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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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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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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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A moment computation algorithm for the error in discrete dynamic hedging
Primbs, James A.; Yamada, Yuji - In: Journal of banking & finance 30 (2006) 2, pp. 519-540
Persistent link: https://www.econbiz.de/10003291317
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Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.; Coleman, T. F.; Li, Yuying - In: Journal of banking & finance 30 (2006) 2, pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
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Dynamic derivative strategies
Liu, Jun; Pan, Jun - In: Journal of financial economics 69 (2003) 3, pp. 401-430
Persistent link: https://www.econbiz.de/10001787696
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Hedging options
Chen, Nai-fu; Johnson, Herb - In: Journal of financial economics 14 (1985) 2, pp. 317-321
Persistent link: https://www.econbiz.de/10001999356