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Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities

Zissu, Anne; Ortiz, Carlos; Stone, Charles - In: The Journal of Risk Finance 11 (2010) 4, pp. 377-400

against interest rate risk and prepayment risk, and therefore eliminates the need of periodic rebalancing of a portfolio of …

Persistent link: https://www.econbiz.de/10014901549

Public housing policy : The gradual privatization of the HDB (Housing and Development Board) mortgage loan

Kim Hin Ho, David; Chi Man Hui, Eddie - In: Property Management 26 (2008) 3, pp. 152-170

Purpose – The purpose of this paper is to investigate the merits of a full privatization policy of the HDB concessionary rate mortgage loans. It is believed that price competition among domestic banks will be infused and sustained, resulting in improved efficiency for the banking sector and...

Persistent link: https://www.econbiz.de/10014971694

Delta hedging of mortgage‐servicing portfolios under gamma constraints

Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: The Journal of Risk Finance 9 (2008) 4, pp. 379-390

amount of portfolio rebalancing and therefore reduces the cost of MSR portfolio hedging. Practical implications – The paper …

Persistent link: https://www.econbiz.de/10014901477

Foreign exchange risk

Prindl, Andreas R. - 1976

Persistent link: https://www.econbiz.de/10013490255

Labor-replacing automation and finance

Cheng, Xin; Lyandres, Evgeny; Zhou, Kaiguo; Zhou, Tong - In: Management science : journal of the Institute for … 71 (2025) 8, pp. 6997-7028

Persistent link: https://www.econbiz.de/10015447439

Oil, foreign exchange swaps and interest rates in the GCC countries

Al-Maskati, Nawaf - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 8, pp. 2388-2406

Persistent link: https://www.econbiz.de/10013190369

Betting your favorite to win : costly reluctance to hedge desired outcomes

Morewedge, Carey K.; Tang, Simone; Larrick, Richard P. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 997-1014

Persistent link: https://www.econbiz.de/10011847091

Hedging salmon price risk

Bloznelis, Daumantas - In: Aquaculture economics & management : official journal … 22 (2018) 2, pp. 168-191

Persistent link: https://www.econbiz.de/10011997160

Simultaneous preferences for hedging and doubling down : focal prospects, background positions, and nonconsequentialist conceptualizations of uncertainty

Markle, Alex B.; Rottenstreich, Yuval - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5846-5959

Persistent link: https://www.econbiz.de/10011964688

Why UK companies hedge interest rate risk

Dhanani, Alpa; Fifield, Suzanne; Helliar, Christine; … - In: Studies in Economics and Finance 24 (2007) 1, pp. 72-90

importance of hedging theories and to look at the detailed risk management practices of companies. Findings – The research …Purpose – The purpose of this paper is to examine the interest rate risk management (IRRM) practices of UK companies … findings confirm that all five theories of financial risk management have some support in practice. However, while the …

Persistent link: https://www.econbiz.de/10015013556