//--> //--> //--> //-->
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
~person:"Fabozzi, Frank J."
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
13
Derivat
6
Derivative
6
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
3
Portfolio-Management
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Currency derivative
2
Exchange rate risk
2
Option pricing
2
Option trading
2
Optionsgeschäft
2
Risikomanagement
2
Risk management
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Welt
2
World
2
Währungsderivat
2
Währungsrisiko
2
American options
1
Arbitrage
1
Asset-Backed Securities
1
Asset-backed securities
1
Beta risk
1
Betafaktor
1
Binomial tree model
1
CAPM
1
Cherny-Shiryaev-Yor invariance principle
1
Cointegration
1
Commercial real estate
1
Commodity exchange
1
Continuous Markov chain
1
Convertible bond
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Aufsatz im Buch
3
Book section
3
Language
All
English
14
Author
All
Fabozzi, Frank J.
Lien, Da-hsiang Donald
82
Broll, Udo
73
Kit, Pong Wong
48
Wahl, Jack E.
27
Mensi, Walid
25
Kang, Sang Hoon
24
Hammoudeh, Shawkat
23
Li, Johnny Siu-Hang
17
Bouri, Elie
16
Madan, Dilip B.
14
Alghalith, Moawia
13
Carr, Peter
13
Melʹnikov, Aleksandr V.
13
Tiwari, Aviral Kumar
13
Xuan Vinh Vo
13
Alexander, Carol
12
Faff, Robert W.
12
Lee, Cheng F.
12
Moosa, Imad A.
12
Yousaf, Imran
12
Ghorbel, Ahmed
11
Lai, Yu-Sheng
11
Lucey, Brian M.
11
Pennings, Joost M. E.
11
Roubaud, David
11
Shrestha, Keshab
11
Umar, Zaghum
11
Conlon, Thomas
10
Cotter, John
10
García, Philip
10
Lioui, Abraham
10
Nguyen, Duc Khuong
10
Yamada, Yuji
10
Yoon, Seong-min
10
Bhansali, Vineer
9
Dionne, Georges
9
Godin, Frédéric
9
Hassan, M. Kabir
9
Jarrow, Robert A.
9
more ...
less ...
Published in...
All
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
1
Computational economics
1
Economics letters
1
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Review of derivatives research
1
The journal of alternative investments
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
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
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
3
A primer on
hedging
with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
4
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
5
An improved method for pricing and
hedging
long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
6
On the estimation of the SABR model's beta parameter : the role of
hedging
in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
7
Stochastic alpha-beta-rho
hedging
for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
8
Commercial real estate risk management with derivatives
Fabozzi, Frank J.
;
Stanescu, Silvia
;
Tunaru, Radu
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
Saved in:
9
Option pricing and
hedging
under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
10
Hedging
real estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
5
,
pp. 92-103
Persistent link: https://www.econbiz.de/10008654014
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->