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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
German financial markets and institutions: selected studies
1
Glucksman fellows research reports
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Handbook of sports and lottery markets
1
Handbuch Immobilien-Portfoliomanagement
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Interest rate futures : concepts and issues
1
Investment performance measurement : evaluating and presenting results
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Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
1
Market risk and financial markets modeling
1
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
Neuere Theorien und Methoden in den Wirtschafts- und Sozialwissenschaften des Landbaus : 54. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 17. bis 19. September 2014
1
New trends in banking management : with 42 tables
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Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Regional financial markets : issues and policies
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Risikosteuerung von Derivaten
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Security market imperfections in worldwide equity markets
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Stock market volatility
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Stock returns : cyclicity, prediction and economic consequences
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Three essays on the Finnish fixed income markets
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ECONIS (ZBW)
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1
Volatility spillover between conventional stock index and participation index : the Turkish case
Kahyaoglu, Sezer Bozkuş
;
Akkus, Hilmi Tunahan
- In:
Contemporary issues in business economics and finance
,
(pp. 1-17)
.
2020
Persistent link: https://www.econbiz.de/10012312806
Saved in:
2
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
3
Der Einfluss von Long-only-Indexfonds auf die Preisbildung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten
Prehn, Sören
;
Glauben, Thomas
;
Loy, Jens-Peter
;
Pies, Ingo
- In:
Neuere Theorien und Methoden in den Wirtschafts- und …
,
(pp. 251-265)
.
2015
Persistent link: https://www.econbiz.de/10011414713
Saved in:
4
Development and problems of stock index futures and margin trading and short selling in China
Zhou, Zhou
-
2015
Persistent link: https://www.econbiz.de/10012391758
Saved in:
5
Dividend taxation and DAX futures prices
Fink, Christopher
- In:
Essays in empirical finance
,
(pp. 7-24)
.
2014
Persistent link: https://www.econbiz.de/10010510311
Saved in:
6
Hedging with future : multivariante dynamic conditional correlation GARCH
Kolokolov, Aleksey
- In:
Market risk and financial markets modeling
,
(pp. 63-72)
.
2012
Persistent link: https://www.econbiz.de/10009514454
Saved in:
7
Usage of stock index options : evidence from the Italian market
Cocozza, Rosa
- In:
Stock market volatility
,
(pp. 343-359)
.
2009
Persistent link: https://www.econbiz.de/10003830489
Saved in:
8
Index changes and losses to index fund investors
Chen, Honghui
;
Noronha, Gregory M.
;
Singal, Vijay
- In:
Investment performance measurement : evaluating and …
,
(pp. 669-692)
.
2009
Persistent link: https://www.econbiz.de/10003839918
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9
Study of investors' preference on spot and future markets
Hooi Hooi Lean
;
Lam, Kin
;
Wong, Wing Keung
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 189-200)
.
2009
Persistent link: https://www.econbiz.de/10003945024
Saved in:
10
Statistical analysis of commodity futures returns
Hafner, Reinhold
;
Heiden, Maria
- In:
The handbook of commodity investing
,
(pp. 227-240)
.
2008
Persistent link: https://www.econbiz.de/10003795038
Saved in:
11
The diversification benefits of commodity futures indexes : a mean-variance spanning test
Scherer, Bernd
;
He, Li
- In:
The handbook of commodity investing
,
(pp. 241-265)
.
2008
Persistent link: https://www.econbiz.de/10003795047
Saved in:
12
CTA-managed futures strategy benchmarks : performance and review
Schneeweis, Thomas
;
Gupta, Bhaswar
;
Remillard, Jason
- In:
The handbook of commodity investing
,
(pp. 266-310)
.
2008
Persistent link: https://www.econbiz.de/10003795166
Saved in:
13
Introducing alternative investments in a traditional portfolio : the case of commodities, hedge funds, and managed futures
Shore, Mark S.
- In:
The handbook of commodity investing
,
(pp. 504-521)
.
2008
Persistent link: https://www.econbiz.de/10003795209
Saved in:
14
Commodity trading advisors : a review of historical performance
Eling, Martin
- In:
The handbook of commodity investing
,
(pp. 626-647)
.
2008
Persistent link: https://www.econbiz.de/10003795227
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15
Catching future stars among micro-CTAs
Gregoriou, Greg N.
