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Data-driven hedging of stock i...
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1
Information content of order imbalance in the index options market
Sensoy, Ahmet
;
Omole, John
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 418-432
Persistent link: https://www.econbiz.de/10013334583
Saved in:
2
Die Qualität verschiedener Hedgingtheorien im Kontext der Aktienindex-Futuresmärkte
Albrecht, Rainer
-
1994
Persistent link: https://www.econbiz.de/10000890678
Saved in:
3
Valuation of stock index futures and their relation to the underlying index :
theory
and evidence
Junkus, Joan C.
-
1984
Persistent link: https://www.econbiz.de/10000832569
Saved in:
4
Aktienindexinstrumente in der Schweiz
Dubacher, René
-
1991
Persistent link: https://www.econbiz.de/10000824044
Saved in:
5
Portfolio insurance with stock index futures
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000760593
Saved in:
6
Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und Risikomanagement
Bolek, Adam
-
1999
Persistent link: https://www.econbiz.de/10000682737
Saved in:
7
Derivatives pricing and term structure modeling
Hinnerich, Mia
-
2007
Persistent link: https://www.econbiz.de/10003649920
Saved in:
8
Options, futures, and other derivatives
Hull, John
-
1997
-
3. ed., internat. ed
Persistent link: https://www.econbiz.de/10008729855
Saved in:
9
Hedging
dividend capture strategies with stock index futures
Dubofsky, David A.
- In:
The journal of futures markets
7
(
1987
)
5
,
pp. 741-781
Persistent link: https://www.econbiz.de/10003546497
Saved in:
10
The application of equity index futures in portfolio management strategies : an empirical study
Asal, Maher
;
Schäfer, Christian H.
-
2007
Persistent link: https://www.econbiz.de/10003528037
Saved in:
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