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Regime-dependent smile-adjusted delta hedging
Alexander, Carol; Rubinov, Alexander; Kalepky, Markus; … - 2010
Persistent link: https://www.econbiz.de/10009375858
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Generalized beta-generated distributions
Alexander, Carol; Sarabia Alzaga, José Maria - 2010
Persistent link: https://www.econbiz.de/10009375860
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Endogenizing model risk to quantile estimates
Alexander, Carol; Sarabia Alzaga, José Maria - 2010
Persistent link: https://www.econbiz.de/10009375863
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Volatility exchange-traded notes : curse or cure?
Alexander, Carol; Korovilas, Dimitris - In: The journal of alternative investments 16 (2013/14) 2, pp. 52-70
Persistent link: https://www.econbiz.de/10010203456
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A general approach to real option valuation with applications to real estate investments
Alexander, Carol; Chen, Xi - 2012
Persistent link: https://www.econbiz.de/10009722151
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ROM simulation : applications to stress testing and VaR
Alexander, Carol; Ledermann, Daniel - 2012
Persistent link: https://www.econbiz.de/10009722161
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The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol; Prokopczuk, Marcel; Sumawong, Anannit - In: Energy economics 36 (2013), pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
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The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol; Prokopczuk, Marcel; Sumawong, Anannit - 2012
Persistent link: https://www.econbiz.de/10009520538
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Diversification of equity with VIX futures : personal views and skewness preference
Alexander, Carol; Korovilas, Dimitris - 2012
Persistent link: https://www.econbiz.de/10009520567
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Rank alpha funds of hedge funds
Alexander, Carol; Dimitriu, Anca - In: Funds of hedge funds : performance, assessment, …, (pp. 3-25). 2006
Persistent link: https://www.econbiz.de/10003377568