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Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, Berend; Engwerda, Jacob Christiaan; Schumacher, Hans - 1999
Persistent link: https://www.econbiz.de/10000168292
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Longevity risk and natural hedge potential in portfolios of life insurance products : the effect of investment risk
Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand - 2011
Persistent link: https://www.econbiz.de/10008988371
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Risk spillovers and hedging : why do firms invest too much in systemic risk?
Willems, Bert; Morbee, Joris - 2011
Persistent link: https://www.econbiz.de/10009126512
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Economic hedging portfolios
Goorbergh, Rob Willem Jean van den (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001869610
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The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost (contributor); Klaassen, Pieter (contributor) - 2000
Persistent link: https://www.econbiz.de/10001528991
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Hedging double barriers with singles
Sbuelz, Alessandro (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001533272
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An empirical analysis of the hedging effectiveness of currency futures
Jong, Abe de; Roon, Frans de; Veld, Chris H. - 1995
Persistent link: https://www.econbiz.de/10000926875
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Analyzing specification errors in models for futures risk premia with hedging pressure
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - 1997
Persistent link: https://www.econbiz.de/10000975669
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Currency hedging for international stock portfolios : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1999
Persistent link: https://www.econbiz.de/10001450569
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Assessing credit with equity : a CEV model with jump to default
Campi, Luciano (contributor); Polbennikov, Simon (contributor) - 2005
Persistent link: https://www.econbiz.de/10002628167