Refine search:

Year :

Subjects :

Online availability :

Type of Publication :

Genres :

Languages :

Persons :

Institutions :
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität (31)
HAL (30)
C.E.P.R. Discussion Papers (27)
EconWPA (24)
University of Bonn, Germany (24)
[+/-]

Published in ... :
The journal of futures markets (241)
International journal of theoretical and applied finance (56)
Mathematical finance : an international journal of mathematics, statistics and financial theory (49)
Journal of banking & finance (41)
Finance and stochastics (38)
[+/-]

Databases :

Results 1- 50 of 4472

1 2 3 4 5 6 7 8 9 10 11 ... Next End
alle markierenselect all Markierungen aufhebendeselect all
1
Article 		Uniquely Representing “A Preference for Uniformityâ€
Year:                     
2012
Person:  Chatterjee, Kalyan; Krishna, R. Vijay
Publisher:  Berkeley Electronic Press
Published in:  The B.E. Journal of Theoretical Economics
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
2
Article 		Cross hedging with stochastic correlation
Year:                     
2012
Person:  Ankirchner, Stefan; Heyne, Gregor
Publisher:  Springer
Published in:  Finance and Stochastics
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
3
Article 		Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Year:                     
2012
Person:  Frey, Rüdiger; Schmidt, Thorsten
Publisher:  Springer
Published in:  Finance and Stochastics
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
4
Article 		An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs
Year:                     
2012
Person:  Pınar, M.; Camcı, A.
Publisher:  Springer
Published in:  Computational Economics
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
5
Article 		Speculation and hedging in the currency futures markets : are they informative to the spot exchange rates
Year:                     
2012
Person:  Tornell, Aaron; Yuan, Chunming
Published in:  The journal of futures markets ; 32
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
6
Book / Working Paper 		Currency derivatives and the disconnect between exchange rate volatility and international trade
Year:                     
2012
Person:  Straathof, Bas; Calió, Paolo
Publisher:  Den Haag : CPB Netherlands Bureau for Economic Policy Analysis
Availability:  Full text   
 

 
 
Bookmark record
Ergenbis drucken 
Export 
7
Article 		Modelling rain risk : a multi-order Markov chain model apporach
Year:                     
2012
Person:  Stowasser, Markus
Published in:  Journal of risk finance : the convergence of financial products and insurance ; 13
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
8
Book / Working Paper 		Why do firms engage in selective hedging?
Year:                     
2012
Person:  Adam, Tim R.; Fernando, Chitru S.; Salas, Jesus M.
Publisher:  Berlin : SFB 649, Economic Risk
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
9
Article 		Pricing and hedging copper futures on the London metal exchange
Year:                     
2012
Person:  Boutouria, Souha; Abid, Fathi
Published in:  The IUP journal of applied finance : IJAF ; 18
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
10
Book / Working Paper 		International finance : a practical perspective
Year:                     
2012
Person:  Buckley, Adrian
Publisher:  Harlow [u.a.] : Financial Times Prentice Hall
Availability:  Table of Contents Table of Contents 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
11
Book / Working Paper 		Why is price discovery in credit default swap markets news-specific?
Year:                     
2012
Person:  Marsh, Ian W.; Wagner, Wolf
Availability:  Full text   
 

 
 
