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Deep hedging
Buehler, Hans; Gonon, Lukas; Teichmann, Josef; Wood, Ben - In: Quantitative finance 19 (2019) 8, pp. 1271-1291
Persistent link: https://www.econbiz.de/10012194788
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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
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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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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
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Preparing for the worst : incorporating downside risk in stock market investments
Vinod, Hrishikesh D.; Reagle, Derrick Peter - 2005
Persistent link: https://www.econbiz.de/10002007029
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Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
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On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics
Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15
such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from …
Persistent link: https://www.econbiz.de/10011890772
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When to hedge downside risk?
Giannikos, Christos; Guirguis, Hany S.; Kakolyris, Andreas - In: Risks : open access journal 12 (2024) 2, pp. 1-20
Hedging downside risk before substantial price corrections is vital for risk management and long-only active equity … manager performance. This study proposes a novel methodology for crafting timing signals to hedge sectors' downside risk …
Persistent link: https://www.econbiz.de/10014497324
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Betting your favorite to win : costly reluctance to hedge desired outcomes
Morewedge, Carey K.; Tang, Simone; Larrick, Richard P. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 997-1014
Persistent link: https://www.econbiz.de/10011847091
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A special focus on hedge funds : creators of risk? ; [Atlanta Fed's 2006 Financial Markets Conference, "Hedge Funds: Creators of Risk?" held May 15-18, 2006]
Dwyer, Gerald P. <jun.> (contributor) - 2006
Persistent link: https://www.econbiz.de/10003417628