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  • Search: subject:"post-decision state variable"
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Year of publication
Subject
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dynamic programming 3 hedging 3 post-decision state variable 3 risk management 3 transaction costs 3 Hedging 2 Portfolio selection 2 Portfolio-Management 2 Risikomanagement 2 Risk management 2 Theorie 2 Theory 2 Transaction costs 2 Transaktionskosten 2 Dynamic programming 1 Dynamische Optimierung 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Breton, Michèle 2 Godin, Frédéric 2 De Villiers, Rouxelle 1
Published in...
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Administrative Sciences : open access journal 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Ignorantics : the theory, research, and practice of ignorance in organizational survival and prosperity
De Villiers, Rouxelle - In: Administrative Sciences : open access journal 15 (2025) 7, pp. 1-19
This study responds to the call by some scholars to establish a framework for ignorance. It challenges the myth that ignorance is all bad and an utterly undesirable state in organizations and proposes a new framework for the application of ignorance analytics in organizations. It includes a...
Persistent link: https://www.econbiz.de/10015436114
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Cover Image
Global hedging through post-decision state variables
Breton, Michèle; Godin, Frédéric - In: Journal of risk and financial management : JRFM 10 (2017) 3, pp. 1-6
Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach that optimizes some terminal criterion that depends on the difference between the value of a derivative security and that of its hedging portfolio at maturity or exercise. Global hedging methods in discrete...
Persistent link: https://www.econbiz.de/10011712512
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Cover Image
Global hedging through post-decision state variables
Breton, Michèle; Godin, Frédéric - In: Journal of Risk and Financial Management 10 (2017) 3, pp. 1-6
Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach that optimizes some terminal criterion that depends on the difference between the value of a derivative security and that of its hedging portfolio at maturity or exercise. Global hedging methods in discrete...
Persistent link: https://www.econbiz.de/10011843294
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