//--> //--> //-->
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
~subject:"Hedging"
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
World oil prices and equity re...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
Theorie
17
Theory
17
Vereinigte Staaten
16
Option pricing theory
14
Optionspreistheorie
14
USA
11
United States
10
Mineralölmarkt
9
Estimation
6
Option trading
6
Optionsgeschäft
6
Schätzung
6
Volatility
6
Volatilität
6
Portfolio selection
5
Portfolio-Management
5
Börsenkurs
4
Commodity derivative
4
Oil market
4
Rohstoffderivat
4
Ölmarkt
4
CAPM
3
Currency derivative
3
Derivat
3
Derivative
3
Interest rate
3
Kalman filter
3
Lagerhaltung
3
Mineralölinteressenpolitik
3
Rebalancing
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Versorgungswirtschaft
3
Währungsderivat
3
Zins
3
Arbitrage
2
Bildungsökonomie
2
Bitcoin
2
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Hilliard, Jimmy E.
6
Hilliard, Jitka
3
Ni, Yinan
2
Bertus, Mark
1
Godbey, Jonathan
1
Huang, Pinghsun
1
Jordan, Susan D.
1
more ...
less ...
Published in...
All
Quantitative finance
2
The journal of futures markets
2
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
Saved in:
2
Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark
;
Godbey, Jonathan
;
Hilliard, Jimmy E.
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
Saved in:
3
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
4
Using the short-lived arbitrage model to compute minimum variance hedge ratios : application to indices, stocks and commodities
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 125-142
Persistent link: https://www.econbiz.de/10012424638
Saved in:
5
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
6
An empirical analysis of multi-period hedges : applications to commercial and investment assets
Hilliard, Jimmy E.
;
Huang, Pinghsun
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 587-606
Persistent link: https://www.econbiz.de/10002846401
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->