Hedge Ratios; Systematic Risk; Basis Risk; Risk Aversion; Mean-Gini - Articles

Hedging with Stock Index Options: A Mean-Extended Gini Approach (Articles)

Haim Shalit, Doron Greenberg

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31011 6,113 Downloads 10,383 Views Citations
A Comparative Study of Mean-Variance and Mean Gini Portfolio Selection Using VaR and CVaR (Articles)

Jamal Agouram, Ghizlane Lakhnati

Journal of Financial Risk Management Vol.4 No.2，May 25, 2015

DOI: 10.4236/jfrm.2015.42007 5,228 Downloads 7,264 Views Citations
The Hedging Effectiveness of Malaysian Crude Palm Oil Futures: An Application of the Extended Mean-Gini Model (Articles)

Kin-Boon Tang, Ju-Yau Tarn

Theoretical Economics Letters Vol.8 No.11，August 22, 2018

DOI: 10.4236/tel.2018.811162 1,136 Downloads 3,356 Views Citations
Elective Affinities (Articles)

Daniela Di Cagno, Emanuela Sciubba, Marco Spallone

Theoretical Economics Letters Vol.1 No.3，November 7, 2011

DOI: 10.4236/tel.2011.13028 5,478 Downloads 9,318 Views Citations
The Hidden Risk Factor (Articles)

J. H. Witte, D. Ples, J. Corominas

Journal of Mathematical Finance Vol.3 No.3A，October 8, 2013

DOI: 10.4236/jmf.2013.33A003 7,586 Downloads 11,029 Views Citations
This article belongs to the Special Issue on Corporate Finance
The Effect of Prices on Risk Aversion (Articles)

Richard Watt, Francisco J. Vázquez

Theoretical Economics Letters Vol.2 No.1，February 23, 2012

DOI: 10.4236/tel.2012.21007 6,909 Downloads 11,701 Views Citations
Equivalent Risky Allocation: The New ERA of Risk Measurement for Heterogeneous Investors (Articles)

Séverine Plunus, Roland Gillet, Georges Hübner

American Journal of Industrial and Business Management Vol.5 No.6，June 9, 2015

DOI: 10.4236/ajibm.2015.56035 4,312 Downloads 5,521 Views Citations
Cryptocurrencies and Investment Diversification: Empirical Evidence from Seven Largest Cryptocurrencies (Articles)

Nguyen Phuc Canh, Nguyen Quang Binh, Su Dinh Thanh

Theoretical Economics Letters Vol.9 No.3，March 6, 2019

DOI: 10.4236/tel.2019.93031 1,741 Downloads 3,669 Views Citations
This article belongs to the Special Issue on Financial Economics
The Effects of Systemic Risk on the Allocation between Value and Growth Portfolios (Articles)

Gabriel Penagos, Gonzalo Rubio

Journal of Mathematical Finance Vol.3 No.1A，March 29, 2013

DOI: 10.4236/jmf.2013.31A016 5,623 Downloads 9,328 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
Pricing of a Risk Averse Monopoly in the Presence of Stochastic Demand (Articles)

Kolos Csaba Ágoston

Theoretical Economics Letters Vol.5 No.2，March 31, 2015

DOI: 10.4236/tel.2015.52026 2,602 Downloads 3,651 Views Citations
Does Inside Trading Affect Managers’ Decision-Making? A Theoretical Investigation (Articles)

Ning Cao, Shanmin Li, Yong Li

Journal of Mathematical Finance Vol.5 No.4，November 17, 2015

DOI: 10.4236/jmf.2015.54030 2,864 Downloads 4,053 Views Citations
Quantum Mechanics Approach for Risk Aversion, Prudence, and Temperance (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.14 No.1，February 29, 2024

DOI: 10.4236/jmf.2024.141007 210 Downloads 659 Views Citations
On Some Class of Distance Functions for Measuring Portfolio Efficiency (Articles)

Carlos Barros, Walter Briec, Hermann Ratsimbanierana

Journal of Mathematical Finance Vol.1 No.2，August 25, 2011

DOI: 10.4236/jmf.2011.12003 5,051 Downloads 36,389 Views Citations
Call Auction Markets with Risk-Averse Specialists (Articles)

Paolo Vitale

Theoretical Economics Letters Vol.2 No.2，May 23, 2012

DOI: 10.4236/tel.2012.22030 5,374 Downloads 8,673 Views Citations
Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets (Articles)

Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke

Journal of Mathematical Finance Vol.4 No.2，February 19, 2014

DOI: 10.4236/jmf.2014.42010 8,232 Downloads 13,348 Views Citations
Manager Characteristics and the Choice of Firm “Low Leverage”: Evidence from China (Articles)

Yiping Chen, Xindong Zhang, Zhe Liu

American Journal of Industrial and Business Management Vol.4 No.10，October 21, 2014

DOI: 10.4236/ajibm.2014.410062 5,011 Downloads 6,756 Views Citations
An Alternative Estimation for Functional Coefficient ARCH-M Model (Articles)

Xingfa Zhang, Qiang Xiong

Theoretical Economics Letters Vol.6 No.4，July 28, 2016

DOI: 10.4236/tel.2016.64070 1,863 Downloads 3,005 Views Citations
This article belongs to the Special Issue on Advances in Econometrics
Measuring Student Knowledge, Ignorance and Risk Aversion with Objective Examination Questions (Articles)

Alan Dugdale

Creative Education Vol.7 No.15，September 29, 2016

DOI: 10.4236/ce.2016.715227 1,730 Downloads 2,994 Views Citations
Strategic Market Making and Risk Sharing (Articles)

Hervé Boco, Laurent Germain, Fabrice Rousseau

Journal of Mathematical Finance Vol.7 No.1，February 6, 2017

DOI: 10.4236/jmf.2017.71008 2,391 Downloads 4,673 Views Citations
This article belongs to the Special Issue on Algorithmic Trading, Market Making and Optimal Execution
Relationship between the Traditional Buddhist Culture and the Fluctuations of Corporate Performance (Articles)

Min Xiao

Modern Economy Vol.9 No.8，August 7, 2018

DOI: 10.4236/me.2018.98088 835 Downloads 1,696 Views Citations

<12 3 ...>

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies