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Renewable power and electricity prices : the impact of forward markets
Peura, Heikki; Bunn, Derek W. - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 4772-4788
Persistent link: https://www.econbiz.de/10012625020
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Bank interest rate risk management
Vuillemey, Guillaume - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5933-5956
Persistent link: https://www.econbiz.de/10012146909
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How fast should trades settle?
Khapko, Mariana; Zoican, Marius - In: Management science : journal of the Institute for … 66 (2020) 10, pp. 4573-4593
Persistent link: https://www.econbiz.de/10012305265
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On stochastic dominance and decreasing absolute risk averse option pricing bounds
Ritchken, Peter H. - In: Management science : journal of the Institute for … 35 (1989) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001066766
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A reduction method applicable to compound option formulas
Schroder, Mark D. - In: Management science : journal of the Institute for … 35 (1989) 7, pp. 823-827
Persistent link: https://www.econbiz.de/10001069579
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Hedging with futures : does anything beat the naïve hedging strategy?
Wang, Yudong; Wu, Chongfeng; Li, Yang - In: Management science : journal of the Institute for … 61 (2015) 12, pp. 2870-2889
Persistent link: https://www.econbiz.de/10011413497
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Asset pricing with spatial interaction
Kou, Steven; Peng, Xianhua; Zhong, Haowen - In: Management science : journal of the Institute for … 64 (2018) 5, pp. 2083-2101
Persistent link: https://www.econbiz.de/10011873966
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Financial innovation and financial intermediation : evidence from credit default swaps
Butler, Alexander W.; Gao, Xiang; Uzmanoglu, Cihan - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3150-3173
Persistent link: https://www.econbiz.de/10012581326
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Offsetable derivatives and investor risk assessment
Neilson, Jed J.; Wang, K. Philip; Williams, Christopher D. - In: Management science : journal of the Institute for … 70 (2024) 5, pp. 2779-2798
Persistent link: https://www.econbiz.de/10014550931
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Plumbing of securities markets : the impact of post-trade fees on trading and welfare
Degryse, Hans; Van Achter, Mark; Wuyts, Gunther - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 635-653
Persistent link: https://www.econbiz.de/10012821246