;
Rouah, Fabrice
- In:
The handbook of commodity investing
,
(pp. 648-659)
.
2008
Persistent link: https://www.econbiz.de/10003795229
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16
Modeling ultra-high-frequency data : the S&P 500 index future
Minozzo, Marco
;
Centanni, Silvia
- In:
Mathematical and statistical methods in insurance and …
,
(pp. 165-172)
.
2008
Persistent link: https://www.econbiz.de/10003838556
Saved in:
17
Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm
Fan, Kai
;
O'Sullivan, Conall
;
Brabazon, Anthony
; …
- In:
Natural computing in computational finance ; [the …
,
(pp. 89-107)
.
2008
Persistent link: https://www.econbiz.de/10009515173
Saved in:
18
Der Preis des Risikos : Optionen und Erwartungen
Del Chicca, Luca
;
Larcher, Gerhard
- In:
Der Preis des Risikos
,
(pp. 50-72)
.
2008
Persistent link: https://www.econbiz.de/10003736460
Saved in:
19
Credit default swaps and equity prices : the iTraxx CDS index market
Byström, Hans
- In:
Credit risk : models, derivatives, and management
,
(pp. 69-83)
.
2008
Persistent link: https://www.econbiz.de/10003718323
Saved in:
20
Temporal causality of returns of index futures and stock markets : evidence from Malaysia
Pok, Wee Ching
- In:
Asia-Pacific financial markets : integration, …
,
(pp. 263-288)
.
2008
Persistent link: https://www.econbiz.de/10003603103
Saved in:
21
Price behaviour surrounding block transactions in stock index futures markets : international evidence
Frino, Alex
;
Kruk, Jennifer
;
Lepone, Andrew
- In:
Asia-Pacific financial markets : integration, …
,
(pp. 289-303)
.
2008
Persistent link: https://www.econbiz.de/10003603106
Saved in:
22
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
Saved in:
23
Einsatz von Immobilien-Indexderivaten beim Immobilien-Portfoliomanagement
Gerhard, Jan
- In:
Handbuch Immobilien-Portfoliomanagement
,
(pp. 285-302)
.
2007
Persistent link: https://www.econbiz.de/10003505874
Saved in:
24
Volatilität als Anlageklasse : attraktiv für institutionelle Anleger?
Hafner, Reinhold
;
Wallmeier, Martin
-
2006
Persistent link: https://www.econbiz.de/10003378748
Saved in:
25
Portable Alpha- und Portable Beta-Strategien in der Eurozone : Implementierung von aktiven Asset-Allokation-Strategien unter Verwendung von Aktienindex-Optionen und -Futures
Amenc, Noël
;
Malaise, Philippe
;
Martellini, Lionel
; …
-
2006
Persistent link: https://www.econbiz.de/10003379021
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26
Marktgerechte Bewertung von Power-Optionen
Steiner, Manfred
;
Brunner, Bernhard
- In:
Kapitalmarkt, Unternehmensfinanzierung und rationale …
,
(pp. 493-518)
.
2006
Persistent link: https://www.econbiz.de/10003236946
Saved in:
27
Intraday systematic patterns, lead-lag relationships, and pricing efficieny : evidence from the Kuala Lumpur composite index futures
Fauzias Mat Nor
;
Choo, Tea Lee
- In:
Regional financial markets : issues and policies
,
(pp. 182-221)
.
2004
Persistent link: https://www.econbiz.de/10002793296
Saved in:
28
Stock index arbitrage and stock price volatility in the Athens derivatives exchange
Michalopoulos, M.
;
Zopounidis, Constantin
;
Stavroulakis, K.
- In:
New trends in banking management : with 42 tables
,
(pp. 233-250)
.
2002
Persistent link: https://www.econbiz.de/10001708787
Saved in:
29
A multi-perspective assessment of implied volatility using S&P 100 and NASDAQ index options
Teoman, Tuygan
- In:
Glucksman fellows research reports
,
(pp. 87-112)
.
2002
Persistent link: https://www.econbiz.de/10001667535
Saved in:
30
Optimization of European double-barrier options via optimal control of the black-scholes-equation
Breitner, Michael H.
