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~person:"Albrecht, Peter"
~person:"Giot, Pierre"
~person:"Hammoudeh, Shawkat"
~subject:"Hedging"
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Hedging
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Albrecht, Peter
Giot, Pierre
Hammoudeh, Shawkat
Ahelegbey, Daniel Felix
5
Kang, Sang Hoon
5
Mensi, Walid
5
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4
Giudici, Paolo
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3
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4
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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ECONIS (ZBW)
11
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1
Tail Risk Hedging and Regime Switching
Huggenberger, Markus
-
2016
We analyze hedging strategies that minimize tail risk measured by
Value-at-Risk
(VaR) or Conditional-
Value-at-Risk
…
Persistent link: https://www.econbiz.de/10013008471
Saved in:
2
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
-
2018
Persistent link: https://www.econbiz.de/10012002196
Saved in:
3
Safety first-Portfoliooptimierung bei Beschränkung des Conditional
Value
at
Risk
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009578725
Saved in:
4
Conditional
value
at
risk
-minimale future hedges
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009742092
Saved in:
5
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
6
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
7
VaR- and CVaR-minimal futures hedging strategies : an analytical approach
Albrecht, Peter
;
Huggenberger, Markus
;
Pekelis, Alexandr
-
2011
Persistent link: https://www.econbiz.de/10009316225
Saved in:
8
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
9
Theoretische Grundlagen des Minimum-
Value
at
Risk
-Hedges
Albrecht, Peter
-
2010
Persistent link: https://www.econbiz.de/10008903635
Saved in:
10
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Hammoudeh, Shawkat
;
Santos, Paulo Araújo
;
Al-Hassan, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 318-334
Persistent link: https://www.econbiz.de/10009779210
Saved in:
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