Hedging Forward Positions: Basis Risk Versus Liquidity Costs-Reference-Cited by-同舟云学术

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Hedging Forward Positions: Basis Risk Versus Liquidity Costs

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ankirchner Stefan,Kratz Peter,Kruse Thomas

Publisher

Elsevier BV

Reference29 articles.

1. Optimal execution of portfolio transactions;R Almgren;J. Risk,2000

2. Pricing and hedging of derivatives based on nontradable underlyings;S Ankirchner;Math. Finance,2010

3. Optimal Trade Execution Under Price-Sensitive Risk Preferences

4. Gas storage valuation under limited market liquidity: An application in germany;F Bastian;The European Journal of Finance,2012

5. Optimal control of execution costs;D Bertsimas;Journal of Financial Markets,1998

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Hedging Market Risk in Optimal Liquidation;SSRN Electronic Journal;2014

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