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Cointegration and asset allocation: a new active hedge fund strategy
Alexander, Carol; Giblin, Ian; Weddington, Wayne - In: Financial risk and financial risk management, (pp. 65-89). 2002
Persistent link: https://www.econbiz.de/10001755632
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Regime-dependent smile-adjusted delta hedging
Alexander, Carol; Rubinov, Alexander; Kalepky, Markus; … - In: The journal of futures markets 32 (2012) 3, pp. 203-229
Persistent link: https://www.econbiz.de/10009620587
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Market risk analysis
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003659391
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Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol; Dakos, Michael - In: Quantitative finance 23 (2023) 3, pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
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Risk-adjusted valuation for real option decisions
Alexander, Carol; Chen, Xi; Ward, Charles W. R. - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 1046-1064
Persistent link: https://www.econbiz.de/10013186689
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Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol; Deng, Jun; Zou, Bin - In: European journal of operational research : EJOR 306 (2023) 1, pp. 478-493
Persistent link: https://www.econbiz.de/10014278033