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~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~subject:"Capital income"
~subject:"Derivat"
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Search: subject_exact:"Financial+hedging"
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Capital income
Derivat
Hedging
49
Theorie
31
Theory
31
Portfolio selection
23
Portfolio-Management
23
Option pricing theory
15
Optionspreistheorie
15
Volatility
10
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10
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9
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8
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7
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Ankirchner, Stefan
1
Augustin, Patrick
1
Backhaus, Jochen
1
Badescu, Alexandru
1
Barletta, Andrea
1
Chang, Chien-hung
1
Cheng, Jun
1
Dissanayake, Ruchith
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fouda, Henri
1
Frey, Rüdiger
1
Hu, Yuan
1
Ibraimi, Meriton
1
Kryzanowski, Lawrence
1
Leippold, Markus
1
Li, Jing
1
Li, Lingfei
1
Lin, Yueh-neng
1
Lindquist, W. Brent
1
Lioui, Abraham
1
Perras, Patrizia Julia
1
Poncet, Patrice
1
Račev, Svetlozar T.
1
Saleh, Fahad
1
Santucci de Magistris, Paolo
1
Schneider, Judith Christiane
1
Schweizer, Nikolaus
1
Shirvani, Abootaleb
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Siu, Tak Kuen
1
Sloth, David
1
To, Minh-chau
1
Wagner, Niklas F.
1
Xu, Haohua
1
Zhang, Gongqiu
1
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Journal of economic dynamics & control
The journal of futures markets
102
Energy economics
50
Journal of banking & finance
38
International journal of theoretical and applied finance
34
International review of financial analysis
27
International review of economics & finance : IREF
25
Finance research letters
23
Applied economics
21
Journal of financial economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The European journal of finance
19
Quantitative finance
18
Journal of multinational financial management
16
Applied mathematical finance
15
Journal of financial and quantitative analysis : JFQA
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Working paper
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of risk and financial management : JRFM
12
Economic modelling
11
NBER working paper series
11
Review of quantitative finance and accounting
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied financial economics
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
European financial management : the journal of the European Financial Management Association
10
European journal of operational research : EJOR
10
Review of derivatives research
10
The journal of finance : the journal of the American Finance Association
10
The journal of fixed income
10
Computational economics
9
Global finance journal
9
International journal of financial engineering
9
Journal of derivatives & hedge funds
9
Journal of international financial markets, institutions & money
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Research in international business and finance
9
The journal of corporate finance : contracting, governance and organization
9
Working paper / Centre for Financial Research
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ECONIS (ZBW)
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Geographic distribution of firms and expected stock returns
Dissanayake, Ruchith
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014535820
Saved in:
3
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
4
Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
Saved in:
5
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
6
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
7
Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan
;
Schneider, Judith Christiane
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
Saved in:
8
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
9
On pricing and hedging options in regime-switching models with feedback effect
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alexandru
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 694-713
Persistent link: https://www.econbiz.de/10009240566
Saved in:
10
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
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