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Adjustable-band moving average learning strategies for technical analysis : evidence from the Dow Jones Industrial Average
Svogun, Daniel; Rudys, Valentinas - In: Applied economics 56 (2024) 50, pp. 6221-6230
Persistent link: https://www.econbiz.de/10015072440
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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
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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
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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
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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
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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
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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
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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
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Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra; Barai, Parama; Rajib, Prabina - In: Applied economics 50 (2018) 23, pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
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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