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~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~subject:"Derivat"
~subject:"Hedgefonds"
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Derivat
Hedgefonds
Hedging
47
Theorie
29
Theory
29
Portfolio selection
23
Portfolio-Management
23
Option pricing theory
15
Optionspreistheorie
15
Derivative
9
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Intertemporal hedging
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Augustin, Patrick
1
Backhaus, Jochen
1
Badescu, Alexandru
1
Barletta, Andrea
1
Chang, Chien-hung
1
Cheng, Jun
1
Elliott, Robert J.
1
Ewald, Christian-Oliver
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
Oliva, Immacolata
1
Poncet, Patrice
1
Račev, Svetlozar T.
1
Renò, Roberto
1
Saleh, Fahad
1
Santucci de Magistris, Paolo
1
Shirvani, Abootaleb
1
Siu, Tak Kuen
1
Sloth, David
1
To, Minh-chau
1
Xu, Haohua
1
Zhang, Gongqiu
1
Zhang, Hai
1
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Journal of economic dynamics & control
The journal of futures markets
96
Energy economics
43
Journal of banking & finance
39
International journal of theoretical and applied finance
35
International review of financial analysis
26
Journal of financial economics
25
International review of economics & finance : IREF
24
The European journal of finance
21
Finance research letters
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of financial and quantitative analysis : JFQA
16
Quantitative finance
16
Applied economics
15
Applied mathematical finance
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
12
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
11
Journal of risk and financial management : JRFM
11
Review of derivatives research
11
Review of quantitative finance and accounting
11
Working paper / Centre for Financial Research
11
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
10
Working paper
10
Discussion papers / CEPR
9
European journal of operational research : EJOR
9
The journal of fixed income
9
The review of financial studies
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
International business and economics research journal
8
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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
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:
3
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:
4
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
5
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:
6
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
Ewald, Christian-Oliver
;
Zhang, Hai
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011708768
Saved in:
7
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:
8
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:
9
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:
10
Futures market equilibrium with heterogeneity and a spot market at harvest
Fouda, Henri
;
Kryzanowski, Lawrence
;
To, Minh-chau
- In:
Journal of economic dynamics & control
25
(
2001
)
5
,
pp. 805-824
Persistent link: https://www.econbiz.de/10001561693
Saved in:
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