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~isPartOf:"The European journal of finance"
~language:"eng"
~language:"spa"
~subject:"Derivative"
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Portfolio selection
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Bajo, Emanuele
1
Barbi, Massimiliano
1
Branger, Nicole
1
Breuer, Beate
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Búa, Milagros Vivel
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Chen, Fei
1
Cheng, Jie
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The European journal of finance
International journal of theoretical and applied finance
19
Journal of banking & finance
15
The journal of futures markets
15
European journal of operational research : EJOR
13
Quantitative finance
10
Advances in futures and options research : a research annual
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Energy economics
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Finance and stochastics
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of derivatives : JOD
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Journal of financial and quantitative analysis : JFQA
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The journal of fixed income
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International review of financial analysis
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Finance research letters
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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Springer Texts in Business and Economics
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Asia-Pacific financial markets
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
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The Frank J. Fabozzi series
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The credit derivatives handbook : global perspectives, innovations, and market drivers
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of finance
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1
Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca
;
Longo, Giovanni
;
Zanotti, Giovanna
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236
Saved in:
2
How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
Cheng, Jie
;
Hong, Yi
;
Tao, Juan
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 909-940
Persistent link: https://www.econbiz.de/10011715223
Saved in:
3
Optimal derivatives : portfolios, payoffs and preferences
O'Sullivan, Patrick
;
Edelman, David
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1224-1236
Persistent link: https://www.econbiz.de/10011715385
Saved in:
4
Is value creation consistent with currency hedging?
Búa, Milagros Vivel
;
Otero-González, Luis
;
Fernández …
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 912-945
Persistent link: https://www.econbiz.de/10011301963
Saved in:
5
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
6
Optimal hedging of variance derivatives
Crosby, John
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
Saved in:
7
Risk sharing in a financial market with endogenous option prices
Wenzelburger, Jan
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 491-517
Persistent link: https://www.econbiz.de/10010243599
Saved in:
8
Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Chen, Fei
;
Sutcliffe, Charles M. S.
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
Saved in:
9
Discrete-time implementation of continuous-time portfolio strategies
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10003954449
Saved in:
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