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Hedging international foreign exchange risks via option based portfolio insurance
Yin, Libo; Han, Liyan - In: Computational economics 45 (2015) 1, pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
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Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
Ritter, Matthias; Mußhoff, Oliver; Odening, Martin - In: Computational economics 44 (2014) 1, pp. 67-86
Persistent link: https://www.econbiz.de/10010396231
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Options and structured products in behavioral portfolios
Das, Sanjiv R.; Statman, Meir - In: Journal of economic dynamics & control 37 (2013) 1, pp. 137-153
Persistent link: https://www.econbiz.de/10009703606
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Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En; Syu, Jia-Hao; Chen, Chien-Ming - In: Computational economics 59 (2022) 4, pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
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Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets
Kang, Sang Hoon; Yoon, Seong-min; Bekiros, Stelios; … - In: Computational economics 56 (2020) 2, pp. 529-545
Persistent link: https://www.econbiz.de/10012272046
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Equal risk pricing under convex trading constraints
Guo, Ivan; Zhu, Song-Ping - In: Journal of economic dynamics & control 76 (2017), pp. 136-151
Persistent link: https://www.econbiz.de/10011817212
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Optimal portfolios when variances and covariances can jump
Branger, Nicole; Muck, Matthias; Seifried, Frank Thomas; … - In: Journal of economic dynamics & control 85 (2017), pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
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It only takes a few moments to hedge options
Barletta, Andrea; Santucci de Magistris, Paolo; Sloth, David - In: Journal of economic dynamics & control 100 (2019), pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
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Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin - In: Journal of economic dynamics & control 106 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
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Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of economic dynamics & control 86 (2018), pp. 49-71
Persistent link: https://www.econbiz.de/10011973854