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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
~subject:"Hedgefonds"
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Search: subject_exact:"Rohstoff-Hedging"
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Derivat
Hedgefonds
Hedging
115
Option pricing theory
62
Optionspreistheorie
62
Theorie
55
Theory
55
Derivative
34
Portfolio selection
30
Portfolio-Management
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hedging
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Aurell, Erik
2
Crépey, S.
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Hess, Markus
2
Jeanblanc, Monique
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2
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1
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Lacaze, Dominique
1
Liu, Qing
1
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International journal of theoretical and applied finance
The journal of futures markets
96
Energy economics
43
Journal of banking & finance
39
International review of financial analysis
26
Journal of financial economics
25
International review of economics & finance : IREF
24
Finance research letters
21
The European journal of finance
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Quantitative finance
17
Applied mathematical finance
16
Journal of financial and quantitative analysis : JFQA
16
Applied economics
15
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
14
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 financial economics
12
Journal of derivatives & hedge funds
12
NBER working paper series
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The journal of finance : the journal of the American Finance Association
12
Economic modelling
11
European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
11
Journal of risk and financial management : JRFM
11
Review of derivatives research
11
Review of quantitative finance and accounting
11
Working paper
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Working paper / Centre for Financial Research
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Hedge funds : structure, strategies, and performance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of corporate finance : contracting, governance and organization
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Discussion papers / CEPR
9
European journal of operational research : EJOR
9
The journal of fixed income
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global finance journal
8
International business and economics research journal
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ECONIS (ZBW)
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1
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
2
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
3
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:
4
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
5
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:
6
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
7
Simplified hedge for path-dependent derivatives
Bernard, Carole
;
Tang, Junsen
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011568749
Saved in:
8
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
9
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
10
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
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