Marius Strittmatter und Maria Kyriacou - Info zur Person

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

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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

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

Marius Strittmatter - Articles - Scientific Research Publishingwww.scirp.org › journal › articles

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Maria Kyriacou, Jose Olmo, Marius Strittmatter · Journal of Mathematical Finance Vol.9 No.2，March 14, DOI: jmf Downloads 2,

Journal of Futures Markets: Vol 41, No 2Wiley

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Maria Kyriacou, Jose Olmo, Marius Strittmatter,. Pages: ; First Published: 01 December › toc

Journal of Mathematical Finance - oalibwww.oalib.com › journal

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Maria Kyriacou, Jose Olmo, Marius Strittmatter · Study on the Systemic Risk of China's Stock Markets under Risk-Neutral Conditions · Shibo Dai, Handong Li · A ...

Curriculum Vitæ Dr. Maria KyriacouWordPress.com

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— PhD students: Marius Strittmatter, present; Chi Wan Cheang, 2013–2017 (2nd supervisor), place- ment: Southampton Business School. MSc ...

Items where Division is "Faculties (pre reorg) > Faculty of...

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Uncovering the distribution of option implied risk aversion - Maria Kyriacou, Jose Olmo and Marius Strittmatter. Type: Article | Using geospatial modelling ...

LOGNORMAL-MIXTURE DYNAMICS AND CALIBRATION ...World Scientific Publishing

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von D BRIGO · · Zitiert von: 208 — Maria Kyriacou, Jose Olmo and Marius Strittmatter. 1 December | Journal of Futures Markets, Vol. 41, No. 2. Optimal portfolio of an investor in a ...

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

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