//--> //--> //-->
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
~subject:"Hedging"
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: subject:"Liquidity cost"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
liquidity cost
16
Liquidity cost
7
Xetra liquidity measure (XLM)
6
asset liquidity
6
price impact
6
Theorie
5
Theory
5
Portfolio selection
4
Portfolio-Management
4
risk measurement
4
Market liquidity
3
Marktliquidität
3
Value-at-Risk
3
Wertpapierhandel
3
market liquidity risk
3
Agent-based artificial stock market
2
Agricultural Finance
2
Bayesian MCMC
2
Bayesian estimation
2
Bid-ask spread
2
Börsenkurs
2
Geld-Brief-Spanne
2
Liquidity
2
Liquidität
2
Livestock Production/Industries
2
Marketing
2
Order-driven
2
Risikomaß
2
Securities trading
2
Zero-intelligence traders
2
bid-ask spread determinants
2
lean hog futures
2
live cattle futures
2
market depth
2
market microstructure
2
overview
2
weighted spread
2
Agent-based modeling
1
Agentenbasierte Modellierung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Christodoulou, Panagiotis
1
Detering, Nils
1
Lee, Kyungsub
1
Meyer-Brandis, Thilo
1
Seo, Byoung Ki
1
Published in...
All
Applied economics
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
2
Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis
;
Detering, Nils
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->