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~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Black-Scholes model"
~subject:"Derivat"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Rohstoff-Hedging"
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Black-Scholes model
Derivat
Hedging
161
Portfolio selection
56
Portfolio-Management
56
Theorie
47
Theory
47
Derivative
43
Volatility
42
Volatilität
42
Option pricing theory
36
Optionspreistheorie
36
Risikomanagement
20
Risk management
20
Welt
20
World
20
Stochastic process
18
Stochastischer Prozess
18
Commodity derivative
17
Estimation
17
Rohstoffderivat
17
Schätzung
17
ARCH model
14
ARCH-Modell
14
USA
13
United States
13
Spillover effect
12
Spillover-Effekt
12
Hedge fund
11
Hedgefonds
11
Hedging effectiveness
11
CAPM
10
Capital income
10
Kapitaleinkommen
10
Risiko
10
Risk
10
Gold
9
Hedge
9
Option trading
8
Optionsgeschäft
8
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7
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Article in journal
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Graue Literatur
Non-commercial literature
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49
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English
49
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Lien, Da-hsiang Donald
3
Bessler, Wolfgang
2
Shaffer, David R.
2
Ahn, Hyungsok
1
Aly, Sidi Mohamed Ould
1
Antonakakis, Nikolaos
1
Badran, Alexander
1
Baldeaux, Jan
1
Barth, Andrea
1
Becherer, Dirk
1
Belghitar, Yacine
1
Benth, Fred Espen
1
Biegler-König, Richard
1
Bouzianis, George
1
Chen, Ren-Raw
1
Chen, Rongda
1
Chen, Yu-Lun
1
Chiu, Chih-Chieh
1
Clark, Ephraim
1
Cohen, Samuel N.
1
Conlon, Thomas
1
Dunbar, Kwamie
1
Echaust, Krzysztof
1
Ekström, Erik
1
Floros, Christos
1
Frijns, Bart
1
Gau, Yin-feng
1
Geyer-Klingeberg, Jerome
1
Goard, Joanna
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Hang, Markus
1
Hilliard, Jitka
1
Hitaj, Asmerilda
1
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1
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1
Howison, Sam
1
Huan, Xing
1
Hughston, Lane P.
1
Hussain, Nazim
1
Jacques, Sébastien
1
Jaimungal, Sebastian
1
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Applied mathematical finance
International review of financial analysis
Review of quantitative finance and accounting
The journal of futures markets
94
International journal of theoretical and applied finance
45
Energy economics
43
Journal of banking & finance
30
Quantitative finance
20
Finance research letters
17
International review of economics & finance : IREF
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
The European journal of finance
15
Journal of multinational financial management
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Applied economics
11
Journal of financial economics
11
Journal of risk and financial management : JRFM
11
Working paper
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Applied financial economics
9
Computational economics
9
Journal of economic dynamics & control
9
Review of derivatives research
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of fixed income
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
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
Insurance / Mathematics & economics
8
International journal of financial engineering
8
The journal of corporate finance : contracting, governance and organization
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
The journal of finance : the journal of the American Finance Association
8
Advances in futures and options research : a research annual
7
Annals of finance
7
Economic modelling
7
Finance and stochastics
7
Investment management and financial innovations
7
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
49
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1
Do foreign currency risk management strategies increase value in family business?
Mefteh-Wali, Salma
;
Hussain, Nazim
- In:
International review of financial analysis
93
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543583
Saved in:
2
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
3
Robust risk-aware option hedging
Wu, David
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10015051231
Saved in:
4
To hedge or not to hedge? : cryptocurrencies, gold and oil against stock market risk
Echaust, Krzysztof
;
Just, Małgorzata
;
Kliber, Agata
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543972
Saved in:
5
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
6
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
Saved in:
7
Are commodity futures a hedge against inflation? : a Markov-switching approach
Liu, Chunbo
;
Zhang, Xuan
;
Zhou, Zhiping
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248412
Saved in:
8
Predicting inflation expectations : a habit-based explanation under hedging
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467052
Saved in:
9
Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean
;
Chen, Ren-Raw
;
Xu, Yuewu
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
Saved in:
10
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
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