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Using VAR for strategic capacity allocation : an airline perspective

Leon, Steven; Szmerekovsky, Joseph; Tolliver, Denver - In: International journal of services and operations management 21 (2015) 2, pp. 127-149

Persistent link: https://www.econbiz.de/10011380053

Value at risk as a diagnostic tool for corporates : the airline industry

Hallerbach, Winfried G.; Menkveld, Albert J. - 1999

In recent years the Value at Risk (VaR) concept for measuringdownside risk has been widelystudied. VaR basically is a summary statistic that quantifies theexposure of an asset or portfolio tomarket risk, or the risk that a position declines in value withadverse market price changes. Threeparties...

Persistent link: https://www.econbiz.de/10011301166

The nexus between oil and airline stock returns : does time frequency matter?

Asadi, Mehrad; Pham, Son Duy; Nguyen, Thao Thac Thanh; … - In: Energy economics 117 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014437120

Fine-tuning a corporate hedging portfolio : the case of an Airline

Gerner, Mathias; Ronn, Ehud I. - In: Journal of applied corporate finance : JACF 25 (2013) 4, pp. 74-86

Persistent link: https://www.econbiz.de/10010247688

Fine-Tuning a Corporate Hedging Portfolio – The Case of an Airline Company

Gerner, Mathias - 2012

's cash-flows. This paper presents a case study approach demonstrating the hedging strategy employed by an international air … nonlinear hedging instruments by providing an in-depth analysis of the firm's hedging policy and its derivative usage. Using the …-tune its current hedging portfolio by adding tailored exotic options. Specifically, we develop an annual average-price option …

Persistent link: https://www.econbiz.de/10013109368