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~accessRights:"restricted"
~subject:"CAPM"
~subject:"Hedging"
~subject:"Schätzung"
~subject:"Unvollkommener Markt"
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Martingal
240
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240
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98
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81
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Li, Jia
5
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3
Herdegen, Martin
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Campi, Luciano
2
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Hodoshima, Jiro
2
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7
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Swiss Finance Institute Research Paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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Thought-leadership in supply chain finance and risk management
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1
Arbitrage theory in a market of stochastic dimension
Bayraktar, Erhan
;
Kim, Donghan
;
Tilva, Abhishek
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 847-895
Persistent link: https://www.econbiz.de/10014565276
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2
Joint normality test for the returns on the futures and spot
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
-
2024
Persistent link: https://www.econbiz.de/10015046717
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3
No free lunch for markets with multiple numéraires
Carassus, Laurence
- In:
Journal of mathematical economics
104
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014231303
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4
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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5
A continuous-time asset market game with short-lived assets
Zhitlukhin, M. V.
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 587-630
Persistent link: https://www.econbiz.de/10013440236
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6
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
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7
Quadratic hedging of risk neutral values
Secomandi, Nicola
- In:
Energy economics
112
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013350771
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8
Operations revenue insurance
Guiotto, Paolo
;
Roncoroni, Andrea
;
Tédongap, Roméo
- In:
Thought-leadership in supply chain finance and risk …
,
(pp. 27-52)
.
2022
Persistent link: https://www.econbiz.de/10013334716
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9
On exchange rate predictability and adaptive market hypothesis in South Africa
Tweneboah, George
;
Asamoah, Michael Effah
;
Owusu …
- In:
Journal of African business
23
(
2022
)
4
,
pp. 984-1008
Persistent link: https://www.econbiz.de/10013417091
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10
Adaptive market hypothesis : the story of the stock markets and COVID-19 pandemic
Okorie, David Iheke
;
Lin, Boqiang
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822166
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