المؤلفون: Vicente, Sebastião Fernandes

المساهمون: Rodrigues, Paulo M. M., RUN

مصطلحات موضوعية: Market maker inventory, Options greeks, Dynamic hedging, Trade classification, Volatility surface modelling, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الإتاحة: http://hdl.handle.net/10362/140581Test

المؤلفون: Augustyniak, Maciej, Badescu, Alexandru, Boudreault, Mathieu

مصطلحات موضوعية: ddc:650, dynamic hedging, hedging effectiveness, investment guarantee, model risk, variable annuity

العلاقة: gbv-ppn:1852090235; Journal: Journal of Risk and Financial Management; Volume: 16; Year: 2023; Issue: 2; Pages: 1-18; http://hdl.handle.net/10419/275180Test

الإتاحة: https://doi.org/10.3390/jrfm16020112Test
http://hdl.handle.net/10419/275180Test

المؤلفون: Li Wei, Ming-Chih Lee, Wan-Hsiu Cheng, Chia-Hsien Tang, Jing-Wun You

المصدر: Mathematics; Volume 11; Issue 13; Pages: 2917

مصطلحات موضوعية: cryptocurrency risk, financial volatility, dynamic hedging, COVID-19 impact, DCC-GARCH model

وصف الملف: application/pdf

العلاقة: Financial Mathematics; https://dx.doi.org/10.3390/math11132917Test

الإتاحة: https://doi.org/10.3390/math11132917Test

المؤلفون: Maciej Augustyniak, Alexandru Badescu, Mathieu Boudreault

المصدر: Journal of Risk and Financial Management, Vol 16, Iss 112, p 112 (2023)

مصطلحات موضوعية: hedging effectiveness, dynamic hedging, model risk, investment guarantee, variable annuity, Risk in industry. Risk management, HD61, Finance, HG1-9999

العلاقة: https://www.mdpi.com/1911-8074/16/2/112Test; https://doaj.org/toc/1911-8066Test; https://doaj.org/toc/1911-8074Test; https://doaj.org/article/620944441b0e4b139d9fd416add24582Test

الإتاحة: https://doi.org/10.3390/jrfm16020112Test
https://doaj.org/article/620944441b0e4b139d9fd416add24582Test

المؤلفون: You, Li Wei, Ming-Chih Lee, Wan-Hsiu Cheng, Chia-Hsien Tang, Jing-Wun

المصدر: Mathematics; Volume 11; Issue 13; Pages: 2917

مصطلحات موضوعية: cryptocurrency risk, financial volatility, dynamic hedging, COVID-19 impact, DCC-GARCH model

وصف الملف: application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=multidiscipl::233d48367008c42788a8e045886576f7Test

المؤلفون: Barrera-Rivera,Roberto R., Valencia-Herrera,Humberto

المصدر: Revista mexicana de economía y finanzas v.15 n.3 2020

مصطلحات موضوعية: Natural gas prices, first-hand sale prices, dynamic hedging, backtesting

وصف الملف: text/html

الإتاحة: http://www.scielo.org.mx/scielo.php?script=sci_arttext&pid=S1665-53462020000300355Test

المؤلفون: Xiaojing Cai, Shigeyuki Hamori, Lu Yang, Shuairu Tian

المصدر: Energies; Volume 13; Issue 2; Pages: 294

مصطلحات موضوعية: crude oil, East Asian stock markets, wavelet, copula, dynamic hedging

وصف الملف: application/pdf

العلاقة: C: Energy Economics and Policy; https://dx.doi.org/10.3390/en13020294Test

الإتاحة: https://doi.org/10.3390/en13020294Test

المؤلفون: Cai, Xiaojing, Hamori, Shigeyuki, Yang, Lu, Tian, Shuairu

مصطلحات موضوعية: crude oil, East Asian stock markets, wavelet, copula, dynamic hedging

العلاقة: info:doi/10.3390/en13020294

الإتاحة: http://www.lib.kobe-u.ac.jp/handle_kernel/90007002Test
http://www.lib.kobe-u.ac.jp/repository/90007002.pdfTest

المؤلفون: Myers, Robert J., Hanson, Steven D.

المصدر: American Journal of Agricultural Economics, 1996 Feb 01. 78(1), 13-20.

الوصول الحر: https://www.jstor.org/stable/1243774Test

المؤلفون: Shen, Sally, Pelsser, Antoon, Schotman, Peter

المصدر: Shen , S , Pelsser , A & Schotman , P 2019 , ' Robust hedging in incomplete markets ' , Journal of Pension Economics & Finance , vol. 18 , no. 3 , pp. 473-493 . https://doi.org/10.1017/S1474747218000069Test

مصطلحات موضوعية: Model uncertainty, robust optimization, incomplete market, dynamic hedging, expected shortfall, PORTFOLIO RULES, UNCERTAINTY, MORTALITY, PARAMETER, MODEL

وصف الملف: application/pdf

الإتاحة: https://doi.org/10.1017/S1474747218000069Test
https://cris.maastrichtuniversity.nl/en/publications/24fa2f5e-92d2-4733-aee9-56da77e661b1Test
https://cris.maastrichtuniversity.nl/ws/files/53404699/Schotman_2019_robust_hedging_in_incomplete_markets.pdfTest