Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Albrecht, Peter"
~person:"Zilcha, Itzhak"
~subject:"Investment Fund"
~subject:"Theorie"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Delta hedging a portfolio of s...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Investment Fund
Theorie
Theory
22
Risiko
16
Risk
16
Hedging
11
Currency derivative
4
Foreign exchange management
4
Portfolio selection
4
Portfolio-Management
4
Währungsderivat
4
Währungsmanagement
4
Commodity exchange
3
Exchange rate
3
Warenbörse
3
Wechselkurs
3
Außenhandelssektor
2
Comparison
2
Deutschland
2
Devisenmarkt
2
Erwartungsnutzen
2
Expected utility
2
Foreign exchange market
2
Foreign trade sector
2
Germany
2
Negotiations
2
Option trading
2
Optionsgeschäft
2
Preis
2
Preiskonvergenz
2
Price
2
Price convergence
2
Risikomaß
2
Risk measure
2
Vergleich
2
Verhandlungen
2
Volatility
2
Volatilität
2
1985
1
ARCH model
1
ARCH-Modell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
32
Non-commercial literature
32
Working Paper
31
Arbeitspapier
30
Aufsatz in Zeitschrift
23
Aufsatz im Buch
5
Book section
5
Hochschulschrift
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
17
German
6
Author
All
Albrecht, Peter
Zilcha, Itzhak
Broll, Udo
67
Lien, Da-hsiang Donald
53
Kit, Pong Wong
51
Eeckhoudt, Louis R.
38
Gollier, Christian
34
Wang, Ruodu
22
Viscusi, W. Kip
21
Wahl, Jack E.
21
Gupta, Rangan
19
Chavas, Jean-Paul
16
Denuit, Michel
16
Epstein, Larry G.
16
Schlesinger, Harris
16
Wong, Wing Keung
16
Alghalith, Moawia
15
Jarrow, Robert A.
15
Madan, Dilip B.
15
Wakker, Peter P.
15
Righi, Marcelo Brutti
14
Rosazza Gianin, Emanuela
14
Dequech, David
13
Dionne, Georges
13
Eckwert, Bernhard
13
Huang, Xiaoxia
13
Menegatti, Mario
13
Quiggin, John C.
13
Boonen, Tim J.
12
Chateauneuf, Alain
12
Cheung, Eric C. K.
12
Escudero, Laureano F.
12
Lee, Cheng F.
12
Lence, Sergio H.
12
Shogren, Jason F.
12
Siu, Tak Kuen
12
Weber, Martin
12
Furman, Edward
11
Guo, Xu
11
Hayes, Dermot James
11
Laeven, Roger J. A.
11
more ...
less ...
Published in...
All
Economica
2
Economics letters
2
International economic review
2
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
2
Die Bank
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Finanzmarkt und Portfolio-Management
1
Insurance / Mathematics & economics
1
Journal of economics & business
1
Journal of international economics
1
Journal of international money and finance
1
Journal of pension economics and finance
1
Research in economics : an international review of economics
1
Review of international economics
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
1
The journal of futures markets
1
Zeitschrift für Wirtschafts- und Sozialwissenschaften : ZWS ; Vierteljahresschrift der Gesellschaft für Wirtschafts- und Sozialwissenschaften - Verein für Socialpolitik
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Firm's output under uncertainty and asymmetric taxation
Zilcha, Itzhak
;
Eldor, Rafael
- In:
Economica
71
(
2004
),
pp. 141-153
Persistent link: https://www.econbiz.de/10001960001
Saved in:
2
Optimal
hedging
by firms with multiple sources of risky revenues
Zilcha, Itzhak
- In:
Economics letters
39
(
1992
)
4
,
pp. 473-477
Persistent link: https://www.econbiz.de/10001133131
Saved in:
3
International trade with forward-futures markets under exchange rate and price uncertainty
Kawai, Masahiro
- In:
Journal of international economics
20
(
1986
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10001017907
Saved in:
4
Capital markets, the separation property and
hedging
Broll, Udo
- In:
Economics letters
44
(
1994
)
1
,
pp. 165-168
Persistent link: https://www.econbiz.de/10001164003
Saved in:
5
Price, uncertainty, flexible inputs and a futures market
Kawai, Masahiro
- In:
The economic studies quarterly : the journal of the …
42
(
1991
)
2
,
pp. 174-180
Persistent link: https://www.econbiz.de/10001108505
Saved in:
6
Indirect
hedging
of exchange rate
risk
Broll, Udo
- In:
Journal of international money and finance
14
(
1995
)
5
,
pp. 667-678
Persistent link: https://www.econbiz.de/10001191600
Saved in:
7
The optimal hedge ratio in unbiased futures markets
Benninga, Simon
- In:
The journal of futures markets
4
(
1984
)
2
,
pp. 155-159
Persistent link: https://www.econbiz.de/10001083001
Saved in:
8
Hedging
exchange rate
risk
: the multiperiod case
Broll, Udo
;
Wahl, Jack E.
;
Zilcha, Itzhak
- In:
Research in economics : an international review of economics
53
(
1999
)
4
,
pp. 365-380
Persistent link: https://www.econbiz.de/10001445023
Saved in:
9
Zur Theorie des Value at
Risk
-minimalen Hedges
Albrecht, Peter
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
63
(
2011
)
1
,
pp. 2-18
Persistent link: https://www.econbiz.de/10008841087
Saved in:
10
Multiple currencies and
hedging
Broll, Udo
;
Kit, Pong Wong
;
Zilcha, Itzhak
- In:
Economica
66
(
1999
),
pp. 421-432
Persistent link: https://www.econbiz.de/10001443329
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
