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Over the hedge : do exporters practice selective hedging?
Fabling, Richard; Grimes, Arthur L. - In: The journal of futures markets 35 (2015) 4, pp. 321-338
Persistent link: https://www.econbiz.de/10011348419
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Over the hedge : do exporters practice selective hedging?
Fabling, Richard; Grimes, Arthur L. - 2014
Persistent link: https://www.econbiz.de/10010243417
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Forecasting exchange rates : an investor perspective
Melvin, Michael; Prins, John; Shand, Duncan - 2013
The popular scholarly exercise of evaluating exchange rate forecasting models relative to a random walk was stimulated by the well-cited Meese and Rogoff (1983) paper. Practitioners who construct quantitative models for trading exchange rates approach forecasting from a different perspective....
Persistent link: https://www.econbiz.de/10009743826
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CVaR models with selective hedging for international asset allocation
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 26 (2002) 7, pp. 1535-1561
Persistent link: https://www.econbiz.de/10001688719
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Optimal Dynamic Hedging via Copula-Threshold-GARCH Models
Lai, YiHao - 2009
. Secondly, we employ the presenting models to investigate the hedging performance for five East Asian spot and futures stock … markets: Hong Kong, Japan, Korea, Singapore and Taiwan. Compared with conventional hedging strategies, including Engle … returns on a hedging portfolio over the sample period …
Persistent link: https://www.econbiz.de/10013159444
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A linear programming model for economic planning in New Zealand
O'Malley, T. R. - 1972
Persistent link: https://www.econbiz.de/10000668046
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Evaluating environmental policies under uncertainty through application of robust nonlinear programming
Doole, Graeme J.; Pannell, David J. - In: The Australian journal of agricultural and resource … 55 (2011) 4, pp. 469-486
Persistent link: https://www.econbiz.de/10009376105
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A mathematical optimisation model of a New Zealand dairy farm : the Integrated Dairy Enterprise (IDEA) framework
Doole, Graeme J.; Romera, Alvaro J.; Adler, Alfredo A. - 2012
Persistent link: https://www.econbiz.de/10009563666
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Noninvasive test scheudling in live electricity markets at Transpower New Zealand
Batstone, Steve; Pritchard, Geoff; Zakeri, Golbon - In: Interfaces : the INFORMS journal on the practice of … 46 (2016) 6, pp. 482-492
Persistent link: https://www.econbiz.de/10011626256
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Global Optimization on an Interval
Weber, Thomas A. - 2017
This paper provides expressions for solutions of a one-dimensional global optimization problem using an adjoint variable which represents the available one-sided improvements up to the interval “horizon.” Interpreting the problem in terms of optimal stopping or optimal starting, the solution...
Persistent link: https://www.econbiz.de/10012970196