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The microeconomics of agricultural price risk
Boyd, Chris M.; Bellemare, Marc F. - In: Annual review of resource economics 12 (2020), pp. 149-169
Persistent link: https://www.econbiz.de/10012404666
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Benchmarked risk minimization
Du, Ke; Platen, Eckhard - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
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Equilibrium exchange rate hedging
Black, Fischer - 1989
Persistent link: https://www.econbiz.de/10000766818
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US lodging firms' exposure to energy price risk
Lee, Seul Ki; Jang, Soocheong - In: Tourism economics : the business and finance of tourism … 21 (2015) 5, pp. 1095-1102
Persistent link: https://www.econbiz.de/10011416437
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Best-estimates in bond markets with reinvestment risk
MacKay, Anne; Wüthrich, Mario V. - In: Risks : open access journal 3 (2015) 3, pp. 250-276
The concept of best-estimate, prescribed by regulators to value insurance liabilities for accounting and solvency purposes, has recently been discussed extensively in the industry and related academic literature. To differentiate hedgeable and non-hedgeable risks in a general case, recent...
Persistent link: https://www.econbiz.de/10011300314
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Consumption, inflation risk and dynamic hedging
Schubert, Stefan Franz; Broll, Udo - In: Contemporary economics 9 (2015) 2, pp. 171-179
Our study examines the behavior of a risk-averse investor who faces two sources of uncertainty: a random asset price … and inflation risk. Both sources of uncertainty make it difficult to stabilize consumption over time. However, investors …. Optimal consumption and risk management strategies are derived. It is shown that dynamic hedging increases an investor …
Persistent link: https://www.econbiz.de/10011306018
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Hedging interest-rate risk with term-structure factor models
Martellini, Lionel; Priaulet, Philippe; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 967-985). 2005
Persistent link: https://www.econbiz.de/10003055173
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Finance theory and investment management
Solnik, Bruno - In: Swiss journal of economics and statistics 127 (1991) 3, pp. 303-324
Persistent link: https://www.econbiz.de/10001114698
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Equilibrium exchange rate hedging
Black, Fischer - In: The journal of finance : the journal of the American … 45 (1990) 3, pp. 899-907
Persistent link: https://www.econbiz.de/10001090938
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Comoment risk and stock returns
Lambert, M.; Hübner, G. - In: Journal of empirical finance 23 (2013), pp. 191-205
Persistent link: https://www.econbiz.de/10010221739