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~subject:"Derivative"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"European journal of operational research : EJOR"
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Journal of financial and quantitative analysis : JFQA
European journal of operational research : EJOR
International journal of theoretical and applied finance
19
Journal of banking & finance
15
The journal of futures markets
15
Quantitative finance
10
SpringerLink / Bücher
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Advances in futures and options research : a research annual
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The credit derivatives handbook : global perspectives, innovations, and market drivers
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
2
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
3
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
4
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
5
Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
Saved in:
6
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
7
Robust portfolio selection problem under temperature uncertainty
Gülpınar, Nalân
;
Çanakoḡlu, Ethem
- In:
European journal of operational research : EJOR
256
(
2017
)
2
,
pp. 500-523
Persistent link: https://www.econbiz.de/10011612035
Saved in:
8
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
9
New results on high-order risk changes
Menegatti, Mario
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 678-681
Persistent link: https://www.econbiz.de/10010509993
Saved in:
10
Portfolio optimization in a regime-switching market with derivatives
Fu, Jun
;
Wei, Jiaqin
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
233
(
2014
)
1
,
pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
Saved in:
11
Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Saved in:
12
Robust portfolio optimization with derivative insurance guarantees
Zymler, Steve
;
Rustem, Berç
;
Kuhn, Daniel
- In:
European journal of operational research : EJOR
210
(
2011
)
2
,
pp. 410-424
Persistent link: https://www.econbiz.de/10008841180
Saved in:
13
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:
14
An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo
;
Wang, Ying-luo
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
Saved in:
15
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
16
A log-transformed binomial numerical analysis method for valuing complex multi-option investments
Trigeorgis, Lenos
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 309-326
Persistent link: https://www.econbiz.de/10001113534
Saved in:
17
Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
Saved in:
18
A put option paradox
Grinblatt, Mark
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
Saved in:
19
An empirical examination of the pricing of American put options
Blomeyer, Edward C.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 13-22
Persistent link: https://www.econbiz.de/10001047157
Saved in:
20
Producing derivative assets with forward contracts
Bick, Avi
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
2
,
pp. 153-160
Persistent link: https://www.econbiz.de/10001053429
Saved in:
21
On the consistency of the black-scholes model with a general equilibrium framework
Bick, Avi
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 259-275
Persistent link: https://www.econbiz.de/10001037502
Saved in:
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