these Accords, namely the management of risk, that more work is still required particularly in relation to hedge funds and …

these Accords, namely the management of risk, that more work is still required particularly in relation to hedge funds and …

assessing risk, problems arising from different perceptions of risk, and solutions aimed at countering problems of risk … risks, well known risk theories such as cultural theory, risk society theory and governmentality theory. In addressing the … reasonably without the consequential effects which result from the dual nature of risk that is, risks emanating from the …

these Accords, namely the management of risk, that more work is still required particularly in relation to hedge funds and …

approach return and risk of various rollover option strategies (put hedge; covered short call; collar). In addition to measure …) historique, ils evaluent le possibilites et risques des strategies de hedging par options (put hedge; covered short call; collar … auteurs essaient d´identifier des relations determinantes entre les differents types des strategies de hedging par options …

We analyze hedging strategies that minimize tail risk measured by Value-at-Risk (VaR) or Conditional-Value-at-Risk …-switching models. Using cross-hedging examples, we theoretically and empirically demonstrate that tail-risk-minimal strategies can … nonparametric and extreme-value-theory-based methods. These results imply that the proposed methodology for tail risk management can …