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Notes, Comments and Preliminary results |
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Sami Attaoui and Pierre Six |
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Hedging demand and the certainty equivalent of wealth |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2013 |
Sandrine Jacob Leal |
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Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 23 2013 |
M. Hossein Partovi |
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Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 13 2013 |
Edward W. Sun and Timm Kruse |
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Economic Modeling for Optimal Trading of Financial Asset in Volatile Market |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 19 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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Copula based Dynamic Hedging Strategy with Futures |