//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~subject:"Derivat"
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
Search: subject:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Theory
1,384
Theorie
1,383
Portfolio selection
570
Portfolio-Management
570
Capital income
272
Kapitaleinkommen
272
USA
241
Estimation
239
United States
239
Schätzung
238
Credit risk
222
Kreditrisiko
222
Yield curve
221
Zinsstruktur
221
Volatility
213
Volatilität
212
Option pricing theory
208
Optionspreistheorie
208
Börsenkurs
183
Share price
183
CAPM
178
Bank
164
Risk
153
Risiko
151
Risikoprämie
148
Risk premium
148
Anlageverhalten
133
Behavioural finance
133
Risikomaß
128
Risk measure
128
Welt
127
World
127
Financial crisis
120
Finanzkrise
120
Risikomanagement
111
Risk management
111
Forecasting model
109
Prognoseverfahren
109
Derivative
102
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
102
Type of publication (narrower categories)
All
Article in journal
101
Aufsatz in Zeitschrift
101
Language
All
English
102
Author
All
Baule, Rainer
2
Dark, Jonathan
2
Escobar, Marcos
2
Fuertes, Ana María
2
Fusai, Gianluca
2
Lioui, Abraham
2
Longstaff, Francis A.
2
Miffre, Joëlle
2
Norden, Lars
2
Shkel, David Sebastian
2
Tavin, Bertrand
2
Wagner, Wolf
2
Abaffy, J.
1
Adam-Müller, Axel F. A.
1
Akhigbe, Aigbe O.
1
Alexander, S.
1
Allen, Linda
1
Baldeaux, Jan
1
Barbachan, José Santiago Fajardo
1
Barone, Emilio
1
Barro, Diana
1
Barsotti, Flavia
1
Bartram, Söhnke M.
1
Benninga, Simon
1
Bertocchi, Marida
1
Bertoni, Fabio
1
Boloorforoosh, Ali
1
Breuer, Peter
1
Byrne, Mark J.
1
Caldana, Ruggero
1
Chan, Kalok
1
Chan, Yue-cheong
1
Chang, Charles
1
Chateau, Jean-Pierre D.
1
Chatrath, Arjun
1
Chen, Tsung-kang
1
Cheng, Benjamin
1
Chi, Cheng-ming
1
Choi, Jong-yeon
1
Christie-David, Rohan
1
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of futures markets
174
International journal of theoretical and applied finance
155
Applied mathematical finance
78
Energy economics
59
Review of derivatives research
55
Quantitative finance
52
European journal of operational research : EJOR
49
Finance and stochastics
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The journal of computational finance
41
NBER working paper series
40
Journal of financial and quantitative analysis : JFQA
39
Journal of economic dynamics & control
38
Journal of financial economics
38
The journal of finance : the journal of the American Finance Association
38
Advances in futures and options research : a research annual
37
International review of financial analysis
37
Journal of mathematical finance
36
The European journal of finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
35
International review of economics & finance : IREF
34
SpringerLink / Bücher
34
NBER Working Paper
32
Finance research letters
31
The review of financial studies
31
Economics letters
30
The North American journal of economics and finance : a journal of financial economics studies
30
International journal of financial engineering
29
Working paper / National Bureau of Economic Research, Inc.
29
The journal of derivatives : JOD
27
The journal of fixed income
27
Risks : open access journal
26
Insurance / Mathematics & economics
24
Journal of econometrics
23
Applied economics
22
The journal of credit risk : published quarterly by Incisive Media
22
Applied economics letters
21
Applied financial economics
20
Computational economics
20
more ...
less ...
Source
All
ECONIS (ZBW)
102
Showing
1
-
10
of
102
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
2
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
3
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
4
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
5
Fair-washing in the market for structured retail products? : voluntary self-regulation versus government regulation
Baule, Rainer
;
Münchhalfen, Patrick
;
Shkel, David Sebastian
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248285
Saved in:
6
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
7
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
8
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
9
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
10
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->