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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Theory"
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Hedging
228
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126
Option pricing theory
90
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60
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Applied mathematical finance
Journal of banking & finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
135
International journal of theoretical and applied finance
57
Finance and stochastics
52
Energy economics
31
Journal of financial economics
30
Finance research letters
28
International review of economics & finance : IREF
28
Journal of economic dynamics & control
28
European journal of operational research : EJOR
26
Insurance / Mathematics & economics
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Working paper / National Bureau of Economic Research, Inc.
26
NBER working paper series
25
American journal of agricultural economics
23
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
22
The journal of finance : the journal of the American Finance Association
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NBER Working Paper
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The review of financial studies
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International review of financial analysis
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The journal of corporate finance : contracting, governance and organization
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Economics letters
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Journal of international money and finance
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CoFE discussion papers
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
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Dresden discussion paper series in economics
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Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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Swiss Finance Institute Research Paper
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The European journal of finance
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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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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
126
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1
Hedging
strategies in commodity markets : rolling intrinsic and delta
hedging
for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
2
Listing of classical options and the pricing of discount certificates
Schertler, Andrea
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012659941
Saved in:
3
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
4
The q5 model and its consistency with the intertemporal CAPM
Lin, Qi
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820950
Saved in:
5
Optimal fees in hedge funds with first-loss compensation
Escobar, Marcos
;
Havrylenko, Y.
;
Zagst, Rudi
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521040
Saved in:
6
Hedging
crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
7
Derivative cash flows and corporate investment
Jankensgård, Håkan
;
Moursli, Reda M.
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521225
Saved in:
8
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:
9
Interest rate risk management and the mix of fixed and floating rate debt
Oberoi, Jaideep
- In:
Journal of banking & finance
86
(
2018
),
pp. 70-86
Persistent link: https://www.econbiz.de/10011962403
Saved in:
10
Dynamic corporate risk management : motivations and real implications
Dionne, Georges
;
Gueyie, Jean-Pierre
;
Mnasri, Mohamed
- In:
Journal of banking & finance
95
(
2018
),
pp. 97-111
Persistent link: https://www.econbiz.de/10011966716
Saved in:
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