
Coolen, Frank P. A.
1
Coolen-Maturi, Tahani
1
Cox, Samuel H.
1
Cui, Xueting
1
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Insurance / Mathematics & economics
5
International journal of financial engineering
4
Journal of economic dynamics & control
4
SpringerLink / Bücher
4
The journal of derivatives : JOD
4
Market microstructure and liquidity
3
Review of derivatives research
3
The journal of investment strategies
3
Economic modelling
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of financial economics
2
Journal of mathematical finance
2
Quantitative finance
2
The journal of computational finance
2
The journal of futures markets
2
Applied economics letters
1
Applied mathematical finance
1
Asia-Pacific journal of financial studies
1
China finance review international
1
Computational economics
1
Die Bank
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
IEEE transactions on engineering management : EM
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International journal of economics and finance
1
International journal of entrepreneurship and small business : IJESB
1
International journal of financial services management : IJFSM
1
International journal of forecasting
1
Investment management and financial innovations
1
Journal of Asia Pacific business
1
Journal of applied econometrics
1
Journal of business research : JBR
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial intermediation
1
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ECONIS (ZBW)
97
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1
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97
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1
The cash-secured put-write strategy and the variance risk premium
Patel, Pratish
;
Raquel, Andrew
;
Chadwick, Savannah
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014511610
Saved in:
2
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:
3
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
4
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:
5
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
6
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
7
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
8
Information content of hedge fund equity option holdings
Joenväärä, Juha
;
Kauppila, Mikko
;
Tolonen, Pekka
- In:
The journal of alternative investments : JAI
25
(
2023
)
4
,
pp. 119-147
Persistent link: https://www.econbiz.de/10014306778
Saved in:
9
The risk-reversal premium
Hull, Blair
;
Sinclair, Euan
- In:
The journal of investment strategies
11
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
Saved in:
10
Pricing options using expected profit and loss measures
Venter, J. H.
;
Jongh, Pieter Juriaan de
- In:
The journal of investment strategies
11
(
2022
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014335818
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