Concepedia
Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao · 2013 · 16 citations · 17 references
EconomicsPortfolio OptimizationAsset PricingCev ModelManagementBusinessAsset AllocationOptimal InvestmentDefined-contribution PensionIntertemporal Portfolio ChoiceFinancial EngineeringPortfolio AllocationFinance
17
The dynamics of stochastic volatility: evidence from underlying and options markets
Christopher S. Jones · Journal of Econometrics · 2003 · 534 citations
Option Pricing, Multivariate Stochastic Volatility, Financial Economics +10
Risk-Neutral Skewness: Evidence from Stock Options
Patrick J. Dennis, Stewart Mayhew · Journal of Financial and Quantitative Analysis · 2002 · 448 citations
Empirical Finance, Market Microstructure, Option Pricing +14
The Constant Elasticity of Variance Option Pricing Model
John C. Cox · The Journal of Portfolio Management · 1996 · 387 citations
Option Pricing, Financial Economics, Asset Pricing +6
Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
Andrew J. G. Cairns, David Blake, Kevin Dowd · Journal of Economic Dynamics and Control · 2005 · 314 citations
Economics, Portfolio Optimization, Asset Pricing +8
Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
Jean‐François Boulier, ShaoJuan Huang, Grégory Taillard · Insurance Mathematics and Economics · 2001 · 286 citations
Economics, Asset Pricing, Fund Management +9