Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Alexander, Carol"
~type_genre:"Article in journal"
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
Optional decomposition of supe...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Hedging
12
Volatility
6
Volatilität
6
Derivat
4
Derivative
4
Option pricing theory
4
Optionspreistheorie
4
Börsenkurs
3
Option trading
3
Optionsgeschäft
3
Portfolio selection
3
Portfolio-Management
3
Share price
3
Theorie
3
Theory
3
Virtual currency
2
Virtuelle Währung
2
2007-2008
1
ARCH model
1
ARCH-Modell
1
Betriebliche Liquidität
1
Bitcoin ETF
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Capital income
1
Capital structure
1
Convertible bond
1
Corporate liquidity
1
Crack spread
1
Cryptocurrency
1
Currency derivative
1
Currency option
1
Derivatives hedging
1
Devisenoption
1
Discounting
1
Diskontierung
1
Dynamic delta hedging
1
Exchange-traded funds
1
Experiment
1
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
13
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Textbook
1
more ...
less ...
Language
All
English
13
Author
All
Alexander, Carol
Lien, Da-hsiang Donald
82
Broll, Udo
74
Kit, Pong Wong
48
Wahl, Jack E.
27
Hammoudeh, Shawkat
23
Kang, Sang Hoon
23
Mensi, Walid
23
Madan, Dilip B.
18
Li, Johnny Siu-Hang
17
Bouri, Elie
15
Carr, Peter
15
Fabozzi, Frank J.
15
Gottardi, Piero
15
Jarrow, Robert A.
15
Kubler, Felix
15
Melʹnikov, Aleksandr V.
13
Orrillo, Jaime
13
Polemarchakis, Heraklis M.
13
Alghalith, Moawia
12
Arai, Takuji
12
Faff, Robert W.
12
Henderson, Vicky
12
Hobson, David G.
12
Lee, Cheng F.
12
Moosa, Imad A.
12
Pennings, Joost M. E.
12
Xuan Vinh Vo
12
Yousaf, Imran
12
Cárceles-Poveda, Eva
11
Hens, Thorsten
11
Lai, Yu-Sheng
11
Lucey, Brian M.
11
Roubaud, David
11
Shrestha, Keshab
11
Tiwari, Aviral Kumar
11
Umar, Zaghum
11
Yamada, Yuji
11
Agénor, Pierre-Richard
10
Benth, Fred Espen
10
more ...
less ...
Published in...
All
The journal of futures markets
3
Journal of banking & finance
2
Energy economics
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of economic behavior & organization : JEBO
1
Journal of financial stability
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative finance
1
The journal of alternative investments : JAI
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Crypto quanto and inverse
options
Alexander, Carol
;
Chen, Ding
;
Imeraj, Arben
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
Saved in:
2
The bitcoin VIX and its variance risk premium
Alexander, Carol
;
Imeraj, Arben
- In:
The journal of alternative investments : JAI
23
(
2021
)
4
,
pp. 84-109
Persistent link: https://www.econbiz.de/10012503289
Saved in:
3
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
4
Regime-dependent smile-adjusted delta
hedging
Alexander, Carol
;
Rubinov, Alexander
;
Kalepky, Markus
; …
- In:
The journal of futures markets
32
(
2012
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10009620587
Saved in:
5
Does model fit matter for
hedging
? : evidence from FTSE 100
options
Alexander, Carol
;
Kaeck, Andreas
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 609-638
Persistent link: https://www.econbiz.de/10010218790
Saved in:
6
The (de)merits of minimum-variance
hedging
: application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
- In:
Energy economics
36
(
2013
),
pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
Saved in:
7
Pricing and
hedging
convertible bonds : delayed calls and uncertain volatility
Yiǧitbaşioǧlu, Ali Bora
;
Alexander, Carol
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 415-453
Persistent link: https://www.econbiz.de/10003344330
Saved in:
8
Hedging
index exchange traded funds
Alexander, Carol
;
Barbosa, A.
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 326-337
Persistent link: https://www.econbiz.de/10003647317
Saved in:
9
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:
10
Price discovery in Bitcoin : the impact of unregulated markets
Alexander, Carol
;
Hecker, Daniel Frank
- In:
Journal of financial stability
50
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012392165
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
