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~isPartOf:"Annals of finance"
~isPartOf:"Applied economics"
~subject:"Derivat"
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Search: subject_exact:"Rohstoff-Hedging"
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Derivat
Hedging
70
Portfolio selection
29
Portfolio-Management
29
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23
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23
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17
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12
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12
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Leung, Tim
2
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Augusto, Mário Gomes
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Byström, H. N. E.
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Annals of finance
Applied economics
The journal of futures markets
91
Energy economics
43
International journal of theoretical and applied finance
34
Journal of banking & finance
28
International review of financial analysis
19
International review of economics & finance : IREF
17
Quantitative finance
17
Applied mathematical finance
15
Finance research letters
15
Journal of multinational financial management
14
The European journal of finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
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11
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11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
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9
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9
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
European financial management : the journal of the European Financial Management Association
8
European journal of operational research : EJOR
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of corporate finance : contracting, governance and organization
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The journal of finance : the journal of the American Finance Association
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Economic modelling
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Insurance / Mathematics & economics
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
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Risks : open access journal
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Advances in futures and options research : a research annual
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Agricultural finance review
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ECONIS (ZBW)
17
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17
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1
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
3
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
4
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
5
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
6
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
7
Risk management and value creation : new evidence for Brazilian non-financial companies
Santos, Rogiene Batista dos
;
Lima, Fabiano Guasti
; …
- In:
Applied economics
49
(
2017
)
58
,
pp. 5815-5827
Persistent link: https://www.econbiz.de/10011845812
Saved in:
8
Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
Saved in:
9
Is hedging successful at reducing financial risk exposure?
Jorge, Maria João
;
Augusto, Mário Gomes
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3695-3713
Persistent link: https://www.econbiz.de/10011621161
Saved in:
10
Optimal gasoline hedging strategies using futures contracts and exchange-traded funds
Sukcharoen, Kunlapath
;
Choi, Hankyeung
;
Leatham, David J.
- In:
Applied economics
47
(
2015
)
31/33
,
pp. 3482-3498
Persistent link: https://www.econbiz.de/10011293520
Saved in:
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