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Risk
Option trading
6,453
Optionsgeschäft
6,453
Optionspreistheorie
4,030
Option pricing theory
4,026
Volatilität
1,864
Volatility
1,861
Derivat
1,432
Derivative
1,432
Theorie
1,200
Theory
1,199
Stochastic process
899
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899
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697
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696
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672
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617
Share price
617
Portfolio selection
566
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566
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442
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440
Capital income
417
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417
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409
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356
Behavioural finance
356
Risiko
330
Risikoprämie
324
Risk premium
324
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305
Schätzung
304
Forecasting model
292
Prognoseverfahren
292
CAPM
270
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221
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220
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206
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205
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123
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114
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4
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210
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322
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Kelly, Bryan T.
14
Wang, Xingchun
11
Lustig, Hanno
8
Nieuwerburgh, Stijn van
7
Dew-Becker, Ian
6
Giglio, Stefano
6
Maurer, Raimond
6
Zhang, Jin E.
6
Myers, Stewart C.
5
Ruan, Xinfeng
4
Albrecht, Peter
3
Bayraktar, Erhan
3
Constantinides, George M.
3
Daníelsson, Jón
3
Korn, Olaf
3
Kostakis, Alexandros
3
Kräussl, Roman
3
Li, Jianhui
3
Lian, Lei
3
Mitra, Sovan
3
Park, Yang-Ho
3
Prokopczuk, Marcel
3
Read, James
3
Song, Zhaogang
3
Stork, Philip
3
Vasquez, Aurelio
3
Wu, Liuren
3
Xiao, Xiao
3
Xiu, Dacheng
3
Zhou, Zhou
3
Adam, Michael
2
Agarwalla, Sobhesh Kumar
2
Arismendi Zambrano, Juan Carlos
2
Bakshi, Gurdip S.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Balbás, Raquel
2
Bansal, Vipul K.
2
Brenner, Menachem
2
Brinkmann, Felix
2
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National Bureau of Economic Research
5
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1
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Applied mathematical finance
7
Finance research letters
7
Journal of banking & finance
7
Review of derivatives research
6
Risks : open access journal
6
The North American journal of economics and finance : a journal of financial economics studies
6
International journal of theoretical and applied finance
5
Journal of financial economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER Working Paper
5
NBER working paper series
5
The European journal of finance
5
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
Review of quantitative finance and accounting
4
The journal of futures markets
4
Annals of finance
3
Energy economics
3
Finance and economics discussion series
3
Global finance journal
3
Journal of econometrics
3
Journal of financial markets
3
The journal of corporate finance : contracting, governance and organization
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied economics letters
2
Computational management science
2
Discussion paper / Tinbergen Institute
2
Economic modelling
2
Economics letters
2
FEDS Working Paper
2
Finanzmarkt und Portfolio-Management
2
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
International finance discussion papers
2
International journal of financial markets and derivatives
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of mathematical finance
2
Journal of risk
2
Journal of the Operational Research Society
2
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2
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ECONIS (ZBW)
332
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1
Discounted penalty function at Parisian ruin for Lévy insurance risk process
Loeffen, R.
;
Palmowski, Z.
;
Surya, B. A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 190-197
Persistent link: https://www.econbiz.de/10011944136
Saved in:
2
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael
;
Maurer, Raimond
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
4
,
pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
Saved in:
3
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
Saved in:
4
Gefahren einer VaR-basierten Eigenkapitalregulierung bei Optionen
Johanning, Lutz
- In:
Risikomanagement an internationalen Finanzmärkten : …
,
(pp. 257-267)
.
2000
Persistent link: https://www.econbiz.de/10001461059
Saved in:
5
Finanzinnovationen und Basisobjekte : die Aufnahme des Optionshandels an der Deutschen Terminbörse
Stöhr, Norbert
-
1995
Persistent link: https://www.econbiz.de/10000913483
Saved in:
6
Option initiation and underlying market behavior : evidence from Norway
Gjerde, Øystein
;
Sættem, Frode
-
1994
Persistent link: https://www.econbiz.de/10000904262
Saved in:
7
Options positions : risk measurement and capital requirements
Estrella, Arturo
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000905447
Saved in:
8
Options, sunspots, and the creation of uncertainty
Bowman, David
;
Faust, Jon
-
1995
Persistent link: https://www.econbiz.de/10000911316
Saved in:
9
Die Evaluation des Risiko-Ertrags-Profils von Aktienpositionen mit Optionen auf der Grundlage des Shortfall-Ansatzes
Albrecht, Peter
;
Maurer, Raimond
;
Timpel, Matthias
-
1994
Persistent link: https://www.econbiz.de/10000978175
Saved in:
10
Supply uncertainty, option price, and option value : an extension
Plummer, Mark L.
- In:
Land economics : applied research on environmental resources
62
(
1986
)
3
,
pp. 313-318
Persistent link: https://www.econbiz.de/10001019387
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