Narrow search
Showing 41 - 50 of 209
Cover Image
A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets
Alghalith, Moawia; Floros, Christos; Lalloo, Ricardo - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 190-196
Persistent link: https://www.econbiz.de/10010514019
Cover Image
The impact of the exchange rate on the stock market
Alghalith, Moawia; Polius, Tracy; Franklin, Martin - In: Economia internazionale 65 (2012) 4, pp. 495-502
Persistent link: https://www.econbiz.de/10009690191
Cover Image
The policy role in the stock markets
Alghalith, Moawia; Ramlogan, Esha; Franklin, Martin - In: Theoretical economics letters 2 (2012) 2, pp. 230-231
Persistent link: https://www.econbiz.de/10009702412
Cover Image
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia - In: Econometric reviews 35 (2016) 1/4, pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Cover Image
A general optimal investment model in the presence of background risk
Alghalith, Moawia; Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Annals of financial economics 11 (2016) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10011503987
Cover Image
A general empirical model of hedging
Alghalith, Moawia; Lalloob, Ricardo - In: Journal of risk and financial management : JRFM 5 (2012) 1, pp. 1-19
In this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore, we relax the statistical-independence assumption between the spot price and basis risk.
Persistent link: https://www.econbiz.de/10011555861
Cover Image
The impact of oil price on the stock market
Alghalith, Moawia; Polius, Tracy; Franklin, Martin - In: Economia internazionale 67 (2014) 4, pp. 433-438
Persistent link: https://www.econbiz.de/10010502109
Cover Image
Hedging with a generalised basis risk : empirical results
Alghalith, Moawia; Lalloo, Ricardo; Franklin, Martin; … - In: International journal of financial markets and derivatives 2 (2011) 3, pp. 244-248
Persistent link: https://www.econbiz.de/10009389606
Cover Image
Production decisions under joint price and production uncertainty
Dalal, Ardeshir J.; Alghalith, Moawia - In: European journal of operational research : EJOR 197 (2009) 1, pp. 84-92
Persistent link: https://www.econbiz.de/10003828660
Cover Image
A note on the theory of the firm under multiple uncertainties
Alghalith, Moawia - In: European journal of operational research : EJOR 251 (2016) 1, pp. 341-343
Persistent link: https://www.econbiz.de/10011446593