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~subject:"Hedging"
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Hedging
Börsenkurs
55,239
Share price
53,755
Theorie
35,414
Theory
34,918
CAPM
20,205
Stochastischer Prozess
19,680
Stochastic process
19,233
Kapitaleinkommen
17,756
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17,722
Volatilität
15,432
Volatility
15,246
Aktienmarkt
13,986
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13,784
Portfolio-Management
11,357
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11,305
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11,182
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10,939
USA
9,955
United States
9,711
Risk
7,126
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7,123
Ankündigungseffekt
6,655
Announcement effect
6,613
Anlageverhalten
6,464
Behavioural finance
6,396
Optionspreistheorie
6,254
Option pricing theory
6,153
Welt
5,046
World
4,972
Prognoseverfahren
4,863
Forecasting model
4,795
Risikoprämie
4,598
Finanzmarkt
4,576
Risk premium
4,576
Financial market
4,536
Derivat
4,412
Derivative
4,406
Zeitreihenanalyse
4,085
Time series analysis
3,990
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Free
3,155
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2,615
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151
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6,238
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7
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Broll, Udo
199
Lien, Da-hsiang Donald
91
Wahl, Jack E.
77
Kit, Pong Wong
73
McAleer, Michael
40
Hammoudeh, Shawkat
37
Mensi, Walid
34
Zilcha, Itzhak
34
Acharya, Viral V.
33
Alexander, Carol
33
Hull, John
33
Kang, Sang Hoon
33
Platen, Eckhard
31
Fabozzi, Frank J.
29
Madan, Dilip B.
29
Cotter, John
28
Dionne, Georges
28
Engle, Robert F.
25
Hau, Harald
25
Lo, Andrew W.
25
Schweizer, Martin
25
Bouri, Elie
24
Korn, Olaf
24
Alghalith, Moawia
23
Adam-Müller, Axel F. A.
22
Caballero, Ricardo J.
22
Frey, Rüdiger
22
Giglio, Stefano
22
Hanly, Jim
22
Kohlmann, Michael
22
Shiller, Robert J.
22
Chang, Chia-Lin
21
Conlon, Thomas
21
Eckwert, Bernhard
21
Welzel, Peter
21
Lee, Cheng F.
20
Vo Xuan Vinh
20
Brown, Stephen J.
19
Lucey, Brian M.
19
Melʹnikov, Aleksandr V.
19
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National Bureau of Economic Research
73
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
C.E.P.R. Discussion Papers
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Institute of Finance and Accounting <London>
6
National Centre of Competence in Research - Financial Valuation and Risk Management
6
University of Bonn, Germany
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Université Paris-Dauphine (Paris IX)
6
Bonn Graduate School of Economics
5
Henley Business School, University of Reading
5
International Accounting Standards Board
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Center for Economic Research <Tilburg>
4
Manchester Business School
4
World Bank
4
Basel Committee on Banking Supervision
3
Centre for Analytical Finance <Århus>
3
Deutsche Forschungsgemeinschaft
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Rodney L. White Center for Financial Research
3
School of Finance and Business Economics <Perth, Western Australia>
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
3
Weltbank / International Trade Division
3
World Scientific Publishing Co. Pte. Ltd.
3
Center for Financial Studies
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Chambre de commerce et d'industrie de Paris
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Cowles Foundation for Research in Economics, Yale University
2
Department of Agribusiness and Applied Economics, North Dakota State University
2
Department of Economics and Related Studies, University of York
2
Department of Economics, Oxford University
2
European Union Institute for Security Studies
2
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The journal of futures markets
338
Energy economics
140
Finance research letters
124
International journal of theoretical and applied finance
122
Journal of banking & finance
113
International review of financial analysis
90
International review of economics & finance : IREF
84
Finance and stochastics
80
NBER working paper series
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Insurance / Mathematics & economics
68
Journal of financial economics
62
Applied economics
58
The review of financial studies
57
Working paper / National Bureau of Economic Research, Inc.
55
European journal of operational research : EJOR
54
Applied mathematical finance
53
Economic modelling
52
Journal of multinational financial management
52
The North American journal of economics and finance : a journal of financial economics studies
51
The journal of finance : the journal of the American Finance Association
51
Journal of economic dynamics & control
49
NBER Working Paper
48
Research in international business and finance
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Managerial Finance
46
The European journal of finance
45
Quantitative finance
44
Research paper series / Swiss Finance Institute
44
Journal of international financial markets, institutions & money
41
Risks : open access journal
41
Journal of international money and finance
40
Management science : journal of the Institute for Operations Research and the Management Sciences
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
American journal of agricultural economics
37
Applied financial economics
36
Global finance journal
35
Journal of financial and quantitative analysis : JFQA
34
Pacific-Basin finance journal
34
Swiss Finance Institute Research Paper
34
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Source
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ECONIS (ZBW)
9,909
RePEc
341
USB Cologne (EcoSocSci)
140
Other ZBW resources
138
EconStor
136
USB Cologne (business full texts)
44
BASE
27
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date (oldest first)
1
Hedging
and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
2
Hedging
and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
3
Volatility Markets : Consistent Modelling,
Hedging
and Practical Implementation (Dissertation)
Buehler, Hans
-
2010
This is the revised version of my dissertation. The dissertation covers pricing and
hedging
of volatiluty derivatives …, Dupire, Heston), Heston-type models with semi-closed forms, algorithms to perform parameter
hedging
with linear programming …
Persistent link: https://www.econbiz.de/10014218997
Saved in:
4
Three-Benchmarked Risk Minimization for Jump Diffusion Markets
Du, Ke
-
2012
The paper discusses the problem of
hedging
not perfectly replicable contingent claims by using a benchmark, the … pricing and
hedging
for an increasing number of not fully replicable benchmarked contingent claims …
Persistent link: https://www.econbiz.de/10013098521
Saved in:
5
Benchmarked Risk Minimization for Jump Diffusion Markets
Platen, Eckhard
-
2012
The paper discusses the problem of
hedging
not perfectly replicable contingent claims by using a benchmark, the … pricing and
hedging
for an increasing number of not fully replicable benchmarked contingent claims …
Persistent link: https://www.econbiz.de/10013098766
Saved in:
6
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
7
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
8
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
9
Volatility markets : consistent modeling,
hedging
and practical implementation
Bühler, Hans
-
2006
Persistent link: https://www.econbiz.de/10003372033
Saved in:
10
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
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