Alexander Leonhardt

University of Giessen

Goethestra├če 58

Giessen, 35390

Germany

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Scholarly Papers (1)

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Analyzing Hedging Strategies for Fixed Income Portfolios: A Bayesian Approach for Model Selection

International Review of Financial Analysis, Forthcoming
Number of pages: 41 Posted: 26 Apr 2014 Last Revised: 25 Jan 2016
Wolfgang Bessler, Alexander Leonhardt, Dominik Wolff and Dominik Wolff
University of Hamburg, University of Giessen and Deka Investment GmbHDarmstadt University of Technology
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Abstract:

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Sovereign Debt Crisis, Bond Portfolio Management, Interest Rate Fu-tures, MGARCH, Bayesian composite hedging, Hedge Ratio, Hedging Effectiveness