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Deep hedging
Buehler, Hans; Gonon, Lukas; Teichmann, Josef; Wood, Ben - In: Quantitative finance 19 (2019) 8, pp. 1271-1291
Persistent link: https://www.econbiz.de/10012194788
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Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen; Hagenbjörk, Johan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
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The role of transaction costs in risk management of investment projects
Usmanova, Natalya V.; Orlova, Nina A. - In: Journal of advanced research in law and economics : JARLE 7 (2016) 5/19, pp. 1226-1233
Persistent link: https://www.econbiz.de/10011886811
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Stop-loss strategies with serial correlation, regime switching, and transaction costs
Lo, Andrew W.; Remorov, Alexander - In: Journal of financial markets 34 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011815030
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Shortfall risk minimization under fixed transaction costs
Nayman, Niv - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
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Transaction costs and crowding
Chincarini, Ludwig Boris - In: Quantitative finance 18 (2018) 8, pp. 1389-1410
Persistent link: https://www.econbiz.de/10011911547
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Set-valued shortfall and divergence risk measures
Ararat, Çağin; Hamel, Andreas; Rudloff, Birgit - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
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Supply chain resilience : an empirical examination of the bouncing back or forward phenomenon
Dickens, John M.; Anderson, Jason R.; Reiman, Adam; … - In: International journal of logistics : research and … 26 (2023) 2, pp. 190-210
Persistent link: https://www.econbiz.de/10014232263
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Investing with liquid and illiquid assets
Bichuch, Maxim; Guasoni, Paolo - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 119-152
Persistent link: https://www.econbiz.de/10011969098
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Implications of financial transaction costs on the real economy : a note
Pelster, Matthias - In: Contemporary economics 8 (2014) 1, pp. 113-118
hedging strategies of a duopoly. Firms are exposed to demand uncertainty that leads to price risk and can hedge their risk …, we explore the Cournot duopoly with a simultaneous hedging opportunity; second, we analyze the case with a sequential …
Persistent link: https://www.econbiz.de/10010405210