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World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
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Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin
Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224
Persistent link: https://www.econbiz.de/10012416442
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The interaction among production, hedging and investment decisions
Alghalith, Moawia - In: Economic modelling 30 (2013), pp. 193-195
Persistent link: https://www.econbiz.de/10009703688
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Hedging strategies and minimal variance portfolios for European and exotic options in a Lévy Market
Yip, Wing Yan; Stephens, David; Olhede, Sofia - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 617-646
Persistent link: https://www.econbiz.de/10008666962
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Hedging the portfolio of raw materials and the commodity under the mark-to-market risk
Fu, Junhui; Zhang, Wei-guo; Yao, Zheng; Zhang, Xili - In: Economic modelling 29 (2012) 4, pp. 1070-1075
Persistent link: https://www.econbiz.de/10009667441
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Modeling hedge fund exposure to risk factors
Jawadi, Fredj; Khanniche, Sabrina - In: Economic modelling 29 (2012) 4, pp. 1003-1018
Persistent link: https://www.econbiz.de/10009667457
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Risk management and firm value : evidence from weather derivatives
Pérez-González, Francisco; Yun, Hayong - In: The journal of finance : the journal of the American … 68 (2013) 5, pp. 2143-2176
Persistent link: https://www.econbiz.de/10010204667
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Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Economic modelling 42 (2014), pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
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Equity portfolio insurance against a benchmark : setting, replication and optimality
Bahaji, Hamza - In: Economic modelling 40 (2014), pp. 382-391
Persistent link: https://www.econbiz.de/10010425588
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Limit theorems for partial hedging under transaction costs
Dolinsky, Yan - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 567-597
Persistent link: https://www.econbiz.de/10010486001