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~isPartOf:"Journal of economic dynamics & control"
~subject:"Börsenkurs"
~subject:"Portfolio selection"
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Börsenkurs
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Barletta, Andrea
1
Branger, Nicole
1
Cai, Ning
1
Chen, Zheng
1
Das, Sanjiv R.
1
Escobar, Marcos
1
Fabozzi, Frank J.
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Journal of economic dynamics & control
The journal of futures markets
48
Journal of banking & finance
39
Finanzmarkt und Portfolio-Management
33
Swiss journal of economics and statistics
28
The journal of finance : the journal of the American Finance Association
22
International journal of theoretical and applied finance
21
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
20
SpringerLink / Bücher
20
Advances in futures and options research : a research annual
17
Bank- und finanzwirtschaftliche Forschungen
17
International review of financial analysis
16
Journal of financial and quantitative analysis : JFQA
16
The European journal of finance
15
European journal of operational research : EJOR
14
The North American journal of economics and finance : a journal of financial economics studies
14
The review of financial studies
12
Energy economics
11
Finance research letters
11
Gabler Edition Wissenschaft
11
Quantitative finance
11
Research paper series / Swiss Finance Institute
11
The journal of fixed income
11
Applied economics
10
Applied economics letters
10
Economic modelling
10
Finance and stochastics
10
Journal of financial economics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Financial markets and portfolio management
9
International review of economics & finance : IREF
9
Review of quantitative finance and accounting
9
The journal of derivatives : JOD
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global finance journal
8
International journal of financial engineering
8
Journal of risk and financial management : JRFM
8
NBER working paper series
8
Research in international business and finance
8
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ECONIS (ZBW)
10
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1
Valuation of stock loans with jump risk
Cai, Ning
;
Sun, Lihua
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
Saved in:
2
Options and structured products in behavioral portfolios
Das, Sanjiv R.
;
Statman, Meir
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 137-153
Persistent link: https://www.econbiz.de/10009703606
Saved in:
3
Equal risk pricing under convex trading constraints
Guo, Ivan
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011817212
Saved in:
4
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
5
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:
6
Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
Saved in:
7
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
8
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
9
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
10
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:
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