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~isPartOf:"Journal of financial economics"
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The mathematics of hedging
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Derivat
83
Derivative
83
Theorie
76
Theory
76
Hedging
62
USA
29
United States
29
Börsenkurs
27
Share price
27
Information value
25
Informationswert
25
Option trading
25
Optionsgeschäft
25
Option pricing theory
24
Optionspreistheorie
24
Portfolio selection
21
Portfolio-Management
21
Credit risk
19
Kreditrisiko
19
Volatility
19
Volatilität
19
Risikoprämie
18
Risk premium
18
Capital income
17
Kapitaleinkommen
17
Risikomanagement
17
Risk management
17
Yield curve
17
Zinsstruktur
17
Risk
16
CAPM
15
Risiko
15
Swap
14
Options
13
Economics of information
12
Estimation
12
Informationsökonomik
12
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12
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11
Hedgefonds
11
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English
171
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Acharya, Viral V.
3
Aragon, George O.
3
Doshi, Hitesh
3
Gay, Gerald
3
Lo, Andrew W.
3
Longstaff, Francis A.
3
Manaster, Steven
3
Pearson, Neil D.
3
Agarwal, Vikas
2
Bakshi, Gurdip S.
2
Bali, Turan G.
2
Bessembinder, Hendrik
2
Brown, Gregory W.
2
Chan, Kalok
2
Dew-Becker, Ian
2
Fernando, Chitru S.
2
Ferreira, Miguel A.
2
Filipović, Damir
2
Gandhi, Priyank
2
Giglio, Stefano
2
Henderson, Brian J.
2
Hong, Harrison G.
2
Jacobs, Kris
2
Koijen, Ralph S. J.
2
Madan, Dilip B.
2
Markov, Stanimir
2
Martin, J. Spencer
2
Minton, Bernadette A.
2
Moskowitz, Tobias J.
2
Naik, Narayan Y.
2
Parlour, Christine A.
2
Pedersen, Lasse Heje
2
Purnanandam, Amiyatosh
2
Ramadorai, Tarun
2
Richardson, Matthew
2
Schwartz, Eduardo S.
2
Subasi, Musa
2
Subrahmanyam, Avanidhar
2
Subrahmanyam, Marti G.
2
Adam, Tim
1
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Journal of financial economics
The journal of futures markets
743
Journal of banking & finance
337
International journal of theoretical and applied finance
294
Finance research letters
240
Energy economics
231
NBER working paper series
222
Working paper / National Bureau of Economic Research, Inc.
187
International review of financial analysis
183
IMF Working Papers
171
NBER Working Paper
171
International review of economics & finance : IREF
165
The journal of finance : the journal of the American Finance Association
163
European journal of operational research : EJOR
149
The journal of derivatives : the official publication of the International Association of Financial Engineers
143
Applied mathematical finance
141
Finance and stochastics
135
The review of financial studies
135
Management science : journal of the Institute for Operations Research and the Management Sciences
127
Journal of financial and quantitative analysis : JFQA
122
Applied economics
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
117
Quantitative finance
116
The European journal of finance
116
SpringerLink / Bücher
106
The accounting review : a publication of the American Accounting Association
106
The North American journal of economics and finance : a journal of financial economics studies
104
Economic modelling
103
Applied financial economics
102
Economics letters
100
Review of derivatives research
99
Research in international business and finance
97
Discussion paper / Centre for Economic Policy Research
94
Research paper series / Swiss Finance Institute
93
Journal of economic dynamics & control
92
Risks : open access journal
92
Insurance / Mathematics & economics
91
Working paper
89
Journal of international financial markets, institutions & money
88
Pacific-Basin finance journal
88
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ECONIS (ZBW)
171
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1
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1
Pinning in the S&P 500
futures
Golez, Benjamin
;
Jackwerth, Jens Carsten
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
Saved in:
2
A unique view of hedge fund derivatives usage : safeguard or speculation?
Aragon, George O.
;
Martin, J. Spencer
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 436-456
Persistent link: https://www.econbiz.de/10009666817
Saved in:
3
Does option trading convey stock price information?
Hu, Jianfeng
- In:
Journal of financial economics
111
(
2014
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10010375919
Saved in:
4
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
Aragon, George O.
;
Martin, J. Spencer
;
Shi, Zhen
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 345-361
Persistent link: https://www.econbiz.de/10012131547
Saved in:
5
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
6
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
7
The option to stock volume ratio and future returns
Johnson, Travis L.
;
So, Eric
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 262-286
Persistent link: https://www.econbiz.de/10009666658
Saved in:
8
Capital structure effects on the prices of equity call
options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
9
Insider trading in credit derivatives
Acharya, Viral V.
;
Johnson, Tim
- In:
Journal of financial economics
84
(
2007
)
1
,
pp. 110-141
Persistent link: https://www.econbiz.de/10003454985
Saved in:
10
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
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