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~subject:"Hedging"
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Delta hedging a portfolio of s...
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Hedging
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Lee, Cheng F.
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Lucey, Brian M.
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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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Energy economics
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Finance research letters
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International journal of theoretical and applied finance
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International review of financial analysis
89
International review of economics & finance : IREF
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The review of financial studies
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Journal of multinational financial management
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Journal of economic dynamics & control
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European journal of operational research : EJOR
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Managerial Finance
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The European journal of finance
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Research in international business and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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
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American journal of agricultural economics
34
Journal of international money and finance
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Journal of risk and financial management : JRFM
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1
Delta
hedging
a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
Zissu, Anne
;
Ortiz, Carlos
;
Stone, Charles
- In:
Journal of Risk Finance
11
(
2010
)
August
,
pp. 377-400
rate
risk
and prepayment
risk
, and therefore eliminates the need of periodic rebalancing of a portfolio of MSR, which is …
Persistent link: https://www.econbiz.de/10010611057
Saved in:
2
Delta
hedging
a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
Zissu, Anne
;
Ortiz, Carlos
;
Stone, Charles
- In:
The Journal of Risk Finance
11
(
2010
)
4
,
pp. 377-400
against interest rate
risk
and prepayment
risk
, and therefore eliminates the need of periodic rebalancing of a portfolio of …
Persistent link: https://www.econbiz.de/10014901549
Saved in:
3
Delta
hedging
of mortgage-servicing portfolios under gamma constraints
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne
- In:
Journal of Risk Finance
9
(
2008
)
August
,
pp. 379-390
amount of portfolio rebalancing and therefore reduces the cost of MSR portfolio
hedging
. Practical implications – The paper …
Persistent link: https://www.econbiz.de/10004966327
Saved in:
4
Delta
hedging
of mortgage‐servicing portfolios under gamma constraints
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne
- In:
The Journal of Risk Finance
9
(
2008
)
4
,
pp. 379-390
amount of portfolio rebalancing and therefore reduces the cost of MSR portfolio
hedging
. Practical implications – The paper …
Persistent link: https://www.econbiz.de/10014901477
Saved in:
5
Oil, foreign exchange swaps and interest rates in the GCC countries
Al-Maskati, Nawaf
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
8
,
pp. 2388-2406
Persistent link: https://www.econbiz.de/10013190369
Saved in:
6
Simultaneous preferences for
hedging
and doubling down : focal prospects, background positions, and nonconsequentialist conceptualizations of uncertainty
Markle, Alex B.
;
Rottenstreich, Yuval
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5846-5959
Persistent link: https://www.econbiz.de/10011964688
Saved in:
7
Betting your favorite to win : costly reluctance to hedge desired outcomes
Morewedge, Carey K.
;
Tang, Simone
;
Larrick, Richard P.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 997-1014
Persistent link: https://www.econbiz.de/10011847091
Saved in:
8
Hedging
salmon price
risk
Bloznelis, Daumantas
- In:
Aquaculture economics & management : official journal …
22
(
2018
)
2
,
pp. 168-191
Persistent link: https://www.econbiz.de/10011997160
Saved in:
9
Power law bond price and yield approximation
Barber, Joel R.
- In:
The journal of risk finance : JRF
23
(
2022
)
1
,
pp. 14-31
Persistent link: https://www.econbiz.de/10012797857
Saved in:
10
Investors' responses to macroeconomic news : the role of mandatory derivatives and
hedging
activities disclosure
Tessema, Abiot Mindaye
;
Rubbaniy, Ghulame
- In:
International journal of managerial finance : IJMF
19
(
2023
)
1
,
pp. 173-202
Persistent link: https://www.econbiz.de/10014325628
Saved in:
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