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  • Search: subject:"Conditional hedging"
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Subject
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ARCH model 2 ARCH-Modell 2 Hedging 2 Capital income 1 Conditional hedging 1 Conditional hedging model 1 Copulas 1 Correlation 1 Futures 1 High-frequency data 1 Immobilienfonds 1 Index futures 1 Index-Futures 1 Kapitaleinkommen 1 Korrelation 1 MGARCH 1 Multivariate Verteilung 1 Multivariate distribution 1 Optimal hedge ratio 1 Portfolio selection 1 Portfolio-Management 1 REITs 1 Real estate 1 Real estate fund 1 Realized covariance matrix 1 Risikomaß 1 Risk measure 1 Time series analysis 1 Value-at-risk 1 Virtual currency 1 Virtuelle Währung 1 Volatility 1 Volatilität 1 Welt 1 World 1 Zeitreihenanalyse 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Akinsomi, Omokolade 1 Odusami, Babatunde Olatunji 1 Ubukata, Masato 1 Watanabe, Toshiaki 1
Published in...
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International review of financial analysis 1 Journal of the Japanese and international economies : an international journal ; JJIE 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji; Akinsomi, Omokolade - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
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Evaluating the performance of futures hedging using multivariate realized volatility
Ubukata, Masato; Watanabe, Toshiaki - In: Journal of the Japanese and international economies : … 38 (2015), pp. 148-171
Persistent link: https://www.econbiz.de/10011481095
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