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Multi-moment risk, hedging strategies, & the business cycle
Racicot, François-Éric; Théoret, Raymond - In: International review of economics & finance : IREF 58 (2018), pp. 637-675
Persistent link: https://www.econbiz.de/10012034253
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Hedging under multiple risk constraints
Jiao, Ying; Klopfenstein, Olivier; Tankov, Peter - In: Finance and stochastics 21 (2017) 2, pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
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Optimal hedging of demographic risk in life insurance
Norberg, Ragnar - In: Finance and stochastics 17 (2013) 1, pp. 197-222
Persistent link: https://www.econbiz.de/10009682286
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Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
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Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
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Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
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Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel; Pimentel, Isaque; Warin, Xavier - In: Finance and stochastics 24 (2020) 3, pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
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Hedging the climate change risks of China's brown assets : green assets or precious metals?
Li, Jianfeng; Yao, Xiaoyang; Wang, Hui; Le, Wei - In: International review of economics & finance : IREF 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014583605
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Skewness, basis risk, and optimal futures demand
Barbi, Massimiliano; Romagnoli, Silvia - In: International review of economics & finance : IREF 58 (2018), pp. 14-29
Persistent link: https://www.econbiz.de/10012034182
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Gold and exchange rates : downside risk and hedging at different investment horizons
Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: International review of economics & finance : IREF 34 (2014), pp. 267-279
Persistent link: https://www.econbiz.de/10010533150