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~isPartOf:"Computational economics"
~isPartOf:"The European journal of finance"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Derivat
85
Derivative
85
Option pricing theory
34
Optionspreistheorie
34
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22
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22
Hedging
21
Volatility
17
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Aufsatz in Zeitschrift
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English
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Bajo, Emanuele
1
Barbi, Massimiliano
1
Bekiros, Stelios
1
Branger, Nicole
1
Breuer, Beate
1
Búa, Milagros Vivel
1
Chen, Chien-Ming
1
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1
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1
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1
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1
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1
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1
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1
O'Sullivan, Patrick
1
Odening, Martin
1
Otero-González, Luis
1
Ritter, Matthias
1
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1
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Schlag, Christian
1
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1
Syu, Jia-Hao
1
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1
Uddin, Mohammed Gazi Salah
1
Wenzelburger, Jan
1
Wu, Mu-En
1
Yin, Libo
1
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Computational economics
The European journal of finance
International journal of theoretical and applied finance
19
Finanzmarkt und Portfolio-Management
18
Journal of banking & finance
16
The journal of futures markets
15
European journal of operational research : EJOR
13
Quantitative finance
10
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
International review of financial analysis
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of derivatives : JOD
9
Journal of financial and quantitative analysis : JFQA
8
Swiss journal of economics and statistics
8
The journal of fixed income
8
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of asset management
7
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
The journal of computational finance
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
Financial markets and portfolio management
5
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5
Review of derivatives research
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of finance
4
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Die Bank
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European financial management : the journal of the European Financial Management Association
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
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ECONIS (ZBW)
14
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date (oldest first)
1
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
Saved in:
2
Is value creation consistent with currency hedging?
Búa, Milagros Vivel
;
Otero-González, Luis
;
Fernández …
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 912-945
Persistent link: https://www.econbiz.de/10011301963
Saved in:
3
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
4
Optimal hedging of variance derivatives
Crosby, John
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
Saved in:
5
How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
Cheng, Jie
;
Hong, Yi
;
Tao, Juan
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 909-940
Persistent link: https://www.econbiz.de/10011715223
Saved in:
6
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
Saved in:
7
Risk sharing in a financial market with endogenous option prices
Wenzelburger, Jan
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 491-517
Persistent link: https://www.econbiz.de/10010243599
Saved in:
8
Discrete-time implementation of continuous-time portfolio strategies
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10003954449
Saved in:
9
Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Chen, Fei
;
Sutcliffe, Charles M. S.
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
Saved in:
10
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
Saved in:
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