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~person:"Bullock, David W."
~person:"Cotter, John"
~person:"Van Dyk, François"
~subject:"Risk Management"
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Risk Management
Hedging
33
Risk aversion
11
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Bullock, David W.
Cotter, John
Van Dyk, François
Hanly, Jim
4
Ammon, Norbert
3
Dyhrberg, Anne Haubo
3
Heymans, André
3
Van Vuuren, Gary
3
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2
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Geary Institute, University College Dublin
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Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
6
,
pp. 1261-1300
Persistent link: https://www.econbiz.de/10011279837
Saved in:
2
Hedge fund performance evaluation using the Sharpe and Omega ratios
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
3
,
pp. 485-512
Persistent link: https://www.econbiz.de/10010370229
Saved in:
3
The bias ratio as a hedge fund fraud indicator : an empirical performance study under different economic conditions
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
4
,
pp. 867-896
Persistent link: https://www.econbiz.de/10010393444
Saved in:
4
Time-varying risk aversion : an application to energy
hedging
Cotter, John
;
Hanly, Jim
-
2010
of riskaversion that is based on the observed risk preferences of energy
hedging
marketparticipants. The resulting …
Persistent link: https://www.econbiz.de/10009475662
Saved in:
5
A Utility Based Approach to Energy
Hedging
Cotter, John
;
Hanly, Jim
-
Geary Institute, University College Dublin
-
2011
to commonly applied utility functions including log, exponential and quadratic, and we incorporate these in our
hedging
…
Persistent link: https://www.econbiz.de/10008852072
Saved in:
6
Time Varying Risk Aversion: An Application to Energy
Hedging
Cotter, John
;
Hanly, Jim
-
Geary Institute, University College Dublin
-
2010
of risk aversion that is based on the observed risk preferences of energy
hedging
market participants. The resulting …
Persistent link: https://www.econbiz.de/10008487726
Saved in:
7
STRATEGIC USE OF FUTURES AND OPTIONS BY COMMODITY PROCESSORS
Bullock, David W.
;
Wilson, William W.
;
Dahl, Bruce L.
-
Department of Agribusiness and Applied Economics, North …
-
2003
characteristics. Second, it explicitly captures the correlation between input-output prices on
hedging
strategies. Finally, it …
Persistent link: https://www.econbiz.de/10005331074
Saved in:
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