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~subject:"Hedging"
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Hedging
Portfolio-Management
44,091
Portfolio selection
43,747
Theorie
28,192
Theory
27,927
CAPM
19,022
Kapitaleinkommen
10,775
Capital income
10,753
Risikomaß
7,619
Risk measure
7,537
Risiko
7,057
Risk
7,051
Anlageverhalten
6,029
Schätzung
5,951
Börsenkurs
5,934
Behavioural finance
5,924
Share price
5,888
Estimation
5,872
Risikomanagement
5,010
USA
4,848
Risk management
4,720
United States
4,720
Volatilität
4,132
Volatility
4,095
Aktienmarkt
4,061
Stock market
3,976
Investmentfonds
3,945
Investment Fund
3,880
Risikoprämie
3,850
Risk premium
3,824
Kapitalanlage
3,815
Welt
3,759
World
3,709
Financial investment
3,588
Prognoseverfahren
2,665
Finanzmarkt
2,646
Forecasting model
2,639
Financial market
2,610
Kreditrisiko
2,352
Credit risk
2,256
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Free
763
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732
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1,510
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1,076
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1,390
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2
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2,486
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96
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Hull, John
23
Platen, Eckhard
19
Giglio, Stefano
17
Hammoudeh, Shawkat
17
Mensi, Walid
15
Bouri, Elie
14
Engle, Robert F.
14
Kang, Sang Hoon
14
Kelly, Bryan T.
14
Lien, Da-hsiang Donald
12
Lo, Andrew W.
12
Agarwal, Vikas
11
Albrecht, Peter
11
Föllmer, Hans
11
Koutsokostas, Drosos
11
McAleer, Michael
11
Melʹnikov, Aleksandr V.
11
Papathanasiou, Spyros
11
Ang, Andrew
10
Stefanova, Denitsa
10
Stroebel, Johannes
10
Cvitanić, Jakša
9
Fabozzi, Frank J.
9
Guirguis, Michel
9
Lioui, Abraham
9
Signori, Ombretta
9
Alexander, Carol
8
Bali, Turan G.
8
Carcano, Nicola
8
Kallsen, Jan
8
Lee, Heebum
8
Poncet, Patrice
8
Schweizer, Martin
8
Tan, Ken Seng
8
Tiwari, Aviral Kumar
8
Umar, Zaghum
8
Barbi, Massimiliano
7
Bayraktar, Erhan
7
Başak, Suleyman
7
Bhansali, Vineer
7
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National Bureau of Economic Research
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Institute of Finance and Accounting <London>
3
International Accounting Standards Board
3
Bonn Graduate School of Economics
2
International Center for Financial Asset Management and Engineering
2
Nationalekonomiska Institutionen <Lund>
2
Springer Fachmedien Wiesbaden
2
AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance <(2003 :Snowbird, Utah)>
1
Basel Committee on Banking Supervision
1
Center for Capital Market Research, University of Oregon
1
Center for Economic Research <Tilburg>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Bank of Cleveland
1
Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Harvard Institute for International Development
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
International Financial Reporting Standards Foundation
1
Joint Summer Research Conference on Mathematics of Finance <2003, Snowbird, Utah>
1
Judge Institute of Management Studies
1
New York Institute of Finance
1
Pearson Studium
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
University of British Columbia
1
University of California - Berkley Program of Housing and Urban Policy
1
University of Toronto / Department of Economics
1
Universität Augsburg / Institut für Volkswirtschaftslehre
1
Universität Mannheim
1
Universität Potsdam
1
Universität Ulm
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
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Finance research letters
45
International review of financial analysis
39
The journal of futures markets
38
Journal of banking & finance
35
Energy economics
33
International journal of theoretical and applied finance
33
Finance and stochastics
29
International review of economics & finance : IREF
28
Applied economics
27
Journal of economic dynamics & control
27
Economic modelling
26
Research paper series / Swiss Finance Institute
25
Insurance / Mathematics & economics
24
Swiss Finance Institute Research Paper
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of financial economics
20
NBER working paper series
20
Research in international business and finance
20
Applied mathematical finance
19
European journal of operational research : EJOR
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Quantitative finance
18
Risks : open access journal
17
The European journal of finance
17
Journal of risk and financial management : JRFM
16
The review of financial studies
16
Journal of empirical finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Working paper / National Bureau of Economic Research, Inc.
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The journal of finance : the journal of the American Finance Association
12
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
11
NBER Working Paper
11
The journal of portfolio management : a publication of Institutional Investor
11
Journal of financial and quantitative analysis : JFQA
10
Journal of international financial markets, institutions & money
10
Journal of mathematical finance
10
Journal of risk
10
The journal of asset management
10
Working paper
10
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Source
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ECONIS (ZBW)
2,557
EconStor
17
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
4
BASE
1
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1
An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
Saved in:
2
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
3
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
4
Shortfall risk through Fenchel duality
Cui, Zhenyu
;
Deng, Jun
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011923010
Saved in:
5
Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael
;
Adam, Michael E. H.
-
2001
Persistent link: https://www.econbiz.de/10001629302
Saved in:
6
Theoretische Grundlagen des Minimum-Value at Risk-Hedges
Albrecht, Peter
-
2010
Persistent link: https://www.econbiz.de/10008903635
Saved in:
7
Safety first-Portfoliooptimierung bei Beschränkung des Conditional Value at Risk
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009578725
Saved in:
8
The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-liang
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2627-2640
Persistent link: https://www.econbiz.de/10009379651
Saved in:
9
Design of power purchase under transmission congestion
Gurgur, Cigdem Z.
;
Newes, Emily K.
- In:
International journal of energy sector management : IJESM
6
(
2012
)
1
,
pp. 50-64
Persistent link: https://www.econbiz.de/10009550204
Saved in:
10
Dynamic hedging of conditional value-at-risk
Melnikov, Alexander
;
Smirnov, Ivan
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 182-190
Persistent link: https://www.econbiz.de/10009558142
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