Hedging with automatic liquidation and leverage selection on bitcoin futures
Year of publication: |
2023
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Authors: | Alexander, Carol ; Deng, Jun ; Zou, Bin |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 306.2023, 1 (1.4.), p. 478-493
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Subject: | Finance | Cryptocurrency | Leverage | Liquidation | Perpetual swap | Hedging | Virtuelle Währung | Virtual currency | Liquidität | Liquidity | Kapitalstruktur | Capital structure | Swap | Betriebliche Liquidität | Corporate liquidity | Derivat | Derivative | Portfolio-Management | Portfolio selection | Finanzintermediation | Financial intermediation | Theorie | Theory | Risikomanagement | Risk management |
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