//--> //--> //--> //-->
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
~person:"Bartram, Söhnke M."
~person:"Kallsen, Jan"
~person:"Lien, Da-hsiang Donald"
~subject:"Derivat"
~subject:"Martingal"
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
Derivat
Martingal
Hedging
114
Theorie
63
Theory
63
Derivative
48
Portfolio selection
16
Portfolio-Management
16
USA
12
United States
12
Commodity derivative
11
Futures
11
Option pricing theory
11
Optionspreistheorie
11
Rohstoffderivat
11
Currency derivative
9
Volatility
9
Volatilität
9
Währungsderivat
9
hedging
9
Risk management
8
Welt
8
World
8
Exchange rate risk
7
Stochastic process
7
Stochastischer Prozess
7
Währungsrisiko
7
Risiko
6
Risikomanagement
6
Risk
6
ARCH model
5
ARCH-Modell
5
Cointegration
5
Estimation
5
Foreign exchange management
5
Index futures
5
Index-Futures
5
Kointegration
5
Risikoaversion
5
Risk aversion
5
Schätzung
5
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
47
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Aufsatz im Buch
3
Book section
3
Hochschulschrift
2
Thesis
2
Language
All
English
50
Author
All
Bartram, Söhnke M.
Kallsen, Jan
Lien, Da-hsiang Donald
Broll, Udo
27
Hull, John
26
Kit, Pong Wong
22
Fabozzi, Frank J.
11
Cotter, John
9
Kavussanos, Manolis G.
9
Welzel, Peter
9
Zilcha, Itzhak
9
Alexander, Carol
8
Benth, Fred Espen
8
Deutsch, Hans-Peter
8
Korn, Olaf
8
Minton, Bernadette A.
8
Wahl, Jack E.
8
Adam-Müller, Axel F. A.
7
Gündüz, Yalın
7
Kleshchelski, Isaac
7
Leistikow, Dean
7
Madan, Dilip B.
7
Ranasinghe, Tharindra
7
Rossi Júnior, José Luiz
7
Schweizer, Martin
7
Yamada, Yuji
7
Acharya, Viral V.
6
Brown, Gregory W.
6
Chen, Ren-Raw
6
Conlon, Thomas
6
Deng, Jun
6
Hess, Markus
6
Jeanblanc, Monique
6
Kogan, Leonid
6
Leung, Tim
6
Lo, Andrew W.
6
Prokopczuk, Marcel
6
Shrestha, Keshab
6
Tse, Yiu Kuen
6
Zou, Bin
6
Biais, Bruno
5
more ...
less ...
Published in...
All
The journal of futures markets
18
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
International review of economics & finance : IREF
2
Advances in investment analysis and portfolio management : a research annual
1
Contributions to financial econometrics : theoretical and practical issues
1
Economics letters
1
Energy economics
1
Financial hedging
1
Financial management
1
Global finance journal
1
Journal of economic surveys
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Pacific economic review
1
Progress in economics research
1
Research in finance
1
Risk management
1
The journal of corporate finance : contracting, governance and organization
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging
performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
Resolving the Exposure Puzzle : The Many Facets of Exchange Rate Exposure
Bartram, Söhnke M.
-
2019
hedges. For a typical sample firm, pass-through and operational
hedging
each reduce exposure by 10% to 15%. Financial
hedging
…
Persistent link: https://www.econbiz.de/10012906218
Saved in:
3
Corporate
hedging
and speculation with derivatives
Bartram, Söhnke M.
- In:
The journal of corporate finance : contracting, …
57
(
2019
),
pp. 9-34
Persistent link: https://www.econbiz.de/10012098853
Saved in:
4
Second-order approximations to pricing and
hedging
in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
Saved in:
5
Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
6
Asymptotic power utility-based pricing and
hedging
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Vierthauer, Richard
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
Saved in:
7
Hedging
in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
8
Foreign currency exposure and
hedging
: evidence from foreign acquisitions
Bartram, Söhnke M.
;
Burns, Natasha
;
Helwege, Jean
- In:
The quarterly journal of finance
3
(
2013
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010245456
Saved in:
9
A note on utility-based futures
hedging
performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
10
The effects of derivatives on firm risk and value
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Conrad, Jennifer S.
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 967-999
Persistent link: https://www.econbiz.de/10010217642
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->