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Hedging inflation risk in a developing economy : the case of Brazil
Brière, Marie; Signori, Ombretta - In: Research in international business and finance 27 (2013), pp. 209-222
Persistent link: https://www.econbiz.de/10009708091
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Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W. - In: The journal of futures markets 13 (1993) 6, pp. 597-609
Persistent link: https://www.econbiz.de/10001149386
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Utility maximizing hedge ratios in the extended mean Gini framework
Kolb, Robert W.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920662
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Risk management and value creation : new evidence for Brazilian non-financial companies
Santos, Rogiene Batista dos; Lima, Fabiano Guasti; … - In: Applied economics 49 (2017) 58, pp. 5815-5827
Persistent link: https://www.econbiz.de/10011845812
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An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 37 (2017) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
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Diversification and optimal hedges for socially responsible investment in Brazil
Iglesias Casal, Ana; López Penabad, María Celia; … - In: Economic modelling 85 (2020), pp. 106-118
Persistent link: https://www.econbiz.de/10012210615
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Tail risk exposures of hedge funds : evidence from unique Brazilian data
Almeida, Caio; Fernandes, Marcelo; Valente, Joao Paulo - In: Brazilian review of econometrics : BRE ; the review of … 41 (2021) 1, pp. 151-175
Persistent link: https://www.econbiz.de/10013382026
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Us Commodity Indices’ Diversification and Inflation Hedging Benefits : Evidence from Brazil
Bernardo, Marcio; Campani, Carlos Heitor; Roquete, … - 2023
We analyze the impact of two leading international commodity indices (Bloomberg Commodity Index and S&P Goldman Sachs Commodity Index) on a Brazilian portfolio composed of stock index, government bond index, and inflation- linked government bond index. Our results show that international...
Persistent link: https://www.econbiz.de/10014256717
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Integration von Immobilien in ein Asset-Liability-Modell
Otruba, Susanne - 1998
Persistent link: https://www.econbiz.de/10000673232
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Managed futures : Versichern Sie Ihr Portfolio: Chancen, Mechanismen und Strategien
Qureshi, Yasin Sebastian; Heiden, Maria Katharina; … - 2010
Persistent link: https://www.econbiz.de/10003851497