REVIEW
|
doi:10.20944/preprints202305.0937.v1
Online: 12 May 2023 (11:15:15 CEST)
ARTICLE
|
doi:10.20944/preprints202211.0210.v4
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
option pricing; realistic binomial model, hedging strategies
Online: 21 June 2023 (08:56:07 CEST)
ARTICLE
|
doi:10.20944/preprints202406.0183.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
low frequency trading, hedging, algorithmic trading, investment, performance measures
Online: 4 June 2024 (12:48:00 CEST)
ARTICLE
|
doi:10.20944/preprints202311.0987.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
market timing; risk management; risk hedging; equity market crashes
Online: 15 November 2023 (09:49:37 CET)
COMMUNICATION
|
doi:10.20944/preprints202004.0536.v1
Subject:
Business, Economics And Management,
Economics
Keywords:
corona-virus; COVID-19; tourism sector; review; risk hedging
Online: 30 April 2020 (14:15:28 CEST)
ARTICLE
|
doi:10.20944/preprints202007.0661.v1
Subject:
Business, Economics And Management,
Economics
Keywords:
EUA; EU ETS; Spillover; Optimal weight; Hedging ratio; Sudden change
Online: 27 July 2020 (15:18:05 CEST)
ARTICLE
Subject:
Business, Economics And Management,
Finance
Keywords:
crude oil; East Asian stock markets; wavelet; copula; dynamic hedging
Online: 7 December 2019 (01:28:25 CET)
ARTICLE
|
doi:10.20944/preprints202410.1279.v1
Subject:
Public Health And Healthcare,
Primary Health Care
Keywords:
hedging; transaction costs; dynamic programming; risk management; post‐decision state variable
Online: 16 October 2024 (11:10:32 CEST)
REVIEW
|
doi:10.20944/preprints202403.0024.v1
Subject:
Public Health And Healthcare,
Primary Health Care
Keywords:
hedging; transaction costs; dynamic programming; risk management; post-decision state variable
Online: 1 March 2024 (07:58:00 CET)
ARTICLE
|
doi:10.20944/preprints202310.1455.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
derivatives use; hedging; cost of capital; WACC; cost of equity; GMM; earnings stability
Online: 24 October 2023 (07:43:51 CEST)
ARTICLE
|
doi:10.20944/preprints202106.0291.v1
Subject:
Business, Economics And Management,
Business And Management
Keywords:
Cryptocurrency; Coronavirus Disease 2019; Time-Varying Parameter Vector Autoregression; Portfolio Weight; Hedging Effectiveness
Online: 10 June 2021 (12:07:58 CEST)
ARTICLE
|
doi:10.20944/preprints202205.0214.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Black-Scholes-Merton; hedging; market network; option valuation; portfolio optimization; risk-bearing portfolio managers
Online: 17 May 2022 (03:05:52 CEST)
ARTICLE
|
doi:10.20944/preprints202404.1392.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Sectoral CDS; Conventional and Islamic emerging stock market indices; MGARCH; Safe haven; Hedging effectiveness; bubble crypto currency; COVID-19
Online: 22 April 2024 (09:57:48 CEST)