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subject:"Hedging"
~person:"Koutsokostas, Drosos"
~person:"Romagnoli, Silvia"
~type_genre:"Article in journal"
~type_genre:"Ratgeber"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
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13
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Koutsokostas, Drosos
Romagnoli, Silvia
Hammoudeh, Shawkat
14
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11
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11
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10
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Xuan Vinh Vo
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ECONIS (ZBW)
9
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1
Can treasury inflation-protected securities safeguard investors from outward risk spillovers? : a portfolio hedging strategy through the prism of COVID-19
Papathanasiou, Spyros
;
Kenourgios, Dimitris
; …
- In:
The journal of asset management : a major new, …
24
(
2023
)
3
,
pp. 198-211
Persistent link: https://www.econbiz.de/10014325319
Saved in:
2
Do hedge and merger arbitrage funds actually hedge? : A time-varying volatility spillover approach
Papathanasiou, Spyros
;
Vasiliou, Dimitrios
;
Magoutas, …
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014495017
Saved in:
3
Are timber and water investments safe-havens? : a volatility spillover approach and portfolio hedging strategies for investors
Samitas, Aristeidis
;
Papathanasiou, Spyros
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013459891
Saved in:
4
Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors
Papathanasiou, Spyros
;
Dokas, Ioannis
;
Koutsokostas, Drosos
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013538949
Saved in:
5
Volatility spillovers between fine wine and major global markets during COVID-19 : a portfolio hedging strategy for investors
Samitas, Aristeidis
;
Papathanasiou, Spyros
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 629-642
Persistent link: https://www.econbiz.de/10013334606
Saved in:
6
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
7
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
8
Optimal corporate hedging using options with basis and production risk
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 56-71
Persistent link: https://www.econbiz.de/10010463594
Saved in:
9
A copula-based quantile risk measure approach to estimate the optimal hedge ratio
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 658-675
Persistent link: https://www.econbiz.de/10010507942
Saved in:
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