//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Explicit Representation of Cos...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
155
Portfolio selection
67
Portfolio-Management
67
Risiko
45
Risk
45
Option pricing theory
42
Optionspreistheorie
42
Risikomaß
35
Risk measure
35
Risk management
33
Risikomanagement
32
Correlation
22
Korrelation
22
Option trading
19
Optionsgeschäft
19
Volatility
17
Derivat
16
Derivative
16
Lebensversicherung
16
Life insurance
16
Stochastic process
16
Stochastischer Prozess
16
Risikoaversion
15
Risk aversion
15
Volatilität
15
Capital income
13
Kapitaleinkommen
13
Statistical distribution
13
Statistische Verteilung
13
Black-Scholes model
12
Mathematical programming
12
Mathematische Optimierung
12
Measurement
12
Messung
12
Risikomodell
12
Risk model
12
Black-Scholes-Modell
11
CAPM
11
Credit risk
11
more ...
less ...
Online availability
All
Free
80
Undetermined
23
CC license
1
Type of publication
All
Book / Working Paper
83
Article
72
Type of publication (narrower categories)
All
Article in journal
67
Aufsatz in Zeitschrift
67
Graue Literatur
13
Non-commercial literature
13
Arbeitspapier
12
Working Paper
12
Aufsatz im Buch
4
Book section
4
Conference paper
1
Konferenzbeitrag
1
Reprint
1
more ...
less ...
Language
All
English
155
Author
All
Vanduffel, Steven
84
Bernard, Carole
65
Boyle, Phelim P.
42
Dhaene, Jan
20
Goovaerts, Marc J.
13
Rüschendorf, Ludger
13
Yao, Jing
7
Kaas, R.
6
Kazzi, Rodrigue
5
Tian, Weidong
5
Boudt, Kris
4
Ken Seng Tan
4
Le Courtois, Olivier
4
MacKay, Anne
4
Puccetti, Giovanni
4
Vyncke, David
4
Wang, Tan
4
Ye, Jiang
4
Chen, An
3
Chen, Jit Seng
3
Cornilly, Dries
3
Darkiewicz, G.
3
De Gennaro Aquino, Luca
3
Denuit, Michel
3
Jakobsons, Edgars
3
Laeven, R. J. A.
3
Landsman, Zinoviy
3
Rheinberger, Christoph M.
3
Treich, Nicolas
3
Algaba, Andres
2
Anthropelos, Michail
2
Bondarenko, Oleg
2
Caporin, Massimiliano
2
Chernih, Andrew
2
De Vecchi, Corrado
2
Feng, Shui
2
Hardy, Mary Rosalyn
2
He, Xue Dong
2
Jiang, Ruihong
2
Levante, Lucia
2
more ...
less ...
Institution
All
Institute of Finance and Accounting <London>
1
Judge Institute of Management Studies
1
Published in...
All
Insurance / Mathematics & economics
7
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
AFI
4
European journal of operational research : EJOR
4
Applied mathematical finance
3
Journal of financial and quantitative analysis : JFQA
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Advances in futures and options research : a research annual
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Finance and stochastics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
The European journal of finance
2
The Geneva risk and insurance review
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Tijdschrift voor economie en management
2
4OR : a quarterly journal of operations research
1
American journal of agricultural economics
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
Economics letters
1
Financial risk in insurance
1
Forthcoming in Quantitative Finance
1
Handbook of Insurance : Volume II
1
IDEI working papers
1
IFA working paper
1
Journal of economic behavior & organization : JEBO
1
Journal of financial economics
1
Journal of pension economics and finance
1
Journal of the Operational Research Society
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
155
Showing
1
-
10
of
155
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A natural hedge for equity indexed annuities
Bernard, Carole
;
Boyle, Phelim P.
- In:
Annals of actuarial science : publ. by the Institute of …
5
(
2011
)
2
,
pp. 211-230
Persistent link: https://www.econbiz.de/10009297550
Saved in:
2
Power options in executive compensation
Bernard, Carole
;
Boyle, Phelim P.
;
Chen, Jit Seng
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 9-20
Persistent link: https://www.econbiz.de/10011687178
Saved in:
3
Positive weights on the efficient frontier
Boyle, Phelim P.
- In:
North American actuarial journal
18
(
2014
)
4
,
pp. 462-477
Persistent link: https://www.econbiz.de/10011338980
Saved in:
4
The quality option and timing option in futures contracts
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001063255
Saved in:
5
A lattice framework for option pricing with two state variables
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
Saved in:
6
Options: a Monte Carlo approach
Boyle, Phelim P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 233-248)
.
1999
Persistent link: https://www.econbiz.de/10001772457
Saved in:
7
Risk-based capital for financial institutions
Boyle, Phelim P.
- In:
Financial risk in insurance
,
(pp. 47-61)
.
1995
Persistent link: https://www.econbiz.de/10001288425
Saved in:
8
Applications of randomized low discrepancy sequences to the valuation of complex securities
Ken Seng Tan
;
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
Saved in:
9
Quadratic interest rate models as approximations to effective rate models
Boyle, Phelim P.
;
Tian, Wei Dong
- In:
The journal of fixed income
9
(
1999
)
3
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001448124
Saved in:
10
Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->