Статті в журналах з теми "Hedging Finance"
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Hamdi, Haykel, and Jihed Majdoub. "Risk-sharing finance governance: Islamic vs conventional indexes option pricing." Managerial Finance 44, no. 5 (May 14, 2018): 540–50. http://dx.doi.org/10.1108/mf-05-2017-0199.
Повний текст джерелаStentoft, Lars. "Computational Finance." Journal of Risk and Financial Management 13, no. 7 (July 4, 2020): 145. http://dx.doi.org/10.3390/jrfm13070145.
Повний текст джерелаRoig Hernando, Jaume. "Humanizing Finance by Hedging Property Values." Journal of Risk and Financial Management 9, no. 2 (June 10, 2016): 5. http://dx.doi.org/10.3390/jrfm9020005.
Повний текст джерелаCong, Jianfa, Ken Seng Tan, and Chengguo Weng. "VAR-BASED OPTIMAL PARTIAL HEDGING." ASTIN Bulletin 43, no. 3 (July 29, 2013): 271–99. http://dx.doi.org/10.1017/asb.2013.19.
Повний текст джерелаBuehler, H., L. Gonon, J. Teichmann, and B. Wood. "Deep hedging." Quantitative Finance 19, no. 8 (February 21, 2019): 1271–91. http://dx.doi.org/10.1080/14697688.2019.1571683.
Повний текст джерелаMadan, Dilip B. "Adapted hedging." Annals of Finance 12, no. 3-4 (November 9, 2016): 305–34. http://dx.doi.org/10.1007/s10436-016-0282-8.
Повний текст джерелаTSUZUKI, YUKIHIRO. "ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES." International Journal of Theoretical and Applied Finance 16, no. 06 (September 2013): 1350038. http://dx.doi.org/10.1142/s0219024913500386.
Повний текст джерелаSun, Youfa, George Yuan, Shimin Guo, Jianguo Liu, and Steven Yuan. "Does model misspecification matter for hedging? A computational finance experiment based approach." International Journal of Financial Engineering 02, no. 03 (September 2015): 1550023. http://dx.doi.org/10.1142/s2424786315500231.
Повний текст джерелаKorn, Olaf, and Marc Oliver Rieger. "Hedging with regret." Journal of Behavioral and Experimental Finance 22 (June 2019): 192–205. http://dx.doi.org/10.1016/j.jbef.2019.03.002.
Повний текст джерелаBates, David S. "Hedging the smirk." Finance Research Letters 2, no. 4 (December 2005): 195–200. http://dx.doi.org/10.1016/j.frl.2005.08.004.
Повний текст джерелаChen, Chaoyi, Ziyang Liao, Menghan Shi, and Peizi Zhang. "Through analyzing differences between four risk hedge methods to help companies choose a suitable strategy in different financial situation." BCP Business & Management 35 (December 31, 2022): 60–64. http://dx.doi.org/10.54691/bcpbm.v35i.3227.
Повний текст джерелаARAI, TAKUJI. "$\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE." International Journal of Theoretical and Applied Finance 11, no. 08 (December 2008): 869–88. http://dx.doi.org/10.1142/s0219024908005068.
Повний текст джерелаHoelscher, Seth A. "Voluntary hedging disclosure and corporate governance." Review of Accounting and Finance 19, no. 1 (June 10, 2019): 5–29. http://dx.doi.org/10.1108/raf-01-2018-0001.
Повний текст джерелаTAKAHASHI, AKIHIKO, YUKIHIRO TSUZUKI, and AKIRA YAMAZAKI. "HEDGING EUROPEAN DERIVATIVES WITH THE POLYNOMIAL VARIANCE SWAP UNDER UNCERTAIN VOLATILITY ENVIRONMENTS." International Journal of Theoretical and Applied Finance 14, no. 04 (June 2011): 485–505. http://dx.doi.org/10.1142/s021902491100670x.
Повний текст джерелаZAKAMOULINE, VALERI. "THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS." International Journal of Theoretical and Applied Finance 12, no. 06 (September 2009): 833–60. http://dx.doi.org/10.1142/s0219024909005488.
Повний текст джерелаKorkeamäki, Timo, Eva Liljeblom, and Markus Pfister. "Airline fuel hedging and management ownership." Journal of Risk Finance 17, no. 5 (November 21, 2016): 492–509. http://dx.doi.org/10.1108/jrf-06-2016-0077.
Повний текст джерелаAlghalith, Moawia. "Input hedging: generalizations." Journal of Risk Finance 8, no. 3 (May 29, 2007): 309–12. http://dx.doi.org/10.1108/15265940710750521.
