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A general framework for predicting returns from multiple currency investments
Christou, Costas - In: Journal of economic dynamics & control 22 (1998) 7, pp. 977-1000
Persistent link: https://www.econbiz.de/10001243972
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A class of quadratic options for exchange rate stabilization
Suh, Sangwon; Zapatero, Fernando - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3478-3501
Persistent link: https://www.econbiz.de/10003780948
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Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974
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Analytical methods for hedging systematic credit risk with linear factor portfolios
Rosen, Dan; Saunders, David M. - In: Journal of economic dynamics & control 33 (2009) 1, pp. 37-52
Persistent link: https://www.econbiz.de/10003810124
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More hedging instruments may destabilize markets
Brock, William A.; Hommes, Cars H.; Wagener, Florian … - In: Journal of economic dynamics & control 33 (2009) 11, pp. 1912-1928
Persistent link: https://www.econbiz.de/10003888582
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Hedging diffusion processes by local risk minimization with applications to index tracking
Colwell, David; Hassan, Nadima el; Kwon, Oh Kang - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2135-2151
Persistent link: https://www.econbiz.de/10003484993
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Option hedging theory under transaction costs
Lai, Tze Leung; Lim, Tiong Wee - In: Journal of economic dynamics & control 33 (2009) 12, pp. 1945-1961
Persistent link: https://www.econbiz.de/10003908249
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Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger; Backhaus, Jochen - In: Journal of economic dynamics & control 34 (2010) 4, pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
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A risk reserve model for hedging in incomplete markets
Minina, Vera N.; Vellekoop, Michel - In: Journal of economic dynamics & control 34 (2010) 7, pp. 1233-1247
Persistent link: https://www.econbiz.de/10008659494
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Consistent modeling of S&P 500 and VIX derivatives
Lin, Yueh-neng; Chang, Chien-hung - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2302-2319
Persistent link: https://www.econbiz.de/10009008878