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Corporate use of derivatives and excess value of diversification
Lin, J. Barry; Pantzalis, Christos; Park, Jung Chul - In: Journal of banking & finance 31 (2007) 3, pp. 889-913
Persistent link: https://www.econbiz.de/10003429844
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Trading strategies with partial access to the derivatives market
Muck, Matthias - In: Journal of banking & finance 34 (2010) 6, pp. 1288-1298
Persistent link: https://www.econbiz.de/10003978387
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Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen - In: Journal of banking & finance 34 (2010) 6, pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413
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Portfolio diversification in energy markets
Galvani, Valentina; Plourde, André - In: Energy economics 32 (2010) 2, pp. 257-268
Persistent link: https://www.econbiz.de/10003954602
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Pricing currency derivatives under the benchmark approach
Baldeaux, Jan; Grasselli, Martino; Platen, Eckhard - In: Journal of banking & finance 53 (2015), pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
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Downside risk and the energy hedger's horizon
Conlon, Thomas; Cotter, John - In: Energy economics 36 (2013), pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
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Hedge funds, CDOs and the financial crisis : an empirical investigation of the "Magnetar trade"
Mählmann, Thomas - In: Journal of banking & finance 37 (2013) 2, pp. 537-548
Persistent link: https://www.econbiz.de/10009705620
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Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Energy economics 51 (2015), pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
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On the use of the moment-matching technique for pricing and hedging multi-asset spread options
Pellegrino, Tommaso; Sabino, Piergiacomo - In: Energy economics 45 (2014), pp. 172-185
Persistent link: https://www.econbiz.de/10010504771