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THE BEST HEDGING STRATEGY IN T...
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Theory
Transaction costs
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Hedging
3
Theorie
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transaction costs
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Markov chain approximation
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Option pricing theory
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Zakamouline, Valeri
3
Koekebakker, Steen
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European financial management : the journal of the European Financial Management Association
1
International journal of theoretical and applied finance
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
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2
The best hedging strategy in the presence of transaction costs
Zakamouline, Valeri
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 833-860
Persistent link: https://www.econbiz.de/10003911245
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3
A generalisation of the mean-variance analysis
Zakamouline, Valeri
;
Koekebakker, Steen
- In:
European financial management : the journal of the …
15
(
2009
)
5
,
pp. 934-970
Persistent link: https://www.econbiz.de/10003909974
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