//--> //--> //--> //-->
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 mathematical finance"
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: "Hedging"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
16
Portfolio selection
9
Portfolio-Management
9
Theorie
9
Theory
9
Derivat
6
Derivative
6
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
5
Volatility
3
Volatilität
3
Börsenkurs
2
CAPM
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Pension fund
2
Pensionskasse
2
Private Altersvorsorge
2
Private retirement provision
2
Risiko
2
Risk
2
Share price
2
2n-Order Approximation
1
ALM
1
ARCH model
1
ARCH-Modell
1
Alternative ETFs
1
Altersvorsorge
1
Anlageverhalten
1
Arbitrage
1
Arbitrage-Free
1
Basis Risk
1
Basis-Risk Model
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Nkeki, Charles I.
2
Cao, Ling Yan
1
Duedahl, Sindre
1
Goutte, Stéphane
1
Greenberg, Doron
1
Guo, Xu
1
Guo, Zheng-feng
1
Ieda, Masashi
1
Lakner, Peter
1
Le, Truc
1
Lien, Da-hsiang Donald
1
Lin, Peter C. L.
1
Lungu, E. M.
1
Mataramvura, Sure
1
Nakano, Yumiharu
1
Nygren, Lan Ma
1
Offen, E. R.
1
Okoro, Joshua O.
1
Orlando, Albina
1
Parker, Gary
1
Pucci, Mario
1
Shalit, Haim
1
Su, Yi Kai
1
Takino, Kazuhiro
1
Wong, Wing Keung
1
Wu, Chun-chou
1
Yamashita, Takashi
1
more ...
less ...
Published in...
All
Journal of mathematical finance
The journal of futures markets
331
IMF Working Papers
161
International journal of theoretical and applied finance
119
Energy economics
118
Finance research letters
113
Journal of banking & finance
113
International review of financial analysis
90
International review of economics & finance : IREF
82
Finance and stochastics
75
IMF Staff Country Reports
71
Insurance / Mathematics & economics
68
NBER working paper series
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
MPRA Paper
64
Journal of financial economics
62
Applied economics
58
Economic modelling
56
The review of financial studies
56
Working paper / National Bureau of Economic Research, Inc.
55
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
51
Applied mathematical finance
50
European journal of operational research : EJOR
49
The journal of finance : the journal of the American Finance Association
48
Journal of economic dynamics & control
47
International Journal of Theoretical and Applied Finance (IJTAF)
46
The European journal of finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
NBER Working Paper
43
Research paper series / Swiss Finance Institute
43
Finance and Stochastics
41
Quantitative finance
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Journal of international financial markets, institutions & money
39
Risks : open access journal
39
Research in international business and finance
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Applied financial economics
35
Economics Papers from University Paris Dauphine
35
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging
the treasury lock
Pucci, Mario
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 301-324
Persistent link: https://www.econbiz.de/10012210202
Saved in:
2
Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina
;
Parker, Gary
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
Saved in:
3
On asymptotic behaviors of exponential
hedging
in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
4
Alternative alphas from hedge fund ETF speculation
Lin, Peter C. L.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 34-42
Persistent link: https://www.econbiz.de/10011543076
Saved in:
5
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
6
Good approximation of exponential utility function for optimal futures
hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
Saved in:
7
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
8
A liability tracking approach to long term management of pension funds
Ieda, Masashi
;
Yamashita, Takashi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 392-400
Persistent link: https://www.econbiz.de/10010239531
Saved in:
9
Optimal variational portfolios with inflation protection strategy and efficient frontier of expected value of wealth for a defined contributory pension scheme
Okoro, Joshua O.
;
Nkeki, Charles I.
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 476-486
Persistent link: https://www.econbiz.de/10010240789
Saved in:
10
Optimal portfolio strategy with discounted stochastic cash inflows
Nkeki, Charles I.
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 130-137
Persistent link: https://www.econbiz.de/10010240812
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->