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ECONIS (ZBW)
2,409
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1
Dynamic correlation or tail dependence
hedging
for portfolio selection
Elkamhi, Redouane
;
Stefanova, Denitsa
-
2011
Persistent link: https://www.econbiz.de/10008907847
Saved in:
2
Dynamic correlation or tail dependence
hedging
for portfolio selection
Elkamhia, Redouane
;
Stefanova, Denitsa
-
2010
implications and cannot substitute each other. We alsoisolate the
hedging
demands due to macroeconomic and market conditions that …
Persistent link: https://www.econbiz.de/10011383108
Saved in:
3
Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas
;
Dert, Cees
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001884326
Saved in:
4
Optimal
hedging
with the Vector Autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
We derive the optimal
hedging
ratios for a portfolio of assets driven by a Cointegrated Vector Autoregressive model …
Persistent link: https://www.econbiz.de/10010244526
Saved in:
5
Theory
of dynamic portfolio choice for maximization of survival probability
Roy, Santanu
-
1992
Persistent link: https://www.econbiz.de/10000122474
Saved in:
6
A real options perspective on R&D portfolio diversification
Bekkum, Sjoerd van
;
Pennings, Enrico
;
Smit, Han T. J.
-
2008
Persistent link: https://www.econbiz.de/10003645082
Saved in:
7
Retirement flexibility and portfolio choice in general equilibrium
Adema, Yvonne
;
Bonenkamp, Jan
;
Meijdam, Lex
-
2011
Persistent link: https://www.econbiz.de/10008907844
Saved in:
8
Modeling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad
;
Vaart, Aad W. van der
;
Lucas, André
-
2006
Persistent link: https://www.econbiz.de/10003392203
Saved in:
9
The downside risk of heavy tails induces low diversification
Hyung, Namwon
;
Vries, Casper G. de
-
2010
Persistent link: https://www.econbiz.de/10008655194
Saved in:
10
Stochastic dominance efficiency analysis of diversified portfolios : classification, comparison and refinements
Lizyayev, Andrey
-
2010
Persistent link: https://www.econbiz.de/10008655195
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