Повний текст джерелаWILCOX, JARROD. "Better Dynamic Hedging." Journal of Risk Finance 2, no. 4 (March 2001): 5–15. http://dx.doi.org/10.1108/eb043471.
Повний текст джерелаRODRÍGUEZ, JESÚS F. "HEDGING SWING OPTIONS." International Journal of Theoretical and Applied Finance 14, no. 02 (March 2011): 295–312. http://dx.doi.org/10.1142/s021902491100636x.
Повний текст джерелаOBŁÓJ, JAN, and FRÉDÉRIK ULMER. "PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS." International Journal of Theoretical and Applied Finance 15, no. 01 (February 2012): 1250003. http://dx.doi.org/10.1142/s0219024911006516.
Повний текст джерелаMøller, T. "On Valuation and Risk Management at the Interface of Insurance and Finance." British Actuarial Journal 8, no. 4 (October 1, 2002): 787–827. http://dx.doi.org/10.1017/s1357321700003913.
Повний текст джерелаHorikawa, Hiroaki, and Kei Nakagawa. "Relationship between deep hedging and delta hedging: Leveraging a statistical arbitrage strategy." Finance Research Letters 62 (April 2024): 105101. http://dx.doi.org/10.1016/j.frl.2024.105101.
Повний текст джерелаSchnabel, Jacques A. "Hedging and debt overhang: a conceptual note." Journal of Risk Finance 16, no. 2 (March 16, 2015): 164–69. http://dx.doi.org/10.1108/jrf-10-2014-0140.
Повний текст джерелаLIU, WEN-QIONG, and WEN-LI HUANG. "HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH." International Journal of Theoretical and Applied Finance 22, no. 02 (March 2019): 1850057. http://dx.doi.org/10.1142/s0219024918500577.
Повний текст джерелаFard, Farzad Alavi, Firmin Doko Tchatoka, and Sivagowry Sriananthakumar. "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model." Journal of Risk and Financial Management 14, no. 3 (February 28, 2021): 97. http://dx.doi.org/10.3390/jrfm14030097.
Повний текст джерелаAugustyniak, Maciej, Alexandru Badescu, and Mathieu Boudreault. "On the Measurement of Hedging Effectiveness for Long-Term Investment Guarantees." Journal of Risk and Financial Management 16, no. 2 (February 10, 2023): 112. http://dx.doi.org/10.3390/jrfm16020112.
Повний текст джерелаWei, Peihwang, Li Xu, and Bei Zeng. "Corporate hedging, firm focus and firm size: the case of REITs." Managerial Finance 43, no. 3 (March 13, 2017): 313–30. http://dx.doi.org/10.1108/mf-05-2016-0134.
Повний текст джерелаLee, Cheng-Few, Kehluh Wang, and Yan Long Chen. "Hedging and Optimal Hedge Ratios for International Index Futures Markets." Review of Pacific Basin Financial Markets and Policies 12, no. 04 (December 2009): 593–610. http://dx.doi.org/10.1142/s0219091509001769.
Повний текст джерелаZhang, Lu, Difang Wan, Wenhu Wang, Chen Shang, and Fang Wan. "Incentive mechanisms and hedging effectiveness – an experimental study." China Finance Review International 8, no. 3 (August 20, 2018): 332–52. http://dx.doi.org/10.1108/cfri-06-2017-0077.
Повний текст джерелаلمحنط, عائشة. "التحوط كأداة لإدارة مخاطر التمویل الزراعي في البنوك الإسلامیة". Finance and Business Economies Review 2, № 3 (21 вересня 2018): 444–65. http://dx.doi.org/10.58205/fber.v2i3.670.
Повний текст джерелаMELNIKOV, ALEXANDER, and YULIYA ROMANYUK. "EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS." International Journal of Theoretical and Applied Finance 11, no. 03 (May 2008): 295–323. http://dx.doi.org/10.1142/s0219024908004816.
Повний текст джерелаLee, Cheng-Few, Fu-Lai Lin, and Mei-Ling Chen. "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach." Review of Pacific Basin Financial Markets and Policies 13, no. 02 (June 2010): 203–13. http://dx.doi.org/10.1142/s0219091510001913.
Повний текст джерелаARMSTRONG, JOHN, TEEMU PENNANEN, and UDOMSAK RAKWONGWAN. "PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY." International Journal of Theoretical and Applied Finance 21, no. 06 (September 2018): 1850044. http://dx.doi.org/10.1142/s0219024918500449.
