Books on the topic 'Portfolio hedging'

Campbell, John Y. Global currency hedging. Cambridge, Mass: National Bureau of Economic Research, 2007.

Adler, Michael. Hedging with futures in an intertemporal portfolio complex. Brussels: European Institute For Advanced Studies in Management, 1987.

Stojanovic, Srdjan. Neutral and Indifference Portfolio Pricing, Hedging and Investing. New York, NY: Springer New York, 2012. http://dx.doi.org/10.1007/978-0-387-71418-9.

Park, Hun Y. Hedging in the portfolio theory framework: A note. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1987.

1971-, Ferbert Wayne, ed. Buy and hedge: The 5 iron rules for investing over the long term. Upper Saddle River, N.J: FT Press, 2012.

Greer, Robert J. The Handbook of Inflation Hedging Investments. New York: McGraw-Hill, 2006.

Bychuk, Oleg V. Hedging market exposures: Identifying and managing market risks. Hoboken, N.J: Wiley, 2011.

Keith, Schap, ed. Hedging financial instruments: A guide to basis trading for traders, investors, and portfolio managers. Chicago, Ill: Probus, 1988.

Merrick, John J. Portfolio insurance with stock index futures. [Philadelphia]: Federal Reserve Bank of Philadelphia, 1987.

N, Chorafas Dimitris. Derivative financial instruments: Bonds, swaps, options, hedging, and portfolio management. New York: McGraw-Hill, 2008.

Miao, Jianjun. Investment, consumption, and hedging under incomplete markets. Cambridge, Mass: National Bureau of Economic Research, 2007.

O'Brien, Thomas J. How option replicating portfolio insurance works: Expanded details. New York: SalomonBrothers Center for the Study of Financial Institutions, 1988.

O'Brien, Thomas J. How option replicating portfolio insurance works: Expanded details. New York: Salomon Brothers Center for the Study of Financial Institutions, Leonard N. Stern School of Business, New York University, 1989.

Papaioannou, Michael G. Emerging market portfolios: Diversification and hedging strategies. Chicago: Irwin Professional Pub., 1997.

Hedge funds and managed futures: Performance, risks, strategies, and use in investment portfolios. Bern: P. Haupt, 1997.

service), SpringerLink (Online, ed. Neutral and Indifference Portfolio Pricing, Hedging and Investing: With applications in Equity and FX. New York, NY: Springer Science+Business Media, LLC, 2011.

Kiely, William E. Competing derivative equity instruments: Empirical evidence on hedged portfolio perfomance. Dublin: University College Dublin, 1995.

Traité de gestion de portefeuille: Titres à revenu[s] fixes. 2nd ed. Sainte-Foy: Presses de l'Université du Québec, 1996.

Traité de gestion de portefeuille: Titres à revenus fixes. Sainte-Foy, Québec: Presses de l'Université du Québec, 1994.

Théoret, Raymond. Traité de gestion de portefeuille: Titres à revenus fixes et produits dérivés. 3rd ed. Sainte-Foy, Québec: Presses de l'Université du Québec, 2000.

François-Eric, Racicot, ed. Traité de gestion de portefeuille: Titres à revenus fixes et produits dérivés : avec applications Excel (Visual Basic). 4th ed. Sainte-Foy: Presses de l'Université du Québec, 2004.

Ralf, Hohmann. Portfolio insurance in Deutschland: Strategien gegen Aktienkursverluste. Wiesbaden: DUV, 1996.

Langowski, Larry. Rebalancing an MSR portfolio hedge with Treasury futures and options. Chicago: Market and Product Development, Chicago Board of Trade, 1999.

Dervan, Marie. The role of commercial property in a multi-asset portfolio: Inflation hedging and diversification benefits. Dublin: University College Dublin, 1995.

The handbook of inflation hedging investments: Enhance performance and protect your portfolio from inflation risk. New York: McGraw-Hill, 2005.

Rosenberg, Laurence M. ETF strategies and tactics: Hedge your portfolio in a changing market. New York: McGraw-Hill, 2008.

Neal, Weintraub, and Hyman Andrew S, eds. ETF strategies and tactics: Hedge your portfolio in a changing market. New York: McGraw-Hill, 2008.

Faber, Philipp. Wertsicherung von Aktienanlagen: Identifizierung und Reduzierung von Absicherungsrisiken alternativer Strategien unter besonderer Berücksichtigung des Renditepotenzials. Wiesbaden: Gabler, 2007.

Ang, Andrew. Why stocks may disappoint. Cambridge, MA: National Bureau of Economic Research, 2000.

Jürgen, Stephan. Entscheidungsorientierte Wechselkurssicherung. Bergisch Gladbach: J. Eul, 1989.

Krzysztof, Wolyniec, ed. Energy and power risk management: New developments in modeling, pricing, and hedging. Hoboken, NJ: Wiley, 2003.

Interest rate futures markets and capital market theory: Theoretical concepts and empirical evidence. Berlin: W. de Gruyte, 1986.

Kobold, Klaus. Interest rate futures markets and capital market theory: Theoretical concepts and empirical evidence. Berlin: W. de Gruyter, 1986.

Rosenberg, Laurence M. ETF Strategies and Tactics. New York: McGraw-Hill, 2008.

Clarke, Roger G. Currency management: Concepts and practices. Charlottesville, Va: Research Foundation of the Institute of Chartered Financial Analysts, 1996.

Larsen, Glen A. Universal currency hedging for international equity portfolios under parameter uncertainty. Bloomington, Ind: Indiana University, School of Business, 1997.

Modern multi-factor analysis of bond portfolios: Critical implications for hedging and investing. New York: Palgrave Macmillan, 2015.

Adesi, Giovanni Barone, and Nicola Carcano, eds. Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1007/978-1-137-56486-3.

When genius failed: The rise and fall of long-term capital management. London: Fourth Estate, 2001.

Liability Hedging and Portfolio Choice. Risk Books, 2005.

L, Luskin Donald, ed. Portfolio insurance: A guide to dynamic hedging. New York: Wiley, 1988.

Luskin, Donald L. Portfolio Insurance: A Guide to Dynamic Hedging. Wiley, 1988.

Bychuk, Oleg V., and Brian Haughey. Hedging Market Exposures: Identifying and Managing Market Risks. Wiley & Sons, Incorporated, John, 2011.

Bychuk, Oleg V., and Brian Haughey. Hedging Market Exposures: Identifying and Managing Market Risks. Wiley & Sons, Incorporated, John, 2011.

Schulz, Michael, and Frieder Meyer-Bullerdiek. Dynamische Portfolio Insurance-strategien Ohne Derivate Im Rahmen Der Privaten Vermogensverwaltung: Eine Theoretische Und Empirische Analyse. Peter Lang Pub Inc, 2004.

Making Money with Option Strategies: Powerful Hedging Ideas for the Serious Investor to Reduce Portfolio Risks. Red Wheel/Weiser, 2016.

Back, Kerry E. Dynamic Portfolio Choice. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0009.

Pestrichelli, Jay, and Wayne Ferbert. Buy and Hedge (Paperback). Pearson Education, Limited, 2017.

Back, Kerry E. Continuous-Time Portfolio Choice and Pricing. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0014.

Tsetsekos, George, and Michael G. Papaioannou. Emerging Market Portfolios: Diversification and Hedging Strategies. Irwin Professional Pub, 1996.