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:"Theory"
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
Model Risk Adjusted Hedge Rati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
43
Volatility
39
Volatilität
39
Hedging
34
Option pricing theory
30
Optionspreistheorie
30
Risikomanagement
30
Portfolio selection
25
Portfolio-Management
25
Derivat
19
Derivative
19
Risk management
19
ARCH model
17
ARCH-Modell
17
Option trading
17
Optionsgeschäft
17
Virtual currency
16
Virtuelle Währung
16
Börsenkurs
12
Risiko
12
Risk
12
Share price
12
Simulation
12
Estimation theory
11
GARCH
11
Schätztheorie
11
Statistical distribution
11
Statistische Verteilung
11
Capital income
10
Estimation
10
Kapitaleinkommen
10
Risikomaß
10
Risk measure
10
Stochastic process
10
Stochastischer Prozess
10
Finanzanalyse
9
Schätzung
9
Statistical method
9
Statistische Methode
9
more ...
less ...
Online availability
All
Free
17
Undetermined
5
Type of publication
All
Book / Working Paper
23
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Collection of articles of several authors
2
Lehrbuch
2
Sammelwerk
2
Textbook
2
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
43
Author
All
Alexander, Carol
42
Kaeck, Andreas
7
Leontsinis, Stamatis
5
Sumawong, Anannit
4
Chen, Xi
3
Deng, Jun
3
Kalepky, Markus
3
Prokopczuk, Marcel
3
Rubinov, Alexander
3
Dakos, Michael
2
Lazar, Emese
2
Ledermann, Dan
2
Sheedy, Elizabeth A.
2
Stanescu, Silvia
2
Wei, Wei
2
Wyeth, John
2
Zou, Bin
2
Dercon, Stefan
1
Heck, Daniel F.
1
Johnson, A.
1
Ledermann, Daniel
1
Ledermann, W.
1
Meng, Xiaochun
1
Nogueira, Leonardo M.
1
Rodrigues, Paulo Jorge Maurício
1
Sarabia, José María
1
Seeger, Norman
1
Wang, Tianyi
1
Ward, Charles W. R.
1
more ...
less ...
Institution
All
Professional Risk Managers' International Association
1
Published in...
All
Discussion paper / ICMA Centre, Henley Business School, University of Reading
6
European journal of operational research : EJOR
3
Journal of banking & finance
3
ICMA Centre Discussion Papers in Finance
2
The journal of development studies : JDS
2
Wiley series in financial engineering
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
ICMA Centre Discussion Paper in Finance
1
ICMA Centre Discussion Papers in Finance DP
1
International review of financial analysis
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of the Operational Research Society
1
McGraw-Hill finance & investing
1
Oxford bulletin of economics and statistics
1
Oxford economic papers
1
PRMIA risk management series
1
Quantitative finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
Saved in:
2
VIX dynamics with stochastic volatility of volatility
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375857
Saved in:
3
Continuous-time VIX dynamics : on the role of stochastic volatility of volatility
Kaeck, Andreas
;
Alexander, Carol
- In:
International review of financial analysis
28
(
2013
),
pp. 46-56
Persistent link: https://www.econbiz.de/10009762709
Saved in:
4
Stochastic volatility jump-diffusions for European equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
- In:
European financial management : the journal of the …
19
(
2013
)
3
,
pp. 470-496
Persistent link: https://www.econbiz.de/10010193749
Saved in:
5
Regime dependent determinants of credit dafault swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003733793
Saved in:
6
A parsimonious parametric model for generating margin requirements for futures
Alexander, Carol
;
Kaeck, Andreas
;
Sumawong, Anannit
- In:
European journal of operational research : EJOR
273
(
2019
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011979406
Saved in:
7
The changing relationship between productivity, wages and unemployment in the UK
Alexander, Carol
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10001139544
Saved in:
8
Principal component models for generating large GARCH covariance matrices
Alexander, Carol
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
2
,
pp. 337-359
Persistent link: https://www.econbiz.de/10001676004
Saved in:
9
Practical financial econometrics
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003710762
Saved in:
10
Quantitative methods in finance
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003690818
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
