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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Currency derivative"
~subject:"Portfolio-Management"
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Currency derivative
Portfolio-Management
Hedging
129
Theorie
64
Theory
64
Option pricing theory
63
Optionspreistheorie
63
Derivat
35
Derivative
35
Portfolio selection
32
Stochastic process
30
Stochastischer Prozess
30
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21
Optionsgeschäft
21
Volatility
20
Volatilität
20
Black-Scholes model
16
Black-Scholes-Modell
16
Incomplete market
16
Unvollkommener Markt
16
hedging
12
Credit risk
9
Kreditrisiko
9
Martingal
8
Martingale
8
Swap
8
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8
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8
Börsenkurs
5
CAPM
5
Credit derivative
5
Experiment
5
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5
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5
Risikomanagement
5
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5
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5
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5
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5
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5
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4
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31
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3
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Charpin, Françoise
2
Hess, Markus
2
Lacaze, Dominique
2
Melʹnikov, Aleksandr V.
2
Roache, Shaun K.
2
Ahcan, Ales
1
Attie, Alexander P.
1
Attié, Alexander P.
1
Barkbu, Bergljot Bjørnson
1
Bielecki, Tomasz R.
1
Bouveret, Géraldine
1
Brigo, Damiano
1
Brodén, Mats
1
Buescu, Cristin
1
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1
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1
Christodoulou, Panagiotis
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Korn, Olaf
1
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1
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1
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1
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1
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IMF working paper
International journal of theoretical and applied finance
The journal of futures markets
68
Finance research letters
44
International review of financial analysis
40
Energy economics
34
International review of economics & finance : IREF
33
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32
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23
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23
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22
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19
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18
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17
Mathematical finance : an international journal of mathematics, statistics and financial theory
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17
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15
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15
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15
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14
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14
Risks : open access journal
13
Global finance journal
12
Journal of international financial markets, institutions & money
12
NBER Working Paper
12
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
11
Journal of empirical finance
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
The journal of portfolio management : a publication of Institutional Investor
11
Working paper / National Bureau of Economic Research, Inc.
11
Advances in futures and options research : a research annual
10
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10
SpringerLink / Bücher
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ECONIS (ZBW)
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1
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
2
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
3
Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin
;
Zivoi, Danijel
;
Ṥikić, Mario
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
Saved in:
4
Conditional-mean
hedging
under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
5
Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis
;
Detering, Nils
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
Saved in:
6
Portfolio optimization under a quantile
hedging
constraint
Bouveret, Géraldine
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
Saved in:
7
On the numerical aspects of optimal option
hedging
with transaction costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
Saved in:
8
On mean-variance
hedging
under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
9
A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano
;
Buescu, Cristin
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
Saved in:
10
Efficient
hedging
for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
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