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Analysis of fixed volume swaps for hedging financial risk at large-scale wind projects
Lucy, Zachary; Kern, Jordan - In: Energy economics 103 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013364079
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Home bias of Korean resident bond investors : the role of FX hedging
Yang, Daejung; Choi, Kyongwook - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 10, pp. 2736-2750
Persistent link: https://www.econbiz.de/10013354995
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Portfolio replication : Islamic vs conventional
Tlemsani, Issam; Hashim, Mohamed Ashmel Mohamed; … - In: Journal of Islamic accounting and business research 14 (2023) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10013536441
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Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol; Deng, Jun; Zou, Bin - In: European journal of operational research : EJOR 306 (2023) 1, pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
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Pension liquidity risk
Jansen, Kristy A. E.; Klingler, Sven; Ranaldo, Angelo; … - 2024
Persistent link: https://www.econbiz.de/10014483543
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Pension liquidity risk
Jansen, Kristy A. E.; Klingler, Sven; Ranaldo, Angelo; … - 2024
Persistent link: https://www.econbiz.de/10014486912
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The efficiency of the Estr overnight index swap market
Realdon, Marco - In: Journal of international financial markets, … 91 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014494849
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Composite jet fuel cross-hedging
Cao, Min; Conlon, Thomas - In: Journal of commodity markets 30 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014426766
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Mispricing in inflation markets
Barria, Rodrigo; Pinter, Gabor - 2023
Persistent link: https://www.econbiz.de/10014373722
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Variance Swap Portfolio Theory
Madan, Dilip B. - 2010
Optimal portfolios of variance swaps are constructed taking account of both autocorrelation and cross asset dependencies. Market prices of variance swaps are extracted from option surface calibrations. The methods developed permit simulation of cash flows to arbitrary portfolios of variance...
Persistent link: https://www.econbiz.de/10014045767