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Hedging
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32
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29
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28
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26
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Shiller, Robert J.
20
Welzel, Peter
20
Hanly, Jim
19
Lee, Cheng F.
19
Lucey, Brian M.
19
Agarwal, Vikas
18
Caballero, Ricardo J.
18
Föllmer, Hans
18
Li, Johnny Siu-Hang
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3
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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The journal of futures markets
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Energy economics
129
Finance research letters
118
International journal of theoretical and applied finance
115
Journal of banking & finance
113
International review of financial analysis
89
International review of economics & finance : IREF
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68
NBER working paper series
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Journal of financial economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Applied economics
57
Working paper / National Bureau of Economic Research, Inc.
55
Economic modelling
54
The review of financial studies
54
Applied mathematical finance
51
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
50
The journal of finance : the journal of the American Finance Association
49
Journal of economic dynamics & control
48
European journal of operational research : EJOR
47
Managerial Finance
46
The European journal of finance
46
Research in international business and finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
NBER Working Paper
43
Quantitative finance
42
Research paper series / Swiss Finance Institute
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Risks : open access journal
39
Journal of international financial markets, institutions & money
38
Applied financial economics
35
American journal of agricultural economics
34
Journal of international money and finance
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
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ECONIS (ZBW)
9,451
RePEc
341
USB Cologne (EcoSocSci)
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Other ZBW resources
136
EconStor
132
USB Cologne (business full texts)
44
BASE
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1
Model Risk Adjusted Hedge Ratios
Alexander, Carol
-
2010
Most option pricing models assume all parameters except
volatility
are fixed; yet they almost invariably change on re … demonstrate an improvement in
hedging
performance after the model risk adjustment …
Persistent link: https://www.econbiz.de/10013143824
Saved in:
2
Hedging
surprises, jumps, and model misspecification : a risk management perspective on
hedging
S&P 500 options
Kaeck, Andreas
- In:
Review of finance : journal of the European Finance …
17
(
2013
)
4
,
pp. 1535-1569
Persistent link: https://www.econbiz.de/10009776228
Saved in:
3
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic
hedging
performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
4
Model risk and option
hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
Saved in:
5
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
Saved in:
6
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
7
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
8
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
9
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
10
Simple robust
hedging
with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
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