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~person:"Cotter, John"
~person:"Korn, Olaf"
~person:"Van Dyk, François"
~subject:"Risk Management"
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Risk Management
Hedging
54
Theorie
21
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Derivat
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15
Risikomanagement
14
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hedging
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Cotter, John
Korn, Olaf
Van Dyk, François
Hanly, Jim
4
Ammon, Norbert
3
Dyhrberg, Anne Haubo
3
Heymans, André
3
Van Vuuren, Gary
3
Hecht, Andreas
2
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Ali, Waqar
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1
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1
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1
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1
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Geary Institute, University College Dublin
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1
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
Risk Management with Default-Risky Forwards
Korn, Olaf
- In:
Schmalenbach Business Review (sbr)
62
(
2010
)
2
,
pp. 102-125
To study the impact of counter-party default risk of forward contracts on a firm’s production and
hedging
decisions, I …
Persistent link: https://www.econbiz.de/10008595774
Saved in:
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