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subject:"Hedging"
~person:"Agarwal, Vikas"
~person:"Mitra, Sovan"
~subject:"Optionspreistheorie"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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6
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Agarwal, Vikas
Mitra, Sovan
Hammoudeh, Shawkat
18
Wang, Ruodu
14
Wong, Wing Keung
14
Fabozzi, Frank J.
13
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Platen, Eckhard
12
Gollier, Christian
11
Kakushadze, Zura
11
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11
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11
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11
Eeckhoudt, Louis R.
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Rüschendorf, Ludger
10
Melʹnikov, Aleksandr V.
9
Müller, Fernanda Maria
9
Tiwari, Aviral Kumar
9
Bouri, Elie
8
Dhaene, Jan
8
Jarrow, Robert A.
8
Satchell, Stephen
8
Vanduffel, Steven
8
Wong, Hoi Ying
8
Bali, Turan G.
7
Bhansali, Vineer
7
Branger, Nicole
7
Chen, An
7
Furman, Edward
7
Ghorbel, Ahmed
7
Korn, Ralf
7
Lioui, Abraham
7
Martellini, Lionel
7
Zenios, Stauros Andrea
7
Bielecki, Tomasz R.
6
Brandtner, Mario
6
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6
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European journal of operational research : EJOR
2
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2
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1
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1
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1
International journal of sustainable economy
1
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ECONIS (ZBW)
10
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10
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1
An analysis of dollar cost averaging and market timing investment strategies
Kirkby, J. Lars
;
Mitra, Sovan
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1168-1186
Persistent link: https://www.econbiz.de/10012291635
Saved in:
2
Asset prices and changes in risk within a bivariate model
Jokung Nguena, Octave
;
Mitra, Sovan
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10012308006
Saved in:
3
Stock-ADR arbitrage : microstructure risk
Mitra, Sovan
;
Chinthalapati, V. L. Raju
;
Clark, Ephraim
; …
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012263282
Saved in:
4
Alpha or beta in the eye of the beholder : what drives hedge fund flows?
Agarwal, Vikas
;
Green, Tracy Clifton
;
Ren, Honglin
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 417-434
Persistent link: https://www.econbiz.de/10011968929
Saved in:
5
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
6
Tail risk in hedge funds : a unique view from portfolio holdings
Agarwal, Vikas
;
Ruenzi, Stefan
;
Weigert, Florian
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 610-636
Persistent link: https://www.econbiz.de/10011751864
Saved in:
7
Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
8
Pricing and risk management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Saved in:
9
Energy-based assets : modelling, option pricing and delta hedging with transaction costs
Mitra, Sovan
- In:
International journal of sustainable economy
3
(
2011
)
1
,
pp. 20-43
Persistent link: https://www.econbiz.de/10008825411
Saved in:
10
Risks and portfolio decisions involving hedge funds
Agarwal, Vikas
;
Naik, Narayan Y.
- In:
The review of financial studies
17
(
2004
)
1
,
pp. 63-98
Persistent link: https://www.econbiz.de/10001907097
Saved in:
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