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Essays in financial economics and contract theory
Voicu, Cristian - 2007
Persistent link: https://www.econbiz.de/10009707368
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Hedging price risk when real wealth matters
Adam-Müller, Axel F. A. - 1999 - This version: May 25, 1999
This paper analyzes optimal hedging of a tradable risk (e.g. price risk or exchange rate risk) with forward contracts … in the presence of untradable inflation risk. Utility is defined over real wealth. Optimal forward positions are derived … risk premium and hence some risk taking. If untradable inflation risk is a monotone function of the tradable risk plus …
Persistent link: https://www.econbiz.de/10011543537
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Commodity and financial futures as hedges against inflation
Zhao, Jin - 1988
Persistent link: https://www.econbiz.de/10000878191
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Assessing managed futures as an inflation hedge within a multi-asset framework
Twomey, John; Foran, Jason; Brosnan, Conor - In: The journal of wealth management 14 (2011/12) 3, pp. 33-43
Persistent link: https://www.econbiz.de/10009388721
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Hedging price risk when real wealth matters
Adam-Müller, Axel F. A. - In: Journal of international money and finance 19 (2000) 4, pp. 549-560
Persistent link: https://www.econbiz.de/10001496577
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Hedging price risk when real wealth matters
Adam-Müller, Axel F. A. - 1999
Persistent link: https://www.econbiz.de/10001387124
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Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea - In: The journal of fixed income 24 (2015) 3, pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
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Futures trading, spot price volatility and market efficiency : evidence from European real estate securities futures
Lee, Chyi Lin; Stevenson, Simon; Lee, Ming-long - In: The journal of real estate finance and economics 48 (2014) 2, pp. 299-322
Persistent link: https://www.econbiz.de/10010396121
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Using financial derivatives to hedge against market risks in IT outsourcing projects : a quantitative decision model
Buhl, Hans Ulrich; Fridgen, Gilbert; König, Christian - In: Journal of decision systems 22 (2013) 4, pp. 249-264
Persistent link: https://www.econbiz.de/10010239884