Bookmark record
Ergenbis drucken 
Export 
12
Article 		Risk management in electric utilities
Year:                     
2012
Person:  Fleten, Stein-Erik; Keppo, Jussi; Näsäkkälä, Erkka
Published in:  The handbook of integrated risk management in global supply chains
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
13
Article 		Integrated production and risk hedging with financial instruments
Year:                     
2012
Person:  Haksöz, Çağri; Seshadri, Sridhar
Published in:  The handbook of integrated risk management in global supply chains
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
14
Article 		Managing storable commodity risks : role of inventories and financial hedges
Year:                     
2012
Person:  Kouvelis, Panos; Li, Rong; Ding, Qing
Published in:  The handbook of integrated risk management in global supply chains
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
15
Book / Working Paper 		Trend shocks, risk sharing and cross-country portfolio holdings
Year:                     
2012
Person:  Arslan, Yavuz; Keleș, Gürsu; Kilinc̦, Mustafa
Publisher:  [Ankara]
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
16
Article 		Risk management and operational hedging : an overview
Year:                     
2012
Person:  Mieghem, Jan A. van
Published in:  The handbook of integrated risk management in global supply chains
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
17
Book / Working Paper 		Why is price discovery in credit default swap markets news-specific?
Year:                     
2012
Person:  Marsh, Ian W.; Wagner, Wolf
Publisher:  Tilburg : Center for Economic Research
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
18
Article 		Hedging with future : multivariante dynamic conditional correlation GARCH
Year:                     
2012
Person:  Kolokolov, Aleksey
Published in:  Market risk and financial markets modeling
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
19
Article 		Risk allocation across the enterprise : evidence from the insurance industry
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
20
Book / Working Paper 		Econometric analysis of carbon markets : the European Union emissions trading scheme and the clean development mechanism
Year:                     
2012
Person:  Chevallier, Julien
Publisher:  Dordrecht [u.a.] : Springer
Availability:  Table of Contents Table of Contents 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
21
Book / Working Paper 		Financial mathematics : theory and problems for multi-period models
Year:                     
2012
Person:  Pascucci, Andrea; Runggaldier, Wolfgang J.
Publisher:  Milan : Springer
Availability:  Table of Contents 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
22
Book / Working Paper 		Options, futures, and other derivatives
Year:                     
2012
Person:  Hull, John C.
Publisher:  Boston, Mass. [u.a.] : Pearson
Availability:  Table of Contents Table of Contents 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
23
Book / Working Paper 		Mean-Variance Hedging via Stochastic Control and BSDEs for General Semimartingales
Availability:  Open PDF Open PDF   

 
 
Bookmark record
Ergenbis drucken 
Export 
24
Book / Working Paper 		Intertemporal portfolio allocation and hedging demand: An application to South Africa
Year:                     
2011-12
Person:  Vries, Esti van Wyk de; Eyden, Renee van; Gupta, Rangan
Institution:  Department of Economics, Faculty of Economic and Management Sciences
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
25
Book / Working Paper 		Hedging Labor Income Risk
Year:                     
2011-11-01
Person:  Betermier, Sebastien; Jansson, Thomas; Parlour, Christine A.; Walden, Johan
Institution:  Sveriges Riksbank
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
26
Book / Working Paper 		To What Extent Do Exchange Rates and their Volatility Affect Trade?
Year:                     
2011-10-10
Person:  Huchet-Bourdon, Marilyne; Korinek, Jane
Institution:  OECD Publishing
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
27
Book / Working Paper 		Simplified Mean-Variance Portfolio Optimisation
Year:                     
2011-09-30
Person:  Fontana, Claudio; Schweizer, Martin
Institution:  National Centre of Competence in Research - Financial Valuation and Risk Management
Availability:  Open PDF Open PDF   

 
 
Bookmark record
Ergenbis drucken 
Export 
28
Book / Working Paper 		Infrastructure: Real Assets and Real Returns
Year:                     
2011-09-01
Person:  Bird, Ron; Liem, Harry; Thorp, Susan
Institution:  Paul Woolley Centre for Capital Market Dysfunctionality, School of Finance and Economics
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
29
Book / Working Paper 		Climate Change, Weather Insurance Design and Hedging Effectiveness
Year:                     
2011-09
Person:  Kapphan, Ines; Calanca, Pierluigi; Holzkaemper, Annelie
Institution:  Institute for Environmental Decisions (IED), Departement Umweltwissenschaften
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
30
Book / Working Paper 		Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods
Year:                     
2011-08-02
Person:  Pennings, Joost M.E.; Garcia, Philip; Irwin, Scott H.
Institution:  European Association of Agricultural Economists - EAAE
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
31
Other 		Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods
Year:                     
2011-08-02
Person:  Pennings, Joost M.E.; Garcia, Philip; Irwin, Scott H.
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
32
Book / Working Paper 		Three-Benchmarked Risk Minimization for Jump Diffusion Markets
Year:                     
2011-08-01
Person:  Du, Ke; Platen, Eckhard
Institution:  Quantitative Finance Research Centre, School of Finance and Economics
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
33
Book / Working Paper 		Essays on corporate risk management
Year:                     
2011-08
Affiliated person:  Titman, Sheridan; Sialm, Clemens
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
34
Book / Working Paper 		Hedging Effectiveness under Conditions of Asymmetry
Year:                     
2011-07-21
Person:  Cotter, John; Hanly, Jim
Institution:  Geary Institute, University College Dublin
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
35
Book / Working Paper 		Re-evaluating Hedging Performance
Year:                     
2011-06-24
Person:  Cotter, John; Hanly, Jim
Institution:  Geary Institute, University College Dublin
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
36
Book / Working Paper 		Weather insurance design with optimal hedging effectiveness
Year:                     
2011-06-01
Person:  Kapphan, Ines
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
37
Book / Working Paper 		Hedging in an Illiquid Binomial Market
Year:                     
2011-05-17
Person:  Gökay, Selim; Soner, Halil Mete
Institution:  National Centre of Competence in Research - Financial Valuation and Risk Management
Availability:  Open PDF Open PDF   

