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USA
Volatilität
84
Theorie
72
Theory
72
Risikomanagement
62
Optionspreistheorie
52
Portfoliomanagement
46
risk management
46
Schätzung
43
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42
United States
42
Zinsstruktur
42
portfolio management
42
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38
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38
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38
Schweiz
38
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36
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34
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33
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33
Switzerland
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Kreditrisiko
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Börsenkurs
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Capital income
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Audrino, Francesco
20
Barone-Adesi, Giovanni
16
Corsi, Fulvio
5
Trojani, Fabio
4
Colangelo, Dominik
3
Mancini, Loriano
3
Whaley, Robert E.
3
Engle, Robert F.
2
Kostrov, Alexander
2
Medeiros, Marcelo C.
2
Morck, Randall
2
Ortega, Juan-Pablo
2
Behm, Ulrich
1
Blumer, Andreas
1
Brown, Keith C.
1
Brughelli, Moreno
1
Carcano, Nicola
1
Cyr, Don J.
1
Dall'O, Hakim
1
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1
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1
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Shefrin, Hersh
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1
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1
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Universität Zürich / Institut für Schweizerisches Bankwesen
6
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
9
Bank- und finanzwirtschaftliche Forschungen
5
Advances in futures and options research : a research annual
4
Working papers on finance
4
Research paper series / Swiss Finance Institute
3
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2
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1
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1
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1
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1
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1
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
1
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ECONIS (ZBW)
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1
Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
Saved in:
2
Tree-structured multiple regimes in interest rates
Audrino, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 338-353
Persistent link: https://www.econbiz.de/10003349357
Saved in:
3
The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni
- In:
Journal of financial economics
17
(
1986
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10001015115
Saved in:
4
A test of calendar seasonalities in stock market risk implied from index futures options
Barone-Adesi, Giovanni
- In:
International review of economics & finance : IREF
3
(
1994
)
3
,
pp. 327-340
Persistent link: https://www.econbiz.de/10001177829
Saved in:
5
Stationarity tests of the market model for security returns
Barone-Adesi, Giovanni
- In:
Journal of accounting, auditing & finance
7
(
1992
)
3
,
pp. 369-378
Persistent link: https://www.econbiz.de/10001160660
Saved in:
6
A test of rational expectations in the index options market
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 137-147
Persistent link: https://www.econbiz.de/10001123292
Saved in:
7
Efficient analytic approximation of American option values
Barone-Adesi, Giovanni
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 301-320
Persistent link: https://www.econbiz.de/10001047785
Saved in:
8
On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
Saved in:
9
On the use of implied volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 147-165
Persistent link: https://www.econbiz.de/10001196347
Saved in:
10
Agency problems in pension fund management
Barone-Adesi, Giovanni
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
4
(
1988
)
2
,
pp. 659-674
Persistent link: https://www.econbiz.de/10001062440
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