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Optimal hedge fund style allocation under higher moments
Bacmann, Jean-François; Pache, Sébastien - In: Intelligent hedge fund investing, (pp. 393-421). 2004
Persistent link: https://www.econbiz.de/10003286940
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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Dynamisches Hedging zur Absicherung des Garantierisikos bei indexgebundenen Versicherungen
Hauser, Melanie - 2010
Persistent link: https://www.econbiz.de/10003981741
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987324
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A note on statistical models for individual hedge fund returns
Miura, Ryozo; Aoki, Yoshimitsu; Yokouchi, Daisuke - In: Mathematical methods of operations research 69 (2009) 3, pp. 553-577
Persistent link: https://www.econbiz.de/10003858278
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Inflation tracking portfolios
Downing, Christopher T.; Longstaff, Francis A.; … - 2012
Persistent link: https://www.econbiz.de/10009554460
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Portfolio optimization in hedge funds by OGARCH and Markov switching model
Luo, Cuicui; Seco, Luis; Wu, Lin-Liang Bill - In: Omega : the international journal of management science 57 (2015), pp. 34-39
Persistent link: https://www.econbiz.de/10011416043
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Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
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Essays in financial economics and contract theory
Voicu, Cristian - 2007
Persistent link: https://www.econbiz.de/10009707368
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Trend shocks, risk sharing and cross-country portfolio holdings
Arslan, Yavuz; Keleș, Gürsu; Kilinc̦, Mustafa - 2012
of trade breaks the hedging opportunities coming from international trade in goods. In contrast, the appreciation of the … real exchange rate generates new hedging opportunities in international financial markets for both countries. Therefore …
Persistent link: https://www.econbiz.de/10009407245