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Risikomanagement mit Makroderivaten auf Basis zeitdiskreter stochastischer Prozesse
Schweimayer, Gerhard - 2003
Persistent link: https://www.econbiz.de/10001766626
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Perfect hedging of index derivatives under a minimal market model
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
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The basis risk of catastrophic-loss index securities
Cummins, John David; Lalonde, David; Phillips, Richard D. - In: Journal of financial economics 71 (2004) 1, pp. 77-111
Persistent link: https://www.econbiz.de/10001881133
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The basic risk of catastrophic-loss index securities
Cummins, John David; LaLonde, David; Phillips, Richard D. - 2000
Persistent link: https://www.econbiz.de/10001466975
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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H. - In: The journal of futures markets 15 (1995) 1, pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
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Hedging ratios and cash futures market linkages
Theobald, Michael - In: The journal of futures markets 17 (1997) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10001216340
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SMI futures : pricing and hedging performance
Stulz, René M. - In: Finanzmarkt und Portfolio-Management 3 (1989) 4, pp. 288-300
Persistent link: https://www.econbiz.de/10001218777
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Portfolio insurance mit Aktienindexfutures
Wydler, Daniel Rolf - In: Finanzmarkt und Portfolio-Management 2 (1988) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10001219183
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Der Erfolg unterschiedlicher Hedge-Ratio-Verfahren beim Einsatz von DAX-Futures
Meyer, Frieder - In: Finanzmarkt und Portfolio-Management 8 (1994) 3, pp. 410-428
Persistent link: https://www.econbiz.de/10001220874
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Minimum variance hedge ratios for stock index futures : duration and expiration effects
Lindahl, Mary - In: The journal of futures markets 12 (1992) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10001124729