Showing 1 - 10 of 331
-financing strategies. Furthermore, we analyze the relationship between them. Finally, we establish a hedging theorem concerning these …
Persistent link: https://www.econbiz.de/10014621337
Purpose – The purpose of this paper is two fold: educate investors about hedge fund managers' activities prior to the fraud recognition by the authorities and to help investors and other stakeholders in the hedge fund industry identify red flags before fraud is actually committed....
Persistent link: https://www.econbiz.de/10014865402
Country‐specific information on risk management is increasingly important, not only for investors and decision makers in international markets but also, for those in national and regional markets. This study reports the results of a cross‐sectional survey of risk management practice and...
Persistent link: https://www.econbiz.de/10014838249
Purpose – The purpose of this paper is to investigate whether community‐based wildlife conservation can potentially be added in rural farmers’ investment portfolio to diversify and consequently reduce agricultural risk. Design/methodology/approach – The correlation coefficient is...
Persistent link: https://www.econbiz.de/10014839088
This paper provides a review of research on financial derivatives, with an emphasis on and comprehensive coverage of research published in 15 top accounting journals from 1996 to 2017. We begin with some brief institutional details about derivatives and then summarize studies explaining when and...
Persistent link: https://www.econbiz.de/10014839744
may be cost effective for them to use internal hedging techniques as economies of scale applies in currency derivative …
Persistent link: https://www.econbiz.de/10014840182
Purpose – Amid benign monetary policy in mature market countries and high liquidity‐induced demand, lower risk premia have encouraged risk diversification into alternative asset classes outside the scope of conventional investment. The development of derivative markets in emerging economies...
Persistent link: https://www.econbiz.de/10014788142
Purpose – The Indian commodity market requires large investments and enhanced trading activity both in the national as well as the regional commodity markets. The participation of non‐professional people trading commodity markets makes the market a risky venture. Non‐professional...
Persistent link: https://www.econbiz.de/10014788184
learning of the implementation of hedging activities. Design/methodology/approach – Using a sample of derivative user and non … coefficients before and after the disclosure of sustained hedging activity. Findings – The findings indicate that analysts … extent subsequent to disclosure of sustained hedging activity. Additionally, the findings indicate an increase in the …
Persistent link: https://www.econbiz.de/10014785229
Purpose – Recent literature discusses the persistence of skewness and tail risk in hedge fund returns. The aim of this paper is to suggest an alternative skewness measure, Azzalini's skewness parameter delta, which is derived as the normalized shape parameter from the skew‐normal...
Persistent link: https://www.econbiz.de/10014785321