Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
Do hedge funds dynamically manage systematic risk?
Namvar, Ethan; Phillips, Blake; Pukthuanthong, Kuntara; … - In: Journal of banking & finance 64 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011634227