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Search Result for: (hedging)
Document Title Author Issue Date
Tail Risk Hedging [Rozanov, A] 7-26-2014
Tail Risk Hedging: Creating Robust Portfolios fo.. [Bhansali, Vineer] 7-26-2014
The Value of Tail Risk Hedging in Defined Contri.. [Basu, Anup K][Drew, Michael E.] 7-26-2014
Backtesting VaR in Consideration of the Higher M.. [Chuang, Shuo-Li][Chuang, Chung-Chu][Wang, Yi-Hsien][Yeh, Tsai-Jung] 6-29-2014
CVaR-Based Optimal Partial Hedging [Cong, Jianfa][Tan, Ken Seng][Weng, Chengguo] 3-2-2014
VaR-based Optimal Partial Hedging [Tan, Ken Seng][Weng, Chengguo][Cong, Jianfa] 3-2-2014
Robust Risk Estimation and Hedging: A Reverse St.. [Schachter, Barry][Satchkov, Daniel][Novosyolov, Arcady][Kopeliovich, Yaacov] 5-19-2013
Methods for Measuring Hedging Value-at-Risk and .. [Ahn, Stephen J.][Hauser, Oded][Yao, John J.] 8-5-2012
Re-Evaluating Hedging Performance for Asymmetry:.. [Cotter, John][Hanly, Jim] 6-22-2012
Dynamic Hedging of Conditional Value-at-Risk [Melnikov, Alexander][Smirnov, Ivan] 5-9-2012
The Optimal Fuzzy Portfolio Strategy with Option.. [Yu, Xing][Huang, Wengfeng][Tan, Yuling][Liu, Liang] 3-22-2012
VaR Constrained Hedging of Fixed Price Load-Foll.. [Oum, Yumi][Oren, Shmuel] 1-21-2012
VaR- and CVaR-Minimal Futures Hedging Strategies.. [Albrecht, Peter][Huggenberger, Markus][Pekelis, Alexandr] 11-13-2011
Hedging Equity Market Risk in Hedge Fund Investi.. [Kaiser, Dieter G.][Hartmann, Daniel] 7-24-2011
Modelling, Pricing, and Hedging Counterparty Cre.. [Cesari, Giovanni][Aquilina, John][Charpillon, Niels][Filipovic, Zlatko][Lee, Gordon][Manda, Ion] 4-19-2011
Dynamic Correlation or Tail Dependence Hedging f.. [Stefanova, Denitsa][Elkamhi, Redouane] 12-3-2010
Risk Minimizing Portfolio Optimization and Hedgi.. [Xu, Mingxin][Li, Jing] 11-28-2010
Market Risk Analysis: Pricing, Hedging and Tradi.. [Alexander, Carol] 9-19-2010
Pricing and Hedging Gap Risk [Tankov, Peter] 8-28-2010
The Optimal Value-at-Risk Hedging Strategy under.. [Chang, Kuang-Liang] 7-2-2010
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