Hedging with automatic liquidation and leverage selection on bitcoin futures
Carol Alexander, Jun Deng, Bin Zou
| Year of publication: |
2023
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|---|---|
| Authors: | Alexander, Carol ; Deng, Jun ; Zou, Bin |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 306.2023, 1 (1.4.), p. 478-493
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| Subject: | Finance | Cryptocurrency | Leverage | Liquidation | Perpetual swap | Virtuelle Währung | Virtual currency | Hedging | Liquidität | Liquidity | Kapitalstruktur | Capital structure | Swap | Portfolio-Management | Portfolio selection | Derivat | Derivative | Betriebliche Liquidität | Corporate liquidity | Finanzintermediation | Financial intermediation | Bankenliquidität | Bank liquidity | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.07.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014278033