Search Results - subject:"Option contracts"

The performance of zero-cost option derivative strategies during turbulent market conditions in developing and developed countries

Basson, Lj; Ferreira-Schenk, Suné; Dickason Koekemoer, … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-23

Financial markets behave in a volatile manner at certain stages in their maturity. These volatile conditions pose a market risk to an investor that can be limited by imposing derivatives strategies within the investment objective. The aim of this paper is to provide investors with a trading...

Persistent link: https://www.econbiz.de/10015074105

The performance of zero-cost option derivative strategies during turbulent market conditions in developing and developed countries

Basson, Lj; Ferreira-Schenk, Suné; Dickason Koekemoer, … - In: Cogent economics & finance 10 (2022) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10013373149

Hedging long-dated oil futures and options using short-dated securities: Revisiting Metallgesellschaft

Doran, James S.; Ronn, Ehud I. - In: Journal of Risk and Financial Management 14 (2021) 8, pp. 1-10

analysis to implementing hedge portfolios for long-dated futures or option contracts over the time period 2007-2017, we utilize … both futures and option contracts increase with time-to-maturity. …

Persistent link: https://www.econbiz.de/10013201063

An option contract model for leasing containers in the shipping industry

Gómez-Padilla, Alejandra; González-Ramírez, Rosa G.; … - In: Maritime economics & logistics 23 (2021) 2, pp. 328-347

Persistent link: https://www.econbiz.de/10012548006

Hedging long-dated oil futures and options using short-dated securities : revisiting Metallgesellschaft

Doran, James S.; Ronn, Ehud I. - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-10

Persistent link: https://www.econbiz.de/10012626875

An option contract model for leasing containers in the shipping industry

Gómez-Padilla, Alejandra; González-Ramírez, Rosa G.; … - In: Maritime Economics & Logistics 23 (2020) 2, pp. 328-347

We propose an option contract model for the leasing of containers. In an option contract, the shipping company commits to order a quantity of containers from the leasing company and has the right to modify its order at a later stage, according to its actual requirement. Under this scheme, the...

Persistent link: https://www.econbiz.de/10014503788

Multiperiod portfolio procurement problem with option contracts

Chen, Xu; Wan, Nana - In: IEEE transactions on engineering management : EM 68 (2021) 4, pp. 1072-1088

Persistent link: https://www.econbiz.de/10012631150

The term structure of implied costs of equity capital

Callen, Jeffrey L.; Lyle, Matthew R. - In: Review of accounting studies 25 (2020) 1, pp. 342-404

Persistent link: https://www.econbiz.de/10012231034

Supplier selection and order allocation problem through option contracts under supply disruption risks

Rabbani, Masoud; Nazari-Estahbanati, Ali Reza; … - In: International journal of business performance and … 11 (2020) 4, pp. 308-332

Persistent link: https://www.econbiz.de/10012507320

The impact of customer returns and bidirectional option contract on refund price and order decisions

Wang, Chong; Chen, Jing; Chen, Xu - In: European journal of operational research : EJOR 274 (2019) 1, pp. 267-279

Persistent link: https://www.econbiz.de/10011990066