 
 
Bookmark record
Ergenbis drucken 
Export 
38
Book / Working Paper 		Longevity hedge effectiveness: a decomposition
Year:                     
2011-05
Person:  Cairns, Andrew; Dowd, Kevin; Blake, David; Coughlan, Guy
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
39
Book / Working Paper 		Dynamic Hedging in Incomplete Markets: A Simple Solution
Year:                     
2011-05
Person:  Basak, Suleyman; Chabakauri, Georgy
Institution:  C.E.P.R. Discussion Papers
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
40
Book / Working Paper 		The Impact of the Government’s Hedging Strategies on Petrol Prices in South Africa
Year:                     
2011-04-13
Person:  Gumede, Nhlanhla
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
41
Book / Working Paper 		Hedging and Vertical Integration in Electricity Markets
Year:                     
2011-04
Person:  Aïd, René; Chemla, Gilles; Porchet, Arnaud; Touzi, Nizar
Institution:  C.E.P.R. Discussion Papers
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
42
Book / Working Paper 		Cone-Constrained Continuous-Time Markowitz Problems
Year:                     
2011-03-31
Person:  Czichowsky, Christoph; Schweizer, Martin
Institution:  National Centre of Competence in Research - Financial Valuation and Risk Management
Availability:  Open PDF Open PDF   

 
 
Bookmark record
Ergenbis drucken 
Export 
43
Book / Working Paper 		International Diversification Benefits with Foreign Exchange Investment Styles
Year:                     
2011-03-16
Person:  Kroencke, Tim A.; Schindler, Felix; Schrimpf, Andreas
Institution:  School of Economics and Management, University of Aarhus
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
44
Book / Working Paper 		A Utility Based Approach to Energy Hedging
Year:                     
2011-03-02
Person:  Cotter, John; Hanly, Jim
Institution:  Geary Institute, University College Dublin
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
45
Book / Working Paper 		A modelling process of short-term interest rate risk management for the South African commercial banking sector
Year:                     
2011-03
Person:  Sun, Jiaqi
Publisher:  Stellenbosch : University of Stellenbosch
Affiliated person:  Van Rooyen, J. H.
Institution:  University of Stellenbosch. Faculty of Economic and Management Sciences. Dept. of Business Management.
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
46
Book / Working Paper 		A modelling process of short-term interest rate risk management for the South African commercial banking sector
Year:                     
2011-03
Person:  Sun, Jiaqi
Publisher:  Stellenbosch : University of Stellenbosch
Affiliated person:  Van Rooyen, J. H.
Institution:  University of Stellenbosch. Faculty of Economic and Management Sciences. Dept. of Business Management.
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
47
Book / Working Paper 		Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
Year:                     
2011-02-11
Person:  Elkamhia, Redouane; Stefanova, Denitsa
Institution:  Tinbergen Institute
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
48
Book / Working Paper 		Optimal strategies of hedging portfolio of unit-linked life insurance contracts with minimum death guarantee
Year:                     
2011-02-01
Person:  Teuguia, Oberlain Nteukam; Planchet, Frédéric; Thérond, Pierre-Emanuel
Institution:  HAL
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
49
Book / Working Paper 		Dynamic hedging of portfolio credit derivatives
Year:                     
2011-02-01
Person:  Cont, Rama; Kan, Yu Hang
Institution:  HAL
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
50
Book / Working Paper 		The Dynamic International Optimal Hedge Ratio
Year:                     
2011-02
Person:  Liu, Xiaochun; Jacobsen, Brian
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
alle markierenselect all Markierungen aufhebendeselect all
1 2 3 4 5 6 7 8 9 10 11 ... Next Next