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~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~subject:"Black-Scholes model"
~subject:"Hedge fund"
~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
Hedge fund
Hedging
138
Portfolio selection
54
Portfolio-Management
54
Theorie
43
Theory
43
Volatility
38
Volatilität
38
Derivat
33
Derivative
33
Option pricing theory
32
Optionspreistheorie
32
Welt
18
World
18
Commodity derivative
16
Rohstoffderivat
16
Stochastic process
16
Stochastischer Prozess
16
Estimation
15
Risikomanagement
15
Risk management
15
Schätzung
15
ARCH model
14
ARCH-Modell
14
Spillover effect
12
Spillover-Effekt
12
Hedging effectiveness
10
Hedgefonds
9
Risiko
9
Risk
9
CAPM
8
Capital income
8
Gold
8
Hedge
8
Kapitaleinkommen
8
USA
8
United States
8
Hedge funds
7
Aktienmarkt
6
Anlageverhalten
6
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Article
15
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Article in journal
Government document
Graue Literatur
Non-commercial literature
Aufsatz in Zeitschrift
15
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English
15
Author
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Anderson, Keith
2
Azevedo, Alcino
2
El Kalak, Izidin
2
Hudson, Robert
2
Li, Baibing
2
Stafylas, Dimitrios
2
Tee, Kaihong
2
Uddin, Moshfique
2
Ahn, Hyungsok
1
Cohen, Samuel N.
1
Duck, Peter
1
Ekström, Erik
1
Harris, Richard D. F.
1
Hitaj, Asmerilda
1
Howell, Sydney D.
1
Johnson, Paul
1
Li, Chenlu
1
Ma, Tianyi
1
Mazibas, Murat
1
Muni, Adviti
1
Noori, Mohammad
1
Papanicolaou, George
1
Ramirez, Hugo Eduardo
1
Reisinger, Christoph
1
Sircar, Kaushik Ronnie
1
Swindle, Glen H.
1
Trabelsi, Faouzi
1
Trad, Abdelhamid
1
Tysk, Johan
1
Vanden, Joel M.
1
Wang, Sheng
1
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Applied mathematical finance
International review of financial analysis
International journal of theoretical and applied finance
17
Journal of financial economics
15
Journal of banking & finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The European journal of finance
10
Journal of financial and quantitative analysis : JFQA
9
Finance research letters
8
Journal of derivatives & hedge funds
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International review of economics & finance : IREF
7
Journal of empirical finance
7
Quantitative finance
7
The journal of asset management
7
Working paper / Centre for Financial Research
7
Journal of investment management : JOIM
6
Applied economics
5
Economic modelling
5
International business and economics research journal
5
CoFE discussion papers
4
Discussion paper / Tinbergen Institute
4
Discussion papers / CEPR
4
Finance and stochastics
4
Financial analysts' journal : FAJ
4
Financial markets and portfolio management
4
The North American journal of economics and finance : a journal of financial economics studies
4
The review of financial studies
4
Applied financial economics
3
European financial management : the journal of the European Financial Management Association
3
Finance and economics discussion series
3
IFA working paper
3
International journal of economics and finance
3
Journal of economic dynamics & control
3
Journal of financial markets
3
Mathematical methods of operations research
3
Research in finance
3
Research paper series / Swiss Finance Institute
3
Review of Pacific Basin financial markets and policies
3
Review of finance : journal of the European Finance Association
3
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ECONIS (ZBW)
15
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1
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:
2
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
3
Timing the volatility risk of beta anomaly : evidence from hedge fund strategies
Ma, Tianyi
;
Tee, Kaihong
;
Li, Baibing
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013395938
Saved in:
4
Are hedge funds active market liquidity timers?
Li, Chenlu
;
Li, Baibing
;
Tee, Kaihong
- In:
International review of financial analysis
67
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012299122
Saved in:
5
The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo
;
Johnson, Paul
;
Duck, Peter
; …
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
Saved in:
6
Hedge fund performance attribution under various market conditions
Stafylas, Dimitrios
;
Anderson, Keith
;
Uddin, Moshfique
- In:
International review of financial analysis
56
(
2018
),
pp. 221-237
Persistent link: https://www.econbiz.de/10012006267
Saved in:
7
Recent advances in hedge funds' performance attribution : performance persistence and fundamental factors
Stafylas, Dimitrios
;
Anderson, Keith
;
Uddin, Moshfique
- In:
International review of financial analysis
43
(
2016
),
pp. 48-61
Persistent link: https://www.econbiz.de/10011623711
Saved in:
8
Reviewing the hedge funds literature II : hedge funds' returns and risk management characteristics
El Kalak, Izidin
;
Azevedo, Alcino
;
Hudson, Robert
- In:
International review of financial analysis
48
(
2016
),
pp. 55-66
Persistent link: https://www.econbiz.de/10011624396
Saved in:
9
Reviewing the hedge funds literature I : hedge funds and hedge funds' managerial characteristics
El Kalak, Izidin
;
Azevedo, Alcino
;
Hudson, Robert
- In:
International review of financial analysis
48
(
2016
),
pp. 85-97
Persistent link: https://www.econbiz.de/10011624404
Saved in:
10
Comparison of two methods for superreplication
Ekström, Erik
;
Tysk, Johan
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10009561234
Saved in:
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