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Sample average approximation of CVaR-based hedging problem with a deep-learning solution

Peng, Cheng; Li, Shuang; Zhao, Yanlong; Bao, Ying - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012821981

Hedging foreign exchange rate risk : multi-currency diversification

Álvarez-Díez, Susana; Alfaro-Cid, Eva; Fernández … - In: European journal of management and business economics : … 25 (2016) 1, pp. 2-7

This article proposes a multi-currency cross-hedging strategy that minimizes the exchange risk. The use of derivatives in small and medium-sized enterprises (SMEs) is not common but, despite its complexity, can be interesting for those with international activities. In particular, the reduction...

Persistent link: https://www.econbiz.de/10011821658

Data-driven financial and operational risk management : empirical evidence from the global tramp shipping industry

Bai, Xiwen; Cheng, Liangqi; Iris, Çağatay - In: Transportation research / E : an international journal 158 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013194725

Shortfall risk through Fenchel duality

Cui, Zhenyu; Deng, Jun - In: International journal of financial engineering 5 (2018) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10011923010

Freight derivatives and risk management in shipping

Kavussanos, Manolis G.; Tsouknidis, Dimitris A.; … - 2021 - Second edition

"This advanced practical textbook deals with the issue of risk analysis, measurement and management in the shipping … industry. It identifies and analyses the sources of risk in the shipping business and explores in detail the "traditional" and …, professionals in the shipping industry, risk management officers, credit officers, traders, investors, students and researchers will …