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Hedge fund performance using scaled Sharpe and Treynor measures

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300

Persistent link: https://www.econbiz.de/10011279837

The value of tail risk hedging in defined contribution plans : what does history tell us

Basu, Anup K.; Drew, Michael E. - In: Journal of pension economics and finance 14 (2015) 3, pp. 240-265

Persistent link: https://www.econbiz.de/10011338273

Price risk and risk management in agriculture

Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: Contemporary economics 7 (2013) 2, pp. 17-20

This note studies the risk-management decisions of a risk-averse farmer. The farmer faces multiple sources of price …

Persistent link: https://www.econbiz.de/10009770293

Risk perception and risk management strategies of oyster farmers

Le Bihan, Véronique; Pardo, Sophie; Guillotreau, Patrice - In: Marine resource economics 28 (2013) 3, pp. 285-304

Persistent link: https://www.econbiz.de/10010197099

Hedge fund performance evaluation using the Sharpe and Omega ratios

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 3, pp. 485-512

Persistent link: https://www.econbiz.de/10010370229

How to hedge if the payment date is uncertain?

Korn, Olaf; Merz, Alexander - 2016 - [revised]

This paper is the first to study the hedging of price risk with uncertain payment dates, a frequent problem in practice … advantages with increasing hedge horizons and strongly dependent time and price risk, while linear instruments can suffice for …

Persistent link: https://www.econbiz.de/10011506271