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isPartOf:"CoFE Discussion Paper"
subject:"Hedging"
~accessRights:"restricted"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~subject:"Estimation theory"
~type_genre:"Article in journal"
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Hedging
Estimation theory
Risikomanagement
72
Risk management
72
Portfolio selection
41
Portfolio-Management
41
Theorie
41
Theory
41
Risikomaß
30
Risk measure
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Benth, Fred Espen
1
Buccheri, G.
1
Buehler, Hans
1
Christensen, Troels Sønderby
1
Coleman, Thomas F.
1
Glasserman, Paul
1
Glau, Kathrin
1
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1
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1
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1
Rohde, Victor
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CoFE Discussion Paper
Finance and stochastics
International journal of theoretical and applied finance
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Energy economics
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Finance research letters
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14
European journal of operational research : EJOR
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9
International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Pacific-Basin finance journal
6
International journal of financial engineering
5
International review of economics & finance : IREF
5
The journal of risk model validation
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Journal of risk
4
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
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The journal of corporate finance : contracting, governance and organization
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Astin bulletin : the journal of the International Actuarial Association
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Accounting horizons : a quarterly publication of the American Accounting Association
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American journal of agricultural economics
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ECONIS (ZBW)
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1
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
2
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
3
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
4
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
5
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
6
Option hedging using LSTM-RNN : an empirical analysis
Zhang, Junhuan
;
Huang, Wenjun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1753-1772
Persistent link: https://www.econbiz.de/10012653710
Saved in:
7
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
8
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
9
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
10
Deep hedging
Buehler, Hans
;
Gonon, Lukas
;
Teichmann, Josef
;
Wood, Ben
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1271-1291
Persistent link: https://www.econbiz.de/10012194788
Saved in:
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