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9
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ECONIS (ZBW)
483
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351
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351
An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo
;
Wang, Ying-luo
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
Saved in:
352
Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Stein, Michael
;
Füss, Roland
;
Drobetz, Wolfgang
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 78-91
Persistent link: https://www.econbiz.de/10003848046
Saved in:
353
Corporate use of derivatives and excess value of diversification
Lin, J. Barry
;
Pantzalis, Christos
;
Park, Jung Chul
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 889-913
Persistent link: https://www.econbiz.de/10003429844
Saved in:
354
Préférences par rapport au risque et marchés à terme : le cas d'une quantité incertaine
Sévi, Benoît
- In:
Recherches économiques de Louvain
73
(
2007
)
2
,
pp. 217-228
Persistent link: https://www.econbiz.de/10003492329
Saved in:
355
Optimal risk transfer and investment policies based upon stochastic differential utilities
Nakamura, Nobuhiro
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 375-403
Persistent link: https://www.econbiz.de/10003496717
Saved in:
356
The effectiveness of global currency hedging after the Asian crisis
Chincarini, Ludwig Boris
- In:
The journal of asset management
8
(
2007/08
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10003497100
Saved in:
357
Special issue on credit correlation : life after copulas
Lipton, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003503331
Saved in:
358
Pricing and hedging in a dynamic credit model
Elouerkhaoui, Youssef
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 703-731
Persistent link: https://www.econbiz.de/10003503384
Saved in:
359
Joint distributions of portfolio losses and exotic portfolio products
Epple, Friedel
;
Morgan, Sam
;
Schoegl, Lutz
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 733-748
Persistent link: https://www.econbiz.de/10003503387
Saved in:
360
Strategic use of futures and options by commodity processors
Bullock, David W.
;
Wilson, William W.
;
Dahl, Bruce L.
- In:
International review of economics & finance : IREF
16
(
2007
)
4
,
pp. 578-591
Persistent link: https://www.econbiz.de/10003613198
Saved in:
361
Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David
;
Stracca, Livio
- In:
Journal of economic behavior & organization : JEBO
64
(
2007
)
2
,
pp. 250-268
Persistent link: https://www.econbiz.de/10003559732
Saved in:
362
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
363
Modeling simultaneous defaults : a top-down approach
Kunisch, Michael
;
Uhrig-Homburg, Marliese
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
Saved in:
364
Securitisation of catastrophic risks
Ali, Paul U.
- In:
Innovations in securitisation : yearbook
(
2006
),
pp. 35-44
Persistent link: https://www.econbiz.de/10003772740
Saved in:
365
Replicating bond indices with liquid derivatives
Dynkin, Lev
;
Gould, Anthony
;
Konstantinovsky, Vadim
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10003339347
Saved in:
366
A moment computation algorithm for the error in discrete dynamic hedging
Primbs, James A.
;
Yamada, Yuji
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 519-540
Persistent link: https://www.econbiz.de/10003291317
Saved in:
367
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T. F.
;
Li, Yuying
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
Saved in:
368
Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
Saved in:
369
The use of derivates by investment managers and implications for portfolio performance and risk
Fong, Kingsley
;
Gallagher, David R.
;
Ng, Aaron
- In:
International review of finance
5
(
2005
)
1/2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003351728
Saved in:
370
The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki
;
Hillegers, Tom
- In:
Applied financial economics letters
2
(
2006
)
4
,
pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
Saved in:
371
An EZI method to reduce the rank of a correlation matrix in financial modelling
Morini, Massimo
;
Webber, Nick
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 309-331
Persistent link: https://www.econbiz.de/10003396206
Saved in:
372
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
Saved in:
373
Drawdown measure in portfolio optimization
Chekhlov, Alexei
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
Saved in:
374
The roadmap for fixed income and derivatives market
Reddy, Y. V.
- In:
Economic developments in India : quarterly update : …
88
(
2005
),
pp. 75-79
Persistent link: https://www.econbiz.de/10003257633
Saved in:
375
Do we need to worry about credit risk correlation?
Elizalde, Abel
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10003303937
Saved in:
376
Riding the yield curve : a variety of strategies
Bieri, David S.
