//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~subject:"Derivat"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Financial+hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Theory
Hedging
47
Theorie
29
Portfolio selection
23
Portfolio-Management
23
Option pricing theory
15
Optionspreistheorie
15
Derivative
9
Volatility
9
Volatilität
9
Stochastic process
8
Stochastischer Prozess
8
CAPM
7
Transaction costs
7
Transaktionskosten
7
Incomplete market
5
Risiko
5
Risk
5
Unvollkommener Markt
5
Capital income
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Dynamic programming
3
Dynamische Optimierung
3
Option trading
3
Optionsgeschäft
3
Anleihe
2
Bond
2
Credit risk
2
Estimation
2
Hedge fund
2
Hedge funds
2
Hedgefonds
2
Intertemporal hedging
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Schätzung
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Lioui, Abraham
3
Branger, Nicole
2
Kouwenberg, Roy
2
Munk, Claus
2
Poncet, Patrice
2
Aliprantis, Charalambos D.
1
Augustin, Patrick
1
Backhaus, Jochen
1
Badescu, Alexandru
1
Barletta, Andrea
1
Beltratti, Andrea
1
Berkelaar, Arjan B.
1
Brock, William A.
1
Brown, D. J.
1
Chang, Chien-hung
1
Cheng, Jun
1
Clewlow, Les
1
Dissanayake, Ruchith
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fouda, Henri
1
Frey, Rüdiger
1
Gondzio, Jacek
1
Hodges, Stewart D.
1
Hommes, Cars H.
1
Howe, M. A.
1
Hu, Yuan
1
Huang, Kevin X. D.
1
Hénaff, Patrick
1
Ibraimi, Meriton
1
Kryzanowski, Lawrence
1
Larsen, Linda Sandris
1
Laurant, Andrea
1
Lei, Yaoting
1
Leippold, Markus
1
Li, Jing
1
Li, Kai
1
Li, Lingfei
1
Lin, Yueh-neng
1
Lindquist, W. Brent
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
The journal of futures markets
181
International journal of theoretical and applied finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Journal of banking & finance
60
Energy economics
59
Finance and stochastics
54
International review of economics & finance : IREF
39
Journal of financial economics
38
Finance research letters
37
Applied mathematical finance
33
Insurance / Mathematics & economics
31
European journal of operational research : EJOR
30
International review of financial analysis
30
NBER working paper series
30
Working paper / National Bureau of Economic Research, Inc.
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
The journal of finance : the journal of the American Finance Association
27
Economic modelling
26
The European journal of finance
26
American journal of agricultural economics
25
Journal of multinational financial management
24
Applied economics
23
Quantitative finance
23
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
22
NBER Working Paper
22
Risks : open access journal
22
The journal of corporate finance : contracting, governance and organization
22
The review of financial studies
22
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Research paper series / Swiss Finance Institute
20
The North American journal of economics and finance : a journal of financial economics studies
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Discussion paper / Centre for Economic Policy Research
19
Journal of financial and quantitative analysis : JFQA
19
Journal of international money and finance
19
Journal of risk and financial management : JRFM
19
Working paper
19
Economics letters
17
CoFE discussion papers
16
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
7
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
8
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:
9
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:
10
Costly arbitrage through pairs trading
Lei, Yaoting
;
Xu, Jing
- In:
Journal of economic dynamics & control
56
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011574546
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->