Search Results - subject:"hedging strategy"

State-dependent hedge strategy for crude oil spot and futures markets

Yu, Xing; Li, Yanyan; Shen, Xilin; Rao, Yunjie; Liu, Yongjun - In: Borsa Istanbul Review 22 (2022) 6, pp. 1221-1237

-dependent hedging strategy has better performance than other strategies when it comes to the trade-off between the return and the risk … of a hedged portfolio. Furthermore, robustness checks under different conditions confirm that the state-dependent hedging … strategy outperforms the model-driven hedging and no hedge strategies. Thus, our research sheds new light on conventional …

Persistent link: https://www.econbiz.de/10014305943

Pseudo-model-free hedging for variable annuities via deep reinforcement learning

Chong, Wing Fung; Cui, Haoen; Li, Yuxuan - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 503-546

Persistent link: https://www.econbiz.de/10014436787

Fractal dimension option hedging strategy implementation during turbulent market conditions in developing and developed countries

Basson, L. J.; Ferreira-Schenk, Suné; Dickason … - In: International journal of economics and financial issues … 12 (2022) 2, pp. 84-95

Persistent link: https://www.econbiz.de/10013257806

Lean against the wind : the effect of policy uncertainty on a firm's corporate social responsibility strategy

Peng, Daoju; Colak, Gonul; Shen, Jianfu - In: The journal of corporate finance : contracting, … 79 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014250982

Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay

Egozcue, Martín - In: The journal of risk model validation 17 (2023) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10014485778

The political economy of Vietnam and its development strategy under China-USA power rivalry and hegemonic competition : hedging for survival

Vu, Van-Hoa; Soong, Jenn-jaw; Nguyen Khac-Nghia - In: The Chinese economy : translations and studies 56 (2023) 4, pp. 256-270

Persistent link: https://www.econbiz.de/10014291545

The political economy of Indonesia’s development strategy under China-USA power rivalry and hegemonic competition : a middle power with its hedging strategy

Iksan, Muhamad; Soong, Jenn-jaw - In: The Chinese economy : translations and studies 56 (2023) 4, pp. 304-320

Persistent link: https://www.econbiz.de/10014291549

Aligning the risk hedging strategy with supplier collaboration and manufacturing competitiveness : a resource-based and contingency approach

Myamba, Benitha Mhoka; Nguni, Winnie Samwel - In: The international journal of productivity and … 72 (2023) 6, pp. 1740-1770

Persistent link: https://www.econbiz.de/10014307904

Pricing and hedging American-style options with deep learning

Becker, Sebastian; Cheridito, Patrick; Jentzen, Arnulf - In: Journal of Risk and Financial Management 13 (2020) 7, pp. 1-12

estimate and confidence intervals. Finally, it constructs an approximate dynamic hedging strategy. We test the approach on …

Persistent link: https://www.econbiz.de/10012611386

Pricing and hedging American-style options with deep learning

Becker, Sebastian; Cheridito, Patrick; Jentzen, Arnulf - In: Journal of risk and financial management : JRFM 13 (2020) 7/158, pp. 1-12

estimate and confidence intervals. Finally, it constructs an approximate dynamic hedging strategy. We test the approach on …

Persistent link: https://www.econbiz.de/10012309362