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~person:"Alexander, Carol"
~person:"Lioui, Abraham"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Hedging
22
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13
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13
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9
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7
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7
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5
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Aufsatz in Zeitschrift
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Alexander, Carol
Lioui, Abraham
Lien, Da-hsiang Donald
82
Broll, Udo
73
Kit, Pong Wong
48
Wahl, Jack E.
27
Mensi, Walid
25
Kang, Sang Hoon
24
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23
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17
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16
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13
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13
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13
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13
Xuan Vinh Vo
13
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12
Lee, Cheng F.
12
Moosa, Imad A.
12
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12
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11
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11
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11
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11
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11
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11
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10
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10
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10
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10
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10
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9
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9
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The journal of futures markets
4
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3
Journal of banking & finance
3
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3
Journal of international money and finance
2
Energy economics
1
International journal of theoretical and applied finance
1
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Journal of financial stability
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
22
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22
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1
Delta
hedging
bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
2
Crypto quanto and inverse options
Alexander, Carol
;
Chen, Ding
;
Imeraj, Arben
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
Saved in:
3
Hedging
with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
4
Risk-adjusted valuation for real option decisions
Alexander, Carol
;
Chen, Xi
;
Ward, Charles W. R.
- In:
Journal of economic behavior & organization : JEBO
191
(
2021
),
pp. 1046-1064
Persistent link: https://www.econbiz.de/10013186689
Saved in:
5
Price discovery in Bitcoin : the impact of unregulated markets
Alexander, Carol
;
Hecker, Daniel Frank
- In:
Journal of financial stability
50
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012392165
Saved in:
6
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
7
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
8
Time consistent vs. time inconsistent dynamic asset allocation : some utility cost calculations for mean variance preferences
Lioui, Abraham
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1066-1096
Persistent link: https://www.econbiz.de/10009738267
Saved in:
9
The (de)merits of minimum-variance
hedging
: application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
- In:
Energy economics
36
(
2013
),
pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
Saved in:
10
Regime-dependent smile-adjusted delta
hedging
Alexander, Carol
;
Rubinov, Alexander
;
Kalepky, Markus
; …
- In:
The journal of futures markets
32
(
2012
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10009620587
Saved in:
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