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Publications by Miklavž Mastinšek

Reduction of the Mean Hedging Transaction Costs / Redukcija Povprečnih Transakcijskih Stroškov Hedging Tehnike

Naše gospodarstvo/Our economy

English

Related publications

Hedging of American Options Under Transaction Costs

Finance and Stochastics

English

Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

European Journal of Finance

English

Mean Square Optimal Hedging With Non-Uniform Rebalancing Intervals

SICE Journal of Control, Measurement, and System Integration

English

Hedging the Commons

English

Hedging the Treasury Lock

Journal of Mathematical Finance

English

Global Currency Hedging

English

Hedging Ratio Measurement Methods and Hedging Effectiveness in Jakarta Futures Exchanges

Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan

English

A New Theory of Hedging

Journal of Derivatives & Hedge Funds

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The Informational Role of Corporate Hedging

Management Science

Management Science

Operations Research

English