Marius Strittmatter und Economics - Info zur Person

(1 - 7 von 7

)

Journal of Futures Markets, John Wiley & Sons, Ltd.RePEc: Research Papers in Economics

ideas.repec.org

by Maria Kyriacou & Jose Olmo & Marius Strittmatter. January 2021, Volume 41, Issue The Chinese warrant bubble: A fundamental analysis by Yintian Wang ...

Optimal portfolio allocation using option‐implied informationRePEc: Research Papers in Economics

ideas.repec.org

von M Kyriacou · · Zitiert von: 2 — Maria Kyriacou & Jose Olmo & Marius Strittmatter, "Optimal portfolio allocation using option‐implied information," Journal of Futures Markets, John ...

Optimal portfolio allocation using option‐implied informationWiley Online Library

onlinelibrary.wiley.com

von M Kyriacou · · Zitiert von: 2 — ... Marius Strittmatter,. Marius Strittmatter. Economics Department, University of Southampton, Southampton, United Kingdom. Search for more papers ...

StartseiteGoogle Sites

sites.google.com

Marius Strittmatter. About me. My research interest is in the area of financial economics and econometrics. Previous work focuses on exploiting information ...

使用期权隐含信息优化投资组合分配,Journal of Futures ...x-mol.com

www.x-mol.com

— Maria Kyriacou 1 , Jose Olmo 1, 2 , Marius Strittmatter 1. Affiliation. Economics Department University of Southampton Southampton United ... › paper

Nonparametric Risk Management and Implied Risk AversionSemantic Scholar

www.semanticscholar.org

— Uncovering the Distribution of Option Implied Risk Aversion · Maria KyriacouJose OlmoMarius Strittmatter. Economics. Journal of Mathematical ...

Recovering Risk Aversion from Option Prices and Realized ...Semantic Scholar

www.semanticscholar.org

— ... Marius Strittmatter. Economics. Journal of Mathematical Finance This paper explores the dynamics of risk aversion of a representative ...

Alle Infos zum Namen "Marius Strittmatter"

Verwandte Suchanfragen zu Marius Strittmatter

Maria Kyriacou
Jose Olmo
Jennifer Coerdts

Stephanie Löschinger

Person "Strittmatter" (3)
Vorname "Marius" (10384)
Name "Strittmatter" (457)

sortiert nach Relevanz / Datum

Erweiterte Suche

Person-Suchen: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Marius Strittmatter und Economics Person-Info