//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
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
Dynamic hedging in incomplete...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,517
Theory
1,517
Estimation
349
Schätzung
349
Portfolio selection
206
Portfolio-Management
206
USA
177
United States
176
Time series analysis
110
Zeitreihenanalyse
110
Capital income
107
Kapitaleinkommen
107
Welt
87
World
87
Forecasting model
86
Prognoseverfahren
86
Großbritannien
83
United Kingdom
83
Volatility
81
Volatilität
81
Börsenkurs
65
Risiko
65
Share price
65
Risk
64
Aktienmarkt
61
Stock market
61
Economic growth
60
Inflation
60
Wirtschaftswachstum
60
Geldpolitik
59
Monetary policy
59
Hedging
56
Cointegration
53
Kointegration
53
Estimation theory
52
Schätztheorie
52
CAPM
50
Wechselkurs
50
Exchange rate
49
ARCH model
48
more ...
less ...
Online availability
All
Undetermined
576
Free
13
Type of publication
All
Article
1,700
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
1,674
Aufsatz in Zeitschrift
1,674
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
more ...
less ...
Language
All
English
1,702
Author
All
Moosa, Imad A.
10
Sengupta, Jati K.
9
Fabozzi, Frank J.
8
Gil-Alaña, Luis A.
8
Taylor, Mark P.
8
Afonso, Oscar
6
Bahmani-Oskooee, Mohsen
6
Gupta, Rangan
6
Yoon, Seong-min
6
Blazsek, Szabolcs
5
Clements, Kenneth W.
5
Dalamagas, Basil A.
5
Goodwin, Barry K.
5
Hammoudeh, Shawkat
5
Ramiah, Vikash
5
Shukur, Ghazi
5
Tiwari, Aviral Kumar
5
Bairam, Erkin İbrahim
4
Bonaparte, Yosef
4
Brorsen, B. Wade
4
Grobys, Klaus
4
Hatemi-J, Abdulnasser
4
Hernandez, Jose Arreola
4
Kim, Jong-Min
4
Leybourne, Stephen James
4
Lien, Da-hsiang Donald
4
Lin, Jyh-horng
4
Serletis, Apostolos
4
Sjölander, Pär
4
Tawadros, George B.
4
Turner, Paul
4
Baffoe-Bonnie, John
3
Barbi, Massimiliano
3
Bikker, Jacob A.
3
Brent, Robert J.
3
Caporale, Guglielmo Maria
3
Chambers, Marcus J.
3
Chen, Guan-ru
3
Chenavaz, Régis
3
Chung, Chanjin
3
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
7,229
Working paper / National Bureau of Economic Research, Inc.
6,824
NBER Working Paper
6,488
Economics letters
5,329
European journal of operational research : EJOR
5,140
Discussion paper / Centre for Economic Policy Research
4,653
CESifo working papers
3,674
Journal of economic theory
2,909
Working paper
2,885
Journal of economic dynamics & control
2,545
Discussion paper / Tinbergen Institute
2,421
The American economic review
2,395
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Discussion paper series / IZA
2,252
Journal of economic behavior & organization : JEBO
2,252
Europäische Hochschulschriften / 5
2,212
International journal of production research
1,960
European economic review : EER
1,940
CESifo Working Paper
1,888
SpringerLink / Bücher
1,870
Games and economic behavior
1,864
Discussion paper
1,843
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,835
The economic journal : the journal of the Royal Economic Society
1,806
Economic modelling
1,790
Journal of banking & finance
1,785
Journal of public economics
1,760
Discussion paper / Center for Economic Research, Tilburg University
1,691
Journal of econometrics
1,650
CESifo Working Paper Series
1,603
Management science : journal of the Institute for Operations Research and the Management Sciences
1,603
IZA Discussion Paper
1,518
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,515
IMF working papers
1,456
Journal of monetary economics
1,431
Discussion papers / CEPR
1,425
Public choice
1,392
International economic review
1,377
Social choice and welfare
1,317
more ...
less ...
Source
All
ECONIS (ZBW)
1,702
Showing
1
-
10
of
1,702
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging
effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
2
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
3
Estimation and arbitrage opportunities for exchange rate baskets
Mercurio, Danilo
;
Torricelli, Costanza
- In:
Applied economics
35
(
2003
)
15
,
pp. 1689-1698
Persistent link: https://www.econbiz.de/10001819656
Saved in:
4
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
5
Hedging
and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
6
Value of hedge and expected returns
Ma, Jinpeng
;
Tang, Max
;
Wang, Yuming
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3373-3398
Persistent link: https://www.econbiz.de/10011617244
Saved in:
7
Analysing dynamic linkages and
hedging
strategies between Islamic and conventional sector equity indexes
Mensi, Walid
;
Hammoudeh, Shawkat
;
Sensoy, Ahmet
;
Yoon, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2456-2479
Persistent link: https://www.econbiz.de/10011819434
Saved in:
8
A comparison of pricing and
hedging
performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
9
The consumption-real exchange rate anomaly : nontraded goods and distribution services
Tuesta, Vincente
- In:
Applied economics
45
(
2013
)
1/3
,
pp. 255-271
Persistent link: https://www.econbiz.de/10009713043
Saved in:
10
Macroeconomics with financial frictions : a survey
Brunnermeier, Markus Konrad
;
Eisenbach, Thomas M.
; …
-
2013
Persistent link: https://www.econbiz.de/10010231726
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->