haku: @indexterm hedging / yhteensä: 349
viitteet: 104-113 / 349
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104.
The approximate option pricing model: performances and dynamic properties
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 427-443
 2001 Capelle-Blancard, G.
Jurczenko, E.
Maillet, B.
105.
Hedging of American equity options: do call and put prices always move in the direction as predicted by the movement in the underlying stock price?
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 321-340
 2001 Norden, L.
106.
To hedge or not to hedge: the performance of simple strategies for hedging foreign exchange risk
Journal of Multinational Financial Management
2001 : APR, VOL. 11:2, p. 213-223
 2001 Morey, M. R.
Simpson, M. W.
107.
The Price of a Smile: Hedging and Spanning in Option Markets
Review of Financial Studies
2001 : SUMMER, VOL. 14:2, p. 495-528
 2001 Buraschi, A.
Jackwerth, J.
108.
Hedging Multiperiod Forward Commitments: The Case of Period-by-Period Quantity Uncertainty
Review of Quantitative Finance and Accounting
2001 : MAR, VOL. 16:2, p. 171-181
 2001 Lien, D.
Shaffer, D. R.
109.
Managing Yield-Curve Risk with Combination Hedges
Financial Analysts' Journal
2001 : MAY-JUN, VOL. 57:3, p. 63-75
 2001 Leschhorn, H.
110.
The search for a balanced hedge ratio policy
Journal of asset management
2001 : JUN, VOL. 2:1, p. 35-46
 2001 Lindenhovius, B.
Vrij, G. de
111.
The optimal benchmark for a currency overlay mandate
Journal of asset management
2001 : JUN, VOL. 2:1, p. 22-34
 2001 Binny, J.
112.
Introducing new futures contracts: reinforcement versus cannibalism
Journal of International Money and Finance
2001 : OCT, VOL. 20:5, p. 659-675
 2001 Pennings, J. M. E.
Leuthold, R. M.
113.
Careers and survival: competition and risk in the hedge fund and CTA industry
Journal of Finance
2001 : OCT, VOL. 56.5, p. 1869-1886
 2001 Brown, S.J.
Goetzmann, W.N.
Park, J.
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