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Portfolio performance evaluati...
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Frachtrate
7
Freight rate
7
Option pricing theory
7
Optionspreistheorie
7
Theorie
7
Theory
7
Hedging
6
Cargo shipping
5
Frachtschifffahrt
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5
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Market structure
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Modellierung
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Koekebakker, Steen
25
Benth, Fred Espen
14
Zakamouline, Valeri
6
Zakamulin, Valeriy
5
Adland, Roar
4
Andresen, Arne
2
Saltyte Benth, Jurate
2
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1
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1
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1
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Lien, Gudbrand
1
Ollmar, Fridthjof
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Taib, Che Mohd Imran Che
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Ådland, Roar Os
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Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
3
Advanced series on statistical science & applied probability
2
Energy economics
2
International journal of theoretical and applied finance
2
Advanced Series on Statistical Science and Applied Probability Ser
1
American journal of agricultural economics
1
Applied economics
1
European financial management : the journal of the European Financial Management Association
1
Financial hedging
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Journal of forecasting
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
Review of financial economics : RFE
1
The energy journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : a publication of Institutional Investor
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The journal of wealth management : JWM
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ECONIS (ZBW)
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1
A generalisation of the mean-variance analysis
Zakamouline, Valeri
;
Koekebakker, Steen
- In:
European financial management : the journal of the …
15
(
2009
)
5
,
pp. 934-970
Persistent link: https://www.econbiz.de/10003909974
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2
Portfolio performance evaluation with generalized Sharpe ratios : beyond the mean and variance
Zakamouline, Valeri
;
Koekebakker, Steen
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1242-1254
Persistent link: https://www.econbiz.de/10003842258
Saved in:
3
The best hedging strategy in the presence of transaction costs
Zakamouline, Valeri
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 833-860
Persistent link: https://www.econbiz.de/10003911245
Saved in:
4
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
Saved in:
5
Option pricing and hedging in the presence of transaction costs and nonlinear partial differential equations
Zakamouline, Valeri
- In:
Financial hedging
,
(pp. 199-241)
.
2009
Persistent link: https://www.econbiz.de/10008799126
Saved in:
6
Option pricing and hedging in the presence of transaction costs and nonlinear partial differential equations
Zakamouline, Valeri
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 23-65)
.
2008
Persistent link: https://www.econbiz.de/10011954415
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7
Market switching in shipping : a real option applied to the valuation of combination carriers
Sødal, Sigbjørn
;
Koekebakker, Steen
;
Aadland, Roar
- In:
Review of financial economics : RFE
17
(
2008
)
3
,
pp. 183-203
Persistent link: https://www.econbiz.de/10003760035
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8
Stochastic modeling of financial electricity contracts
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Energy economics
30
(
2008
)
3
,
pp. 1116-1157
Persistent link: https://www.econbiz.de/10003744845
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9
Value based trading of real assets in shipping under stochastic freight rates
Sødal, Sigbjørn
;
Koekebakker, Steen
;
Adland, Roar
- In:
Applied economics
41
(
2009
)
22/24
,
pp. 2793-2807
Persistent link: https://www.econbiz.de/10003894870
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10
Modeling term structure dynamics in the Nordic electricity swap market
Frestad, Dennis
;
Benth, Fred Espen
;
Koekebakker, Steen
- In:
The energy journal
31
(
2010
)
2
,
pp. 53-86
Persistent link: https://www.econbiz.de/10008732275
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