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Search: subject:"Minimum-Variance Hedge"
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Hedging
25
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18
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18
ARCH model
11
ARCH-Modell
11
Portfolio selection
11
Portfolio-Management
11
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9
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9
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8
Minimum variance hedge
7
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7
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7
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6
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Minimum-variance hedge
4
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Alexander, Carol
4
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4
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3
Yamada, Yuji
3
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2
Chiu, Wan-Yi
2
Dark, Jonathan
2
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2
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2
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1
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1
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1
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Dash, Gordon H.
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Drosos, Panagiotis
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Go, You-How
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Li, Yang
1
Lin, Fu-Lai
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Qu, Hui
1
Ravichandran K. Subramaniam
1
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Department of Econometrics and Business Statistics, Monash Business School
2
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1
EconWPA
1
Henley Business School, University of Reading
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Energy economics
4
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Review of derivatives research
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The empirical economics letters : a monthly international journal of economics
2
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1
Asia-Pacific financial markets
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ECONIS (ZBW)
22
RePEc
9
BASE
1
EconStor
1
Showing
1
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10
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33
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1
Risk management through financial hedging in inventory systems with stochastic price processes
Canyakmaz, Caner
;
Özekici, Süleyman
;
Karaesmen, Fikri
- In:
International journal of production economics
270
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015049188
Saved in:
2
Hedge ratios : theory and applications
Chen, Sheng-syan
;
Lee, Cheng F.
;
Lin, Fu-Lai
;
Shrestha, …
-
2024
Persistent link: https://www.econbiz.de/10015046797
Saved in:
3
Tackling investment risks using equity options during extreme economic upheavals : Indian evidence
Jose, Babu
;
Varghese, James
- In:
Colombo business journal : international journal of …
12
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012807616
Saved in:
4
Mean-variance hedging in the presence of estimation risk
Chiu, Wan-Yi
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 221-241
Persistent link: https://www.econbiz.de/10012659670
Saved in:
5
Hedging with futures during nonconvergence in commodity markets
Goswami, Alankrita
;
Karali, Berna
;
Adjemian, Michael K.
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014495616
Saved in:
6
The global
minimum
variance
hedge
Chiu, Wan-Yi
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 121-144
Persistent link: https://www.econbiz.de/10012229794
Saved in:
7
An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai
- In:
Global Business & Finance Review (GBFR)
24
(
2019
)
3
,
pp. 65-78
Persistent link: https://www.econbiz.de/10012286686
Saved in:
8
An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai
- In:
Global business and finance review
24
(
2019
)
3
,
pp. 65-78
Persistent link: https://www.econbiz.de/10012121320
Saved in:
9
Dynamic hedging using the realized
minimum-variance
hedge
ratio approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
10
Quantile hedge ratio for energy markets
Shrestha, Keshab
;
Ravichandran K. Subramaniam
;
Yessy …
- In:
Energy economics
71
(
2018
),
pp. 253-272
Persistent link: https://www.econbiz.de/10011943021
Saved in:
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