//--> //--> //-->
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
~language:"eng"
~person:"Heymans, André"
~person:"Kallsen, Jan"
~subject:"Decision under uncertainty"
~subject:"Kapitaleinkommen"
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:"Hedging"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Decision under uncertainty
Kapitaleinkommen
Hedging
20
Option pricing theory
9
Optionspreistheorie
9
Portfolio selection
9
Portfolio-Management
9
Stochastic process
6
Stochastischer Prozess
6
Theorie
6
Theory
6
Capital income
5
Hedge Funds
4
Hedge fund
4
Hedgefonds
4
Performance measurement
4
Performance-Messung
4
Volatility
4
Volatilität
4
Betriebliche Kennzahl
3
Financial ratio
3
Incomplete market
3
Risikomanagement
3
Risk Management
3
Risk management
3
Sharpe Ratio
3
Unvollkommener Markt
3
Derivat
2
Derivative
2
Financial analysis
2
Finanzanalyse
2
Martingal
2
Martingale
2
Risiko
2
Risikoaversion
2
Risk
2
Risk aversion
2
Transaction costs
2
Transaktionskosten
2
Aktienmarkt
1
Anlageverhalten
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
Language
All
English
Author
All
Heymans, André
Kallsen, Jan
Guirguis, Michel
12
Broll, Udo
11
Agarwal, Vikas
10
Bali, Turan G.
9
Brown, Stephen J.
9
Ang, Andrew
7
Weigert, Florian
7
Hoesli, Martin
6
Kit, Pong Wong
6
Korn, Olaf
6
McAleer, Michael
6
Signori, Ombretta
6
Chang, Chia-Lin
5
Eckwert, Bernhard
5
Goetzmann, William N.
5
Lai, Yu-Sheng
5
Muhle-Karbe, Johannes
5
Nguyen, Duc Khuong
5
Ruenzi, Stefan
5
Darolles, Serge
4
Getmansky, Mila
4
Gupta, Rangan
4
Herrmann, Sebastian
4
Kosowski, Robert
4
Lo, Andrew W.
4
MacGregor, Bryan D.
4
Makarov, Igor
4
Naik, Narayan Y.
4
Racicot, François-Éric
4
Stafylas, Dimitrios
4
Théoret, Raymond
4
Tiwari, Aviral Kumar
4
Van Vuuren, Gary
4
Wong, Wing Keung
4
Yousaf, Imran
4
Al-Nassar, Nassar S.
3
Ali, Shoaib
3
Anderson, Keith
3
Anik, Kaysul Islam
3
more ...
less ...
Published in...
All
International business and economics research journal
4
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
6
,
pp. 1261-1300
Persistent link: https://www.econbiz.de/10011279837
Saved in:
2
The bias ratio as a hedge fund fraud indicator : an empirical performance study under different economic conditions
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
4
,
pp. 867-896
Persistent link: https://www.econbiz.de/10010393444
Saved in:
3
A risk-adjusted performance evaluation of US and EU hedge funds and associated equity markets over the 2007 - 2009 financial crisis
Van Heerden, Chris
;
Heymans, André
;
Van Vuuren, Gary
; …
- In:
International business and economics research journal
13
(
2014
)
1
,
pp. 169-189
Persistent link: https://www.econbiz.de/10010251617
Saved in:
4
Hedge fund performance evaluation using the Sharpe and Omega ratios
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
3
,
pp. 485-512
Persistent link: https://www.econbiz.de/10010370229
Saved in:
5
Discrete-time variance-optimal
hedging
in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Shenkman, Natalia
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 375-393)
.
2010
Persistent link: https://www.econbiz.de/10008655196
Saved in:
6
Mean-variance
hedging
and optimal investment in Heston's model with correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->