;
Chincarni, Ludwig B.
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 6-35
Persistent link: https://www.econbiz.de/10003229842
Saved in:
377
A note on the large homogeneous portfolio approximation with the student-t copula
Schlögl, Lutz
;
O'Kane, Dominic
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 577-584
Persistent link: https://www.econbiz.de/10003133291
Saved in:
378
Credit derivatives, disintermediation, and investment decisions
Morrison, Alan
- In:
The journal of business : B
78
(
2005
)
2
,
pp. 621-647
Persistent link: https://www.econbiz.de/10002926902
Saved in:
379
Die Bedeutung des Kreditrisikohandels für spezialisierte Kreditinstitute
Gann, Philipp
;
Hofmann, Bernd
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
53
(
2005
)
7
,
pp. 473-482
Persistent link: https://www.econbiz.de/10003013894
Saved in:
380
Fundamental theorems of asset pricing for good deal bounds
Staum, Jeremy
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 141-161
Persistent link: https://www.econbiz.de/10002032681
Saved in:
381
Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh
;
Faff, Robert W.
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
Saved in:
382
A note on transaction costs and the existence of derivatives markets
Fehle, Frank
- In:
Journal of economics & business
56
(
2004
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10002852704
Saved in:
383
Dynamic minimization of worst conditional expectation of shortfall
Sekine, Jun
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10002396403
Saved in:
384
An approximation pricing algrithm in an incomplete market : a differential geometric approach
Gao, Yuan
;
Guan Lim, Kian
;
Hwa Ng, Kah
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10002261445
Saved in:
385
A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
Saved in:
386
A fair pricing approach to weather derivatives
Platen, Eckhard
;
West, Jason
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10003084151
Saved in:
387
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
388
Special issue on risk management and financial derivatives
Corrado, Charles Joseph
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001849585
Saved in:
389
Futures hedge ratios : a review
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
3
,
pp. 433-465
Persistent link: https://www.econbiz.de/10001782501
Saved in:
390
Mirror transactions under capital regulation and deposit insurance
Lin, Jyh-horng
;
Hsu, Yin-chieh
- In:
The Indian journal of economics
83
(
2003
)
4
,
pp. 489-502
Persistent link: https://www.econbiz.de/10001785911
Saved in:
391
Dynamic derivative strategies
Liu, Jun
;
Pan, Jun
- In:
Journal of financial economics
69
(
2003
)
3
,
pp. 401-430
Persistent link: https://www.econbiz.de/10001787696
Saved in:
392
Equity volatility trading strategy in two closely related indices : a risk management perspective
Kubli, Heinz R.
;
Kemmsies, Walter
- In:
Financial risk and financial risk management
,
(pp. 117-135)
.
2002
Persistent link: https://www.econbiz.de/10001755635
Saved in:
393
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
Saved in:
394
Berücksichtigung des Zinsänderungsrisikos bei der Neubewertung am Risikohorizont in Kreditportfoliomodellen
Grundke, Peter
- In:
Journal of business economics : JBE
72
(
2002
)
12
,
pp. 1241-1267
Persistent link: https://www.econbiz.de/10001720930
Saved in:
395
Backtesting derivative portfolios with filtered historical simulation (FHS)
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
European financial management : the journal of the …
8
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001688408
Saved in:
396
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Goll, Thomas
;
Rüschendorf, Ludger
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 557-581
Persistent link: https://www.econbiz.de/10001614624
Saved in:
397
Gestion de portefeuille avec garantie : l'allocation optimale en actifs dérivés
Bertrand, Philippe
;
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
1
,
pp. 7-35
Persistent link: https://www.econbiz.de/10001624292
Saved in:
398
Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10001567419
Saved in:
399
The option on n assets with exchange rate and exercise price risk
Martzoukos, Spiros A.
- In:
Journal of multinational financial management
11
(
2001
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001537472
Saved in:
400
A survey into the use of derivatives by large non-financial firms operating by Belgium
De Ceuster, Marc J.
(
contributor
)
- In:
European financial management : the journal of the …
6
(
2000
)
3
,
pp. 301-318
Persistent link: https://www.econbiz.de/10001518192
Saved in:
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