Narrow search
Showing 1 - 10 of 41
Cover Image
Optimal investment in hedge funds under loss aversion
Zou, Bin - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Cover Image
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe; Zubelli, Jorge P. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Cover Image
A regime switching approach for hedging tanker shipping freight rates
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Van … - In: Energy economics 49 (2015), pp. 44-59
Persistent link: https://www.econbiz.de/10011536654
Cover Image
Electric sector capacity planning under uncertainty : climate policy and natural gas in the US
Bistline, John E. - In: Energy economics 51 (2015), pp. 236-251
Persistent link: https://www.econbiz.de/10011564838
Cover Image
Extreme risk spillovers between crude oil and stock markets
Du, Limin; He, Yanan - In: Energy economics 51 (2015), pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
Cover Image
Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Energy economics 51 (2015), pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
Cover Image
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen; Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 24 (2021) 2, pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Cover Image
Hedging and investment trade-offs in the U.S. oil industry
Ferriani, Fabrizio; Veronese, Giovanni - In: Energy economics 106 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013202133
Cover Image
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin; Karpathopoulos, Nikolaos - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Cover Image
Capital allocation for set-valued risk measures
Centrone, Francesca; Rosazza Gianin, Emanuela - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10012270884