//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic dynamics & control"
~subject:"Kapitaleinkommen"
~subject:"Optionsgeschäft"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Commodity hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Optionsgeschäft
Stochastischer Prozess
Hedging
46
Theorie
28
Theory
28
Portfolio selection
22
Portfolio-Management
22
Option pricing theory
15
Optionspreistheorie
15
Derivat
9
Derivative
9
Volatility
9
Volatilität
9
Stochastic process
8
CAPM
7
Transaction costs
7
Transaktionskosten
7
Incomplete market
5
Risiko
5
Risk
5
Unvollkommener Markt
5
Risikoprämie
4
Risk premium
4
Capital income
3
Dynamic programming
3
Dynamische Optimierung
3
Option trading
3
Anleihe
2
Bond
2
Credit risk
2
Estimation
2
Hedge fund
2
Hedge funds
2
Hedgefonds
2
Intertemporal hedging
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Schätzung
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Ankirchner, Stefan
1
Augustin, Patrick
1
Badescu, Alexandru
1
Barletta, Andrea
1
Branger, Nicole
1
Chang, Chien-hung
1
Cheng, Jun
1
Consiglio, Andrea
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Forsyth, Peter A.
1
Hu, Yuan
1
Ibraimi, Meriton
1
Leippold, Markus
1
Li, Jing
1
Li, Kai
1
Li, Lingfei
1
Lin, Yueh-neng
1
Lindquist, W. Brent
1
Mahayni, Antje
1
Oliva, Immacolata
1
Ortega, Juan-Pablo
1
Perras, Patrizia Julia
1
Račev, Svetlozar T.
1
Renò, Roberto
1
Saleh, Fahad
1
Santucci de Magistris, Paolo
1
Schneider, Judith Christiane
1
Schweizer, Nikolaus
1
Shirvani, Abootaleb
1
Sloth, David
1
Tebaldi, Claudio
1
Vetzal, Kenneth R.
1
Wagner, Niklas F.
1
Xu, Haohua
1
Zenios, Stauros Andrea
1
Zhang, Gongqiu
1
Zhang, Jin E.
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
International journal of theoretical and applied finance
45
The journal of futures markets
34
Journal of banking & finance
28
Finance and stochastics
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Applied mathematical finance
19
Quantitative finance
18
Energy economics
17
Insurance / Mathematics & economics
16
Review of derivatives research
16
International review of economics & finance : IREF
15
Journal of financial economics
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Finance research letters
12
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
10
The European journal of finance
10
Working paper / National Bureau of Economic Research, Inc.
10
European journal of operational research : EJOR
9
Computational economics
8
Journal of empirical finance
8
Journal of financial and quantitative analysis : JFQA
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
NBER working paper series
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Annals of finance
7
International review of financial analysis
7
Journal of mathematical finance
7
Mathematical methods of operations research
7
Risks : open access journal
7
Swiss Finance Institute Research Paper
7
The journal of asset management
7
The review of financial studies
7
Applied economics letters
6
CoFE discussion papers
6
Computational Management Science : CMS
6
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
3
Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
Saved in:
4
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
5
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
6
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
7
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
Saved in:
8
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
9
Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan
;
Schneider, Judith Christiane
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
Saved in:
10
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->