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Weighted average price management of manufacturer sales on commodity exchanges
Vavilov, Sergey A.; Kuznetsov, Konstantin S. - In: International journal of financial engineering 5 (2018) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10011923065
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A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno; Glück, Thorsten - In: Journal of banking & finance 60 (2015), pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
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Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An; Nguyen, Thai; Rach, Manuel Matthias - In: Journal of banking & finance 123 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
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Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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Bank balance sheet risk allocation
Júdice, Pedro; Zhu, Qiji Jim - In: Journal of banking & finance 133 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013256446
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A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young; Poshakwale, Sunil S. - In: Journal of banking & finance 106 (2019), pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
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Drivers of solvency risk : are microfinance institutions different?
Schulte, Markus; Winkler, Adalbert - In: Journal of banking & finance 106 (2019), pp. 403-426
Persistent link: https://www.econbiz.de/10012224325
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An equilibrium model of risk management spillover
Huang, Shiyang; Jiang, Ying; Qiu, Zhigang; Ye, Zhiqiang - In: Journal of banking & finance 107 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012224486
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Do hedge funds dynamically manage systematic risk?
Namvar, Ethan; Phillips, Blake; Pukthuanthong, Kuntara; … - In: Journal of banking & finance 64 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011634227