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~person:"Conlon, Thomas"
~person:"Platen, Eckhard"
~subject:"Bewertung"
~subject:"Hedging"
~subject:"Portfolio-Management"
~subject:"Risikoprämie"
~type:"article"
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Search: ("Konjunktur" OR "Rohstoff" OR "Rohstoffpreis") AND NOT isPartOf:Wirtschaftsdienst
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Bewertung
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7
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5
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5
Derivat
4
Derivative
4
Welt
4
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4
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3
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3
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3
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7901 05-05-14; 7835/0206
1
Actuarial valuation
1
Anleihe
1
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1
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1
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Conlon, Thomas
Platen, Eckhard
Lien, Da-hsiang Donald
87
Broll, Udo
84
Kit, Pong Wong
53
Wahl, Jack E.
35
Kang, Sang Hoon
27
Hammoudeh, Shawkat
26
Mensi, Walid
26
Fabozzi, Frank J.
20
Bouri, Elie
19
Li, Johnny Siu-Hang
17
Nguyen, Duc Khuong
16
Faff, Robert W.
15
Alexander, Carol
14
Benth, Fred Espen
14
Madan, Dilip B.
14
Tiwari, Aviral Kumar
14
Carr, Peter
13
Ghorbel, Ahmed
13
Melʹnikov, Aleksandr V.
13
Miffre, Joëlle
13
Moosa, Imad A.
13
Roubaud, David
13
Xuan Vinh Vo
13
Alghalith, Moawia
12
Cotter, John
12
Lee, Cheng F.
12
Umar, Zaghum
12
Yousaf, Imran
12
Zilcha, Itzhak
12
García, Philip
11
Kabanov, Jurij M.
11
Lai, Yu-Sheng
11
Lucey, Brian M.
11
Pennings, Joost M. E.
11
Shrestha, Keshab
11
Yoon, Seong-min
11
Dionne, Georges
10
Lioui, Abraham
10
Myers, Robert J.
10
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International review of financial analysis
3
Applied mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Economics letters
1
Energy economics
1
International journal of theoretical and applied finance
1
Journal of commodity markets
1
Journal of commodity markets : JCM
1
Mathematics and financial economics
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
18
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1
Forecasting the price of oil : a cautionary note
Conlon, Thomas
;
Cotter, John
;
Eyiah-Donkor, Emmanuel
- In:
Journal of commodity markets : JCM
33
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014526497
Saved in:
2
Seeking a shock haven : Hedging extreme upward oil price changes
Conlon, Thomas
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543955
Saved in:
3
Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
4
Composite jet fuel cross-hedging
Cao, Min
;
Conlon, Thomas
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014426766
Saved in:
5
Inflation and cryptocurrencies revisited : A time-scale analysis
Conlon, Thomas
;
Corbet, Shaen
;
McGee, Richard J.
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012887006
Saved in:
6
Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
Saved in:
7
Does corporate hedging enhance shareholder value? : a meta-analysis
Bessler, Wolfgang
;
Conlon, Thomas
;
Huan, Xing
- In:
International review of financial analysis
61
(
2019
),
pp. 222-232
Persistent link: https://www.econbiz.de/10012206995
Saved in:
8
Is gold a hedge against inflation? : a wavelet time-scale perspective
Conlon, Thomas
;
Lucey, Brian M.
;
Uddin, Mohammed Gazi Salah
- In:
Review of quantitative finance and accounting
51
(
2018
)
2
,
pp. 317-345
Persistent link: https://www.econbiz.de/10012037097
Saved in:
9
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
10
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
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