//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
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
Housing, Risk Aversion and Ass...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
30
Language
All
Undetermined
29
English
1
Author
All
Lioui, Abraham
28
Poncet, Patrice
16
Ballet, Jerome
2
Bazin, Damien
2
Chibane, Messaoud
2
Law, Dikman
2
Touahri, David
2
Amenc, Noël
1
Eldor, Rafael
1
Goltz, Felix
1
Rangvid, Jesper
1
Sharma, Zenu
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
6
The journal of futures markets
5
Journal of banking & finance
4
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
Economics letters
3
Risk : managing risk in the world's financial markets
2
European journal of operational research : EJOR
1
Finance : revue de l'Association Française de Finance
1
Financial analysts' journal : FAJ
1
Journal of international money and finance
1
Journal of macroeconomics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
116
RePEc
34
EconStor
3
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rate derivatives - A quadratic volatility Cheyette model
Chibane, Messaoud
;
Law, Dikman
- In:
Risk : managing risk in the world's financial markets
26
(
2013
)
7
,
pp. 60-63
Persistent link: https://www.econbiz.de/10010154138
Saved in:
2
Structured products - Hybrid smiles made fast - Risk management of equity-linked structured notes requires consistent modelling of both stocks' smiles and stochastic interest rates. Existing approaches require costly computations to capture highly curved smiles — Especially at long-dated maturities. The authors show how a quadratic parameterisation of volatility, with some analytic approximations, ...
Chibane, Messaoud
;
Law, Dikman
- In:
Risk : managing risk in the world's financial markets
26
(
2013
)
8
,
pp. 64-67
Persistent link: https://www.econbiz.de/10010169369
Saved in:
3
Optimal currency risk hedging
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of international money and finance
21
(
2002
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10006896991
Saved in:
4
General equilibrium pricing of nonredundant forward contracts
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
23
(
2003
)
9
,
pp. 817-840
Persistent link: https://www.econbiz.de/10006821668
Saved in:
5
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/10006834064
Saved in:
6
Bernoulli Speculator and Trading Strategy Risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-524
Persistent link: https://www.econbiz.de/10006837507
Saved in:
7
Optimal spreading when spreading is optimal
Lioui, Abraham
;
Eldor, Rafael
- In:
Journal of economic dynamics & control
23
(
1999
)
2
,
pp. 277-302
Persistent link: https://www.econbiz.de/10006786637
Saved in:
8
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
20
(
1996
)
6-7
,
pp. 1101-1114
Persistent link: https://www.econbiz.de/10006796895
Saved in:
9
Currency risk hedging: Futures vs. forward
Lioui, Abraham
- In:
Journal of banking & finance
22
(
1998
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10005902242
Saved in:
10
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Management science : journal of the Institute for …
46
(
2000
)
5
,
pp. 658-668
Persistent link: https://www.econbiz.de/10006094405
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->