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VALUE AT RISK: AGRICULTURAL PROCESSOR PROCUREMENT AND HEDGING STRATEGIES
Hawes, Cullen R.; Wilson, William W.; Dahl, Bruce L. - 2005
Agricultural firms that use Value at Risk (VaR) tend to be the large diversified corporations. The benefits of VaR in the agricultural industry are not limited to large conglomerates; however, and this study provides empirical examples of how mid to large sized commodity end-users can use VaR to...
Persistent link: https://www.econbiz.de/10009443974
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Mutual fund's currency risk hedging
Jakutis, Aurimas - 2009
forward and options under different hedge ratios and various durations of the contracts. Afterwards the outcome is compared to … better means than options for currency risk insurance purposes. Moreover, it is demonstrated that hedging with the shortest …
Persistent link: https://www.econbiz.de/10009479148
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The mathematics of hedging
Jablonowski, Christopher J. (contributor) - 2009
in hedging, including forward contracts, futures, swaps and options. It also introduces the hedging strategies used on … thesis, future works can be done in the field that connect the information valuation and energy hedging by changing the …
Persistent link: https://www.econbiz.de/10009429392
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Individual investors : asset allocation vs. portfolio insurance (puts or calls)
Johnston, Ken; Halem, John; Scott, Elton - In: Financial services review : the journal of individual … 22 (2013) 3, pp. 291-310
Persistent link: https://www.econbiz.de/10011305912
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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
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Hedging efficiency in the Greek options market before and after the financial crisis of 2008
Shackleton, Mark B.; Voukelatos, Nikolaos - In: Journal of multinational financial management 23 (2013) 1/2, pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
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A unique view of hedge fund derivatives usage : safeguard or speculation?
Aragon, George O.; Martin, J. Spencer - In: Journal of financial economics 105 (2012) 2, pp. 436-456
Persistent link: https://www.econbiz.de/10009666817
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Hedging energy revenues with quantity-triggered puts
Ning, Zi Nancy; Tucker, Alan L. - In: International business and economics research journal 12 (2013) 1, pp. 17-24
Persistent link: https://www.econbiz.de/10009708203
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Pinning in the S&P 500 futures
Golez, Benjamin; Jackwerth, Jens Carsten - In: Journal of financial economics 106 (2012) 3, pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
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Analysis of price risk management strategies in dairy farming using whole-farm simulations
Neyhard, James; Tauer, Loren W.; Gloy, Brent - In: Journal of agricultural and applied economics 45 (2013) 2, pp. 313-327
Persistent link: https://www.econbiz.de/10009757070