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Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
Bodnar, Taras; Gupta, Arjun K. - In: The European journal of finance 21 (2015) 13/15, pp. 1176-1194
Persistent link: https://www.econbiz.de/10011419827
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Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian; Challet, Damien - In: The European journal of finance 28 (2022) 13/15, pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
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A generalized approach to optimal hedging with option contracts
Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The European journal of finance 21 (2015) 7/9, pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
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Risk sharing in a financial market with endogenous option prices
Wenzelburger, Jan - In: The European journal of finance 19 (2013) 5/6, pp. 491-517
Persistent link: https://www.econbiz.de/10010243599
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Optimal hedging of variance derivatives
Crosby, John - In: The European journal of finance 20 (2014) 1/3, pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
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Estimating loss-given default through advanced credibility theory
Bonini, Stefano; Caivano, Giuliana - In: The European journal of finance 22 (2016) 13/15, pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
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Hawkes jump-diffusions and finance : a brief history and review
Hawkes, Alan G. - In: The European journal of finance 28 (2022) 7, pp. 627-641
Persistent link: https://www.econbiz.de/10013373304
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Martingales in European emerging stock markets : size, liquidity and market quality
Smith, Graham - In: The European journal of finance 15 (2009) 3/4, pp. 249-262
Persistent link: https://www.econbiz.de/10003875445
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Efficient market hypothesis in European stock markets
Borges, Maria Rosa - In: The European journal of finance 16 (2010) 7, pp. 711-726
Persistent link: https://www.econbiz.de/10008759387
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Asymmetry and downside risk in foreign exchange markets
Bond, Shaun A.; Satchell, Stephen - In: The European journal of finance 12 (2006) 4, pp. 313-332
Persistent link: https://www.econbiz.de/10003338137