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~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"Hedging"
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Hedging
186
Theorie
72
Theory
72
Portfolio selection
51
Portfolio-Management
51
Risk management
40
Option pricing theory
38
Optionspreistheorie
38
Derivat
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Lioui, Abraham
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Zenios, Stauros Andrea
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Fernando, Chitru S.
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Leippold, Markus
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Lin, Yueh-neng
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Journal of Risk Finance
Journal of banking & finance
Journal of economic dynamics & control
The journal of futures markets
329
IMF Working Papers
161
Energy economics
117
International journal of theoretical and applied finance
115
Finance research letters
104
International review of financial analysis
82
Finance and stochastics
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International review of economics & finance : IREF
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IMF Staff Country Reports
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Economic modelling
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Journal of multinational financial management
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Applied mathematical finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
47
European journal of operational research : EJOR
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
The European journal of finance
44
NBER Working Paper
43
Research paper series / Swiss Finance Institute
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Quantitative finance
40
Journal of international financial markets, institutions & money
38
Research in international business and finance
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Risks : open access journal
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
American journal of agricultural economics
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
159
RePEc
27
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1
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
2
Do hedge funds value sell-side analysts differently?
Chen, Haosi Chelsea
;
Puckett, Andy
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014489028
Saved in:
3
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
4
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
5
Oil price shocks and the hedging benefit of airline investments
Güntner, Jochen
;
Öhlinger, Peter
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013539512
Saved in:
6
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:
7
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:
8
Do firms obtain multiple ratings to hedge against downgrade risk?
Chen, Zhihua
;
Wang, Zhen
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659942
Saved in:
9
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
10
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
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