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~subject:"Behavioural finance"
~subject:"Portfolio-Management"
~isPartOf:"Journal of economic dynamics & control"
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Search: subject_exact:"Option trading"
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Behavioural finance
Portfolio-Management
Option trading
47
Optionsgeschäft
47
Option pricing theory
37
Optionspreistheorie
37
Stochastic process
11
Stochastischer Prozess
11
Theorie
11
Theory
11
Volatility
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Volatilität
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Derivat
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Portfolio selection
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Hedging
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American options
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Barletta, Andrea
1
Blomvall, Jörgen
1
Chen, Yuanyuan
1
Cui, Xueting
1
Damgaard, Anders
1
Fabozzi, Frank J.
1
Frijns, Bart
1
Hu, Yuan
1
Lehnert, Thorsten
1
Li, Duan
1
Lindberg, Per O.
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Lindquist, W. Brent
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Ma, Jiali
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Pang, Xiaochuan
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Račev, Svetlozar T.
1
Santucci de Magistris, Paolo
1
Shirvani, Abootaleb
1
Sloth, David
1
Wu, Qi
1
Zhu, Shushang
1
Zwinkels, Remco C. J.
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Journal of economic dynamics & control
Journal of banking & finance
16
The journal of futures markets
16
Wiley trading series
16
Review of derivatives research
10
Research paper series / Swiss Finance Institute
8
Bloomberg financial series
7
Insurance / Mathematics & economics
7
Swiss Finance Institute Research Paper
7
Finance and stochastics
6
International journal of theoretical and applied finance
6
The review of financial studies
6
Journal of financial and quantitative analysis : JFQA
5
NBER working paper series
5
SpringerLink / Bücher
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Wiley Trading Ser
5
Finanzmarkt und Portfolio-Management
4
International journal of financial engineering
4
Journal of financial economics
4
Journal of mathematical finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Managerial finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
NBER Working Paper
4
Pacific-Basin finance journal
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
The journal of derivatives : JOD
4
Working paper / National Bureau of Economic Research, Inc.
4
Cogent economics & finance
3
Economic modelling
3
European journal of operational research : EJOR
3
International review of economics & finance : IREF
3
Investment management and financial innovations
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Journal of empirical finance
3
Market microstructure and liquidity
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Michael J. Brennan Irish Finance Working Paper Series Research Paper
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Quantitative finance
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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1
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:
2
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:
3
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
4
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
5
Behavioral heterogeneity in the option market
Frijns, Bart
;
Lehnert, Thorsten
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2273-2287
Persistent link: https://www.econbiz.de/10009008886
Saved in:
6
Utility based option evaluation with proportional transaction costs
Damgaard, Anders
- In:
Journal of economic dynamics & control
27
(
2003
)
4
,
pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
Saved in:
7
Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990 - 1999
Blomvall, Jörgen
;
Lindberg, Per O.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1099-1112
Persistent link: https://www.econbiz.de/10001734566
Saved in:
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