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subject:"Capital income"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of derivatives research"
~subject:"Hedging"
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Capital income
Hedging
Index futures
54
Index-Futures
54
Volatility
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Option pricing theory
15
Optionspreistheorie
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Tzeng, Larry Y.
2
Banerjee, Prithviraj S.
1
Bi, Hongwei
1
Bruand, Martin
1
Cao, Charles Q.
1
Chen, Yi-ting
1
Doran, James S.
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Driessen, Joost
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Taylor, Stephen
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Tédongap, Roméo
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Journal of banking & finance
Review of derivatives research
The journal of futures markets
42
International review of economics & finance : IREF
14
Applied financial economics
13
International review of financial analysis
8
Applied economics
7
Advances in Pacific Basin financial markets
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Finance research letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
The review of financial studies
6
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Advances in futures and options research : a research annual
4
Applied economics letters
4
Arbeitspapiere zur mathematischen Wirtschaftsforschung
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Finanzmarkt und Portfolio-Management
4
Journal of multinational financial management
4
Review of Pacific Basin financial markets and policies
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The journal of finance : the journal of the American Finance Association
4
Working paper
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Economic modelling
3
Investment management and financial innovations
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Journal of financial and quantitative analysis : JFQA
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Pacific-Basin finance journal
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Research in international business and finance
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The empirical economics letters : a monthly international journal of economics
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The handbook of commodity investing
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion paper
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Emerging markets, finance and trade : EMFT
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Essays on macroeconomic news announcements and option-implied information
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Global finance journal
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International Journal of Financial Studies : open access journal
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Higher-order Omega : a performance index with a decision-theoretic foundation
Bi, Hongwei
;
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Zhu, Wei
- In:
Journal of banking & finance
100
(
2019
),
pp. 43-57
Persistent link: https://www.econbiz.de/10012162443
Saved in:
2
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
3
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang
- In:
Journal of banking & finance
38
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10010340777
Saved in:
4
Riskiness-minimizing spot-futures hedge ratio
Chen, Yi-ting
;
Ho, Keng-yu
;
Tzeng, Larry Y.
- In:
Journal of banking & finance
40
(
2014
),
pp. 154-164
Persistent link: https://www.econbiz.de/10010402247
Saved in:
5
The world price of jumo and volatility risk
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 518-536
Persistent link: https://www.econbiz.de/10009705629
Saved in:
6
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
7
Determinants of S&P 500 index option returns
Cao, Charles Q.
;
Huang, Jing-Zhi
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003705840
Saved in:
8
The pricing of leverage products : an empirical investigation of the German market for "long" and "short" stock index certificates
Wilkens, Sascha
;
Stoimenov, Pavel A.
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 735-750
Persistent link: https://www.econbiz.de/10003429769
Saved in:
9
Implied volatility and future portfolio returns
Banerjee, Prithviraj S.
;
Doran, James S.
;
Peterson, David R.
- In:
Journal of banking & finance
31
(
2007
)
10
,
pp. 3183-3199
Persistent link: https://www.econbiz.de/10003574850
Saved in:
10
Optimal hedging under departures from the cost-of-carry valuation : evidence from the Spanish stock index futures market
Lafuente, Juan Angel
;
Novales, Alfonso
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1053-1078
Persistent link: https://www.econbiz.de/10001757808
Saved in:
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