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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Anleihe"
~subject:"Hedging"
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Anleihe
Hedging
Portfolio selection
455
Portfolio-Management
455
Theorie
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121
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Platen, Eckhard
11
Fergusson, Kevin
3
Lioui, Abraham
2
Poncet, Patrice
2
Prigent, Jean-Luc
2
Schlögl, Erik
2
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Anh Ngoc Lai
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1
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1
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Li, Qiang
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
European journal of operational research : EJOR
Finance research letters
46
Journal of banking & finance
42
International review of financial analysis
40
Energy economics
33
International journal of theoretical and applied finance
33
The journal of futures markets
29
Research paper series / Swiss Finance Institute
27
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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The journal of portfolio management : a publication of Institutional Investor
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied mathematical finance
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NBER Working Paper
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Risks : open access journal
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The European journal of finance
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The journal of fixed income
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SpringerLink / Bücher
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Journal of empirical finance
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Research in international business and finance
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Journal of investment management : JOIM
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The journal of fixed income : JFI
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ECONIS (ZBW)
31
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1
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
Gerrard, Russell
;
Kyriakou, Ioannis
;
Nielsen, Jens Perch
; …
- In:
European journal of operational research : EJOR
307
(
2023
)
2
,
pp. 948-962
Persistent link: https://www.econbiz.de/10014335305
Saved in:
2
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
Saved in:
3
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
4
Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
Saved in:
5
Integrated dynamic models for hedging international portfolio risks
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 48-65
Persistent link: https://www.econbiz.de/10012239474
Saved in:
6
Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
Saved in:
7
Mildly explosive dynamics in U.S. fixed income markets
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 712-724
Persistent link: https://www.econbiz.de/10012293943
Saved in:
8
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
9
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
10
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
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