Повний текст джерелаPowers, Michael R. "Diversification, hedging, and “pacification”." Journal of Risk Finance 11, no. 5 (November 9, 2010): 441–45. http://dx.doi.org/10.1108/15265941011092031.
Повний текст джерелаCrépey, Stéphane. "Delta-hedging vega risk?" Quantitative Finance 4, no. 5 (October 2004): 559–79. http://dx.doi.org/10.1080/14697680400000038.
Повний текст джерелаCousin, Areski, Stéphane Crépey, and Yu Hang Kan. "Delta-hedging correlation risk?" Review of Derivatives Research 15, no. 1 (June 22, 2011): 25–56. http://dx.doi.org/10.1007/s11147-011-9068-3.
Повний текст джерелаJarrow, Robert A. "Hedging in a HJM model." Finance Research Letters 7, no. 1 (March 2010): 8–13. http://dx.doi.org/10.1016/j.frl.2009.10.002.
Повний текст джерелаRahman, Aisyah Abdul, and Raudha Md Ramli. "Islamic Cross Currency Swap (ICCS): hedging against currency fluctuations." Emerald Emerging Markets Case Studies 5, no. 4 (July 14, 2015): 1–12. http://dx.doi.org/10.1108/eemcs-09-2014-0215.
Повний текст джерелаI. Ivanov, Stoyu. "Analysis of the impact of improved market trading efficiency on the speculation-hedging relation." Journal of Risk Finance 15, no. 2 (March 17, 2014): 180–94. http://dx.doi.org/10.1108/jrf-11-2013-0077.
Повний текст джерелаVazifedan, Mehdi, and Qiji Jim Zhu. "No-Arbitrage Principle in Conic Finance." Risks 8, no. 2 (June 19, 2020): 66. http://dx.doi.org/10.3390/risks8020066.
Повний текст джерелаCherrat, El Amine, Snehal Raj, Iordanis Kerenidis, Abhishek Shekhar, Ben Wood, Jon Dee, Shouvanik Chakrabarti, et al. "Quantum Deep Hedging." Quantum 7 (November 29, 2023): 1191. http://dx.doi.org/10.22331/q-2023-11-29-1191.
Повний текст джерелаShanker, Latha. "Margin Requirements and Hedging Effectiveness: An Analysis in a Risk-Return Framework." Journal of Accounting, Auditing & Finance 7, no. 3 (July 1992): 379–93. http://dx.doi.org/10.1177/0148558x9200700311.
Повний текст джерелаZou, Leyu. "Option pricing and risk hedging for Apple." BCP Business & Management 32 (November 22, 2022): 189–95. http://dx.doi.org/10.54691/bcpbm.v32i.2887.
Повний текст джерелаKouvelis, Panos, Xiaole Wu, and Yixuan Xiao. "Cash Hedging in a Supply Chain." Management Science 65, no. 8 (August 2019): 3928–47. http://dx.doi.org/10.1287/mnsc.2017.2997.
Повний текст джерелаChernenko, Sergey, and Michael Faulkender. "The Two Sides of Derivatives Usage: Hedging and Speculating with Interest Rate Swaps." Journal of Financial and Quantitative Analysis 46, no. 6 (June 1, 2011): 1727–54. http://dx.doi.org/10.1017/s0022109011000391.
Повний текст джерелаBrenner, Menachem, Ernest Y. Ou, and Jin E. Zhang. "Hedging volatility risk." Journal of Banking & Finance 30, no. 3 (March 2006): 811–21. http://dx.doi.org/10.1016/j.jbankfin.2005.07.015.
Повний текст джерелаPagli, John M. "Convertible Securities Hedging." Journal of Alternative Investments 2, no. 4 (March 31, 2000): 42–49. http://dx.doi.org/10.3905/jai.2000.318976.
Повний текст джерелаBhaduri, Ranjan, Gunter Meissner, and James Youn. "Hedging Liquidity Risk." Journal of Alternative Investments 10, no. 3 (December 31, 2007): 80–90. http://dx.doi.org/10.3905/jai.2007.700226.
Повний текст джерелаAlbuquerque, Rui. "Optimal currency hedging." Global Finance Journal 18, no. 1 (January 2007): 16–33. http://dx.doi.org/10.1016/j.gfj.2006.09.002.
Повний текст джерелаLai, Yihao, Wei-Shih Chung, and Jiaming Chen. "Hedging performance and the heterogeneity among market participants." Studies in Economics and Finance 36, no. 3 (July 26, 2019): 395–407. http://dx.doi.org/10.1108/sef-04-2018-0102.
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