FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2054625561> ?p ?o ?g. }

• W2054625561 endingPage "140" @default.
• W2054625561 startingPage "119" @default.
• W2054625561 abstract "Minimum-variance hedging of a contingent claim in discrete time is suboptimal when the contingent claim is hedged for multiple periods and the objective is to maximize the expected utility of cumulative hedging errors. This is because the hedging errors are not independent. The difference between a minimum-variance hedge and the optimal multiperiod hedge is called the hedging demand and depends on the hedger's preferences, the characteristics of the contingent claim, the trading frequency and horizon, and most importantly the joint distribution of the contingent claim and the underlying security prices. Since modeling this joint distribution is empirically controversial, I examine nonparametrically the economic importance of hedging demands in the case of hedging Standard & Poor's 500 index options." @default.
• W2054625561 created "2016-06-24" @default.
• W2054625561 creator A5059993936 @default.
• W2054625561 date "2003-02-01" @default.
• W2054625561 modified "2023-09-27" @default.
• W2054625561 title "Hedging Demands in Hedging Contingent Claims" @default.
• W2054625561 cites W1966119267 @default.
• W2054625561 cites W1976020937 @default.
• W2054625561 cites W1982146494 @default.
• W2054625561 cites W1984256125 @default.
• W2054625561 cites W1984697146 @default.
• W2054625561 cites W1997129693 @default.
• W2054625561 cites W1998031535 @default.
• W2054625561 cites W1999814123 @default.
• W2054625561 cites W2007688427 @default.
• W2054625561 cites W2021824814 @default.
• W2054625561 cites W2027244596 @default.
• W2054625561 cites W2035841654 @default.
• W2054625561 cites W2060979171 @default.
• W2054625561 cites W2077791698 @default.
• W2054625561 cites W2095736676 @default.
• W2054625561 cites W2098124071 @default.
• W2054625561 cites W2115351953 @default.
• W2054625561 cites W2125906109 @default.
• W2054625561 cites W2126629795 @default.
• W2054625561 cites W2127951175 @default.
• W2054625561 cites W2136364195 @default.
• W2054625561 cites W2146848558 @default.
• W2054625561 cites W2161836471 @default.
• W2054625561 cites W2179356764 @default.
• W2054625561 cites W2891277411 @default.
• W2054625561 cites W3021444882 @default.
• W2054625561 cites W3022041122 @default.
• W2054625561 cites W3121174621 @default.
• W2054625561 cites W3121378067 @default.
• W2054625561 cites W3122085781 @default.
• W2054625561 cites W3123994138 @default.
• W2054625561 cites W3124189939 @default.
• W2054625561 cites W3124436545 @default.
• W2054625561 cites W4231057775 @default.
• W2054625561 cites W4232064139 @default.
• W2054625561 cites W4238864853 @default.
• W2054625561 cites W4361755734 @default.
• W2054625561 doi "https://doi.org/10.1162/003465303762687758" @default.
• W2054625561 hasPublicationYear "2003" @default.
• W2054625561 type Work @default.
• W2054625561 sameAs 2054625561 @default.
• W2054625561 citedByCount "11" @default.
• W2054625561 countsByYear W20546255612012 @default.
• W2054625561 countsByYear W20546255612015 @default.
• W2054625561 countsByYear W20546255612016 @default.
• W2054625561 countsByYear W20546255612018 @default.
• W2054625561 crossrefType "journal-article" @default.
• W2054625561 hasAuthorship W2054625561A5059993936 @default.
• W2054625561 hasConcept C121955636 @default.
• W2054625561 hasConcept C136764020 @default.
• W2054625561 hasConcept C149782125 @default.
• W2054625561 hasConcept C162118730 @default.
• W2054625561 hasConcept C162324750 @default.
• W2054625561 hasConcept C169029255 @default.
• W2054625561 hasConcept C17483445 @default.
• W2054625561 hasConcept C181236170 @default.
• W2054625561 hasConcept C18903297 @default.
• W2054625561 hasConcept C196083921 @default.
• W2054625561 hasConcept C2777382242 @default.
• W2054625561 hasConcept C41008148 @default.
• W2054625561 hasConcept C44731940 @default.
• W2054625561 hasConcept C70771513 @default.
• W2054625561 hasConcept C85393063 @default.
• W2054625561 hasConcept C86803240 @default.
• W2054625561 hasConcept C91602232 @default.
• W2054625561 hasConceptScore W2054625561C121955636 @default.
• W2054625561 hasConceptScore W2054625561C136764020 @default.
• W2054625561 hasConceptScore W2054625561C149782125 @default.
• W2054625561 hasConceptScore W2054625561C162118730 @default.
• W2054625561 hasConceptScore W2054625561C162324750 @default.
• W2054625561 hasConceptScore W2054625561C169029255 @default.
• W2054625561 hasConceptScore W2054625561C17483445 @default.
• W2054625561 hasConceptScore W2054625561C181236170 @default.
• W2054625561 hasConceptScore W2054625561C18903297 @default.
• W2054625561 hasConceptScore W2054625561C196083921 @default.
• W2054625561 hasConceptScore W2054625561C2777382242 @default.
• W2054625561 hasConceptScore W2054625561C41008148 @default.
• W2054625561 hasConceptScore W2054625561C44731940 @default.
• W2054625561 hasConceptScore W2054625561C70771513 @default.
• W2054625561 hasConceptScore W2054625561C85393063 @default.
• W2054625561 hasConceptScore W2054625561C86803240 @default.
• W2054625561 hasConceptScore W2054625561C91602232 @default.
• W2054625561 hasIssue "1" @default.
• W2054625561 hasLocation W20546255611 @default.
• W2054625561 hasOpenAccess W2054625561 @default.
• W2054625561 hasPrimaryLocation W20546255611 @default.
• W2054625561 hasRelatedWork W1601754126 @default.
• W2054625561 hasRelatedWork W1683170990 @default.
• W2054625561 hasRelatedWork W2040627344 @default.
• W2054625561 hasRelatedWork W2054625561 @default.
• W2054625561 hasRelatedWork W2171403296 @default.
• W2054625561 hasRelatedWork W3023988500 @default.

• next