;
Burmester, Tobias
- In:
Operations research proceedings 2001 : selected papers …
,
(pp. 167-174)
.
2002
Persistent link: https://www.econbiz.de/10001677506
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31
The influence of taxes on the DAX futures market : some recent developments
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
German financial markets and institutions: selected studies
,
(pp. 191-203)
.
2002
Persistent link: https://www.econbiz.de/10001705551
Saved in:
32
Security market anomalies in Finland
Martikainen, Teppo
- In:
Security market imperfections in worldwide equity markets
,
(pp. 390-415)
.
2000
Persistent link: https://www.econbiz.de/10001506432
Saved in:
33
Expiration day effects of index futures and options : evidence from a market with a long settlement period
Alkebäck, Per
;
Hagelin, Niclas
- In:
Empirical essays on financial markets, firms, and derivates
,
(pp. 43-63)
.
2000
Persistent link: https://www.econbiz.de/10001509968
Saved in:
34
Der Einsatz derivativer Finanzinstrumente zum Management von Aktienrisiken
Eckermann, Henning
- In:
Finanzmärkte : Funktionsweise, Integrationseffekte und …
,
(pp. 61-80)
.
1999
Persistent link: https://www.econbiz.de/10001362353
Saved in:
35
An empirical investigation of the returns and risk in the Finnish ex warrants bond markets
Suhonen, Antti
- In:
Three essays on the Finnish fixed income markets
,
(pp. 96-127)
.
1999
Persistent link: https://www.econbiz.de/10001671888
Saved in:
36
The DAX futures market and dividends
Röder, Klaus
;
Bamberg, Günter
- In:
Empirical research on the German capital market : with …
,
(pp. 281-301)
.
1999
Persistent link: https://www.econbiz.de/10001427688
Saved in:
37
Trading strategies of a financially strong investor in futures and stocks : is profitable manipulation possible?
Bamberg, Günter
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 175-187)
.
1998
Persistent link: https://www.econbiz.de/10001301446
Saved in:
38
Haltedauern von DAX-Futures-Positionen und die Konzentration auf den Nearby-Kontrakt
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
Finanzierungen
,
(pp. 5-74)
.
1998
Persistent link: https://www.econbiz.de/10001426671
Saved in:
39
Martingale restrictions and implied distributions for German stock index option prices
Neumann, Marco
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 493-528)
.
1997
Persistent link: https://www.econbiz.de/10001299018
Saved in:
40
Das Management von Aktienkursrisiken mit Derivaten
Zimmermann, Heinz
- In:
Risikosteuerung von Derivaten
,
(pp. 5-85)
.
1996
Persistent link: https://www.econbiz.de/10001318384
Saved in:
41
Program trading and stock index arbitrage
Canina, Linda
- In:
Finance
,
(pp. 315-339)
.
1995
Persistent link: https://www.econbiz.de/10001318009
Saved in:
42
Empirische Ergebnisse zur Bewertung von DAX-Optionsscheinen
Schütz, Heinrich
;
Müller, Frank
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 391-412)
.
1994
Persistent link: https://www.econbiz.de/10001286933
Saved in:
43
Economic index futures : the next wave of futures contracts
Petzel, Todd E.
- In:
Handbook of financial markets : securities, options and …
,
(pp. 712-730)
.
1986
Persistent link: https://www.econbiz.de/10001259030
Saved in:
44
Stock index options versus stock-index futures : strategic similarities and practical differences
Kipnis, Gregory M.
- In:
Handbook of financial markets : securities, options and …
,
(pp. 702-711)
.
1986
Persistent link: https://www.econbiz.de/10001259031
Saved in:
45
The pricing of stock index futures
Cornell, Bradford
- In:
Selected writings on futures markets : explorations in …
,
(pp. 385-398)
.
1985
Persistent link: https://www.econbiz.de/10001305658
Saved in:
46
Portfolio management with stock index futures
Figlewski, Stephen
- In:
Selected writings on futures markets : explorations in …
,
(pp. 213-224)
.
1985
Persistent link: https://www.econbiz.de/10001305671
Saved in:
47
Market index futures contracts
Niederhoffer, Victor
- In:
Interest rate futures : concepts and issues
,
(pp. 477-490)
.
1982
Persistent link: https://www.econbiz.de/10001258075
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