Search Results - subject:"Unhedgeable risk"

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Listing of classical options and the pricing of discount certificates

Schertler, Andrea - In: Journal of banking & finance 123 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012659941

How fair-value accounting can influence firm hedging

Beisland, Leif Atle; Frestad, Dennis - In: Review of derivatives research 16 (2013) 2, pp. 193-217

Persistent link: https://www.econbiz.de/10009774393

Optimal dividends and ALM under unhedgeable risk

Pelsser, Antoon André Jean; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 515-523

Persistent link: https://www.econbiz.de/10010227973

How fair-value accounting can influence firm hedging

Beisland, Leif; Frestad, Dennis - In: Review of Derivatives Research 16 (2013) 2, pp. 193-217

The potential influence of accounting regulations on hedging strategies and the use of financial derivatives is a research topic that has attracted little attention in both the finance and the accounting literature. However, recent surveys suggest that company hedging can be substantially...

Persistent link: https://www.econbiz.de/10010867555

Optimal dividends and ALM under unhedgeable risk

Pelsser, Antoon A.J.; Laeven, Roger J.A. - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 515-523

(partially) unhedgeable risk. The perspective that we choose is from an insurance company that maximises the stream of dividends … diversified portfolio. We show next how the pricing of unhedgeable risk can also be embedded in our framework. Finally, we derive …

Persistent link: https://www.econbiz.de/10010719091