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~isPartOf:"Journal of risk"
~language:"eng"
~subject:"Index-Futures"
~subject:"Theory"
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Journal of risk
The journal of futures markets
157
Mathematical finance : an international journal of mathematics, statistics and financial theory
58
International journal of theoretical and applied finance
56
Finance and stochastics
53
Journal of banking & finance
47
International review of economics & finance : IREF
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Finance research letters
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Energy economics
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Journal of financial economics
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Journal of economic dynamics & control
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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American journal of agricultural economics
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European journal of operational research : EJOR
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International review of financial analysis
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NBER Working Paper
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The journal of corporate finance : contracting, governance and organization
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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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Economics letters
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Journal of international money and finance
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Dresden discussion paper series in economics
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Journal of multinational financial management
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1
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
2
A new dynamic hedging model with futures : the Kalman filter error-correction model
Wang, Chien-Ho
;
Lin, Chang-Ching
;
Lin, Shu-Hui
;
Lai, Hung-Yu
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012297511
Saved in:
3
Hedging incentives for financial institutions
Weert, Frans J. de
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
Saved in:
4
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
Saved in:
5
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
Saved in:
6
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
7
Commodity risk hedging through risk sharing : reengineering Islamic forwards
Kafou, Ali
;
Chakir, Ahmed
- In:
Journal of risk
17
(
2014/2015
)
6
,
pp. 101-123
Persistent link: https://www.econbiz.de/10011438937
Saved in:
8
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
9
Alternative hedging in a discrete-time incomplete market
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 85-117
Persistent link: https://www.econbiz.de/10013262917
Saved in:
10
Realized hedge ratio properties, performance and implications for risk management : evidence from the Spanish IBEX 35 spot and futures markets
McMillan, David G.
;
Garcia, Raquel Quiroga
- In:
Journal of risk
12
(
2009/10
)
4
,
pp. 33-48
Persistent link: https://www.econbiz.de/10003995403
Saved in:
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