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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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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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Futures hedging in CSI 300 markets : a comparison between minimum-variance and maximum-utility frameworks
Geng, Qianjie; Wang, Yudong - In: Computational economics 57 (2021) 2, pp. 719-742
Persistent link: https://www.econbiz.de/10012486957
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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