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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~subject:"Hedging"
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Hedging
Portfolio selection
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Lien, Da-hsiang Donald
4
Schweizer, Martin
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3
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Malamud, Semyon
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Soner, Halil Mete
3
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Xuan Vinh Vo
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European journal of operational research : EJOR
Journal of financial economics
Journal of international financial markets, institutions & money
Swiss Finance Institute Research Paper
The journal of futures markets
Finance research letters
43
International journal of theoretical and applied finance
43
International review of financial analysis
41
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32
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31
International review of economics & finance : IREF
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NBER working paper series
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The review of financial studies
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14
Research in international business and finance
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Risks : open access journal
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
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Journal of empirical finance
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The journal of finance : the journal of the American Finance Association
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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1
Pricing and risk management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Saved in:
2
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
3
Convexity meets replication : hedging of
swap
derivatives and annuity options
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 659-678
Persistent link: https://www.econbiz.de/10009009213
Saved in:
4
The microstructure of covered interest arbitrage in a market with a dominant market maker
Liu, Hao-chen
;
Witte, Mark David
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 25-41
Persistent link: https://www.econbiz.de/10009726481
Saved in:
5
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
6
Does the geographic expansion of banks reduce risk?
Götz, Martin
;
Laeven, Luc
;
Levine, Ross
- In:
Journal of financial economics
120
(
2016
)
2
,
pp. 346-362
Persistent link: https://www.econbiz.de/10011590089
Saved in:
7
Dynamic risk management
Rampini, Adriano A.
;
Sufi, Amir
;
Viswanathan, S.
- In:
Journal of financial economics
111
(
2014
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10010255521
Saved in:
8
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
9
A note on estimating the minimum extended Gini hedge ratio
Lien, Donald
;
Shaffer, David R.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
Saved in:
10
Hedging foreign exchange risk with currency futures : portfolio effects
Lypny, Gregory J.
- In:
The journal of futures markets
8
(
1988
)
6
,
pp. 703-715
Persistent link: https://www.econbiz.de